FAST MULTIPOLE METHOD FOR MULTIDIMENSIONAL INTEGRALS

We give a fast algorithm re, evaluate a class of d-dimensional integra ls. A direct numerical evaluation of these integrals costs N-d, where d is the number of variables and N is the number of discrete points of each variable. The algorithm we. present in this Note permits to redu ce this cost from N-d to a cost of the order O(N). This recursive algo rithm takes its inspiration from the well-known Fast-Multipole method. At the end of this paper we give some physical applications of such a n algorithm.