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Register a new userA Kernel-Independent Sum-of-Exponentials Method and Its Application to Convolution Quadrature
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Added by
Zhenli Xu
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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We propose an accurate algorithm for a novel sum-of-exponentials (SOE) approximation of kernel functions, and develop a fast algorithm for convolution quadrature based on the SOE, which allows an order $N$ calculation for $N$ time steps of approximating a continuous temporal convolution integral. The SOE method is constructed by a combination of the de la Vallee-Poussin sums for a semi-analytical exponential expansion of a general kernel, and a model reduction technique for the minimization of the number of exponentials under given error tolerance. We employ the SOE expansion for the finite part of the splitting convolution kernel such that the convolution integral can be solved as a system of ordinary differential equations due to the exponential kernels. The remaining part is explicitly approximated by employing the generalized Taylor expansion. The significant features of our algorithm are that the SOE method is efficient and accurate, and works for general kernels with controllable upperbound of positive exponents. We provide numerical analysis for the SOE-based convolution quadrature. Numerical results on different kernels, the convolution integral and integral equations demonstrate attractive performance of both accuracy and efficiency of the proposed method.
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Approximation of interacting kernels by sum of Gaussians (SOG) is frequently required in many applications of scientific and engineering computing in order to construct efficient algorithms for kernel summation or convolution problems. In this paper, we propose a kernel-independent SOG method by introducing the de la Vallee-Poussin sum and Chebyshev polynomials. The SOG works for general interacting kernels and the lower bound of Gaussian bandwidths is tunable and thus the Gaussians can be easily summed by fast Gaussian algorithms. The number of Gaussians can be further reduced via the model reduction based on the balanced truncation based on the square root method. Numerical results on the accuracy and model reduction efficiency show attractive performance of the proposed method.
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