A fast algorithm for the evaluation of heat potentials

Leslie Greengard, John Strain

Research output: Contribution to journalArticlepeer-review


Numerical methods for solving the heat equation via potential theory have been hampered by the high cost of evaluating heat potentials. When M points are used in the discretization of the boundary and N time steps are computed, an amount of work of the order O(N2M2) has traditionally been required. In this paper, we present an algorithm which requires an amount of work of the order O(NM), and we observe speedups of five orders of magnitude for large‐scale problems. Thus, the method makes it possible to solve the heat equation by potential theory in practical situations.

Original languageEnglish (US)
Pages (from-to)949-963
Number of pages15
JournalCommunications on Pure and Applied Mathematics
Issue number8
StatePublished - Dec 1990

ASJC Scopus subject areas

  • General Mathematics
  • Applied Mathematics


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