O. Bokanowski et M. Lemou, FAST MULTIPOLE METHOD FOR MULTIDIMENSIONAL INTEGRALS, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 326(1), 1998, pp. 105-110
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.