Leslie Greengard

Abstract:   Many problems in applied mathematics require the solution of the heat equation in complicated geometry, often in unbounded domains. We will describe some developments in fast algorithms over the last decade or so that have permitted the effective use of the integral equations of potential theory for the solution of such problems. The resulting schemes are unconditionally stable, insensitive to the complexity of the geometry, and of arbitrary order accuracy. The talk is aimed at a general mathematical audience.