Fast and accurate algorithms for the computation of spherically symmetric nonlocal diffusion operators on lattices

Abstract

Received on ; revised on ]We present a unified treatment of the Fourier spectra of spherically symmetric nonlocal diffusion operators. We develop numerical and analytical results for the class of kernels with weak algebraic singularity as the distance between source and target tends to 0. Rapid algorithms are derived for their Fourier spectra with the computation of each eigenvalue independent of all others. The algorithms are trivially parallelizable, capable of leveraging more powerful compute environments, and the accuracy of the eigenvalues is individually controllable. The algorithms include a Maclaurin series and a full divergent asymptotic series valid for any d spatial dimensions. Using Drummond's sequence transformation, we prove linear complexity recurrence relations for degree-graded sequences of numerators and denominators in the rational approximations to the divergent asymptotic series. These relations are important to ensure that the algorithms are efficient, and also increase the numerical stability compared with the conventional algorithm with quadratic complexity.