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Planar Laplace multipole and local translation identities

Statement

For the P2M, M2M, M2L, L2L and L2P formulas of Fixed-order planar Laplace fast multipole procedure, P2M gives the source moments about a leaf center, M2M gives exactly the same moments about a parent center, and the finite M2L coefficients are the degree-0 through degree-p Taylor coefficients of the order-p source multipole polynomial about the target center. L2L is exact re-centering of the resulting degree-p polynomial, and L2P evaluates it exactly. For every n≥0 define Mn(C)=∑j∈ICqj(zj−cC)n; the algorithm stores only n≤p. For a far pair (C,D) and z in the target cell, the fixed-branch source potential also has the absolutely convergent outer expansion M0(C)LCD(z−cC)−∑n=1∞Mn(C)/(n(z−cC)n).

Facts & Assumptions

Given: A far source/target cell pair, its fixed analytic logarithm, finite source moments, and the order-p translation formulas.

[F1]

Finite planar quadtree and separated interaction lists: for a far pair with centers cC,cD, radii aC,aD, and R=∣cD−cC∣, one has aC+aD<R and one analytic logarithm is fixed on a disk containing all pair differences.

[F2]

Fixed-order planar Laplace fast multipole procedure: P2M stores Mn=∑jqj(zj−cC)n; M2M uses the binomial shift over nonempty children (empty children have zero moments); M2L uses the displayed finite local coefficients; L2L uses the binomial re-centering formula over nonempty-cell edges; L2P evaluates the local polynomial and its derivative.

Proof

1.1givenF1algebra

For ∣w∣<1, the geometric series 1/(1+t)=∑r=0∞(−t)r converges uniformly on each closed disk ∣t∣≤r0<1. Integrating it from 0 to w gives the analytic branch identity log⁡(1+w)=∑m=1∞(−1)m+1wm/m.

1.2F2algebra

For a nonempty child cell E of C, write zj−cC=(zj−cE)+(cE−cC) and apply the finite binomial theorem to its nth power. Summing over the sources in each nonempty child and then over the nonempty children gives Mn(C)=∑E∑r=0n(nr)(cE−cC)n−rMr(E) for every n≤p; empty children contribute zero. This is exactly the M2M pass.

1.3F2algebra

If a parent local polynomial is ∑k=0pLk(z−cD)k, put z−cD=(z−cE)+(cE−cD) and expand each power. The coefficient of (z−cE)j is ∑k=jp(kj)Lk(cE−cD)k−j; hence L2L exactly re-centers the polynomial without adding truncation error.

2.1F1step 1.1algebra

For a far pair (C,D), put z−cC=D0+x with D0=cD−cC and ∣x∣≤aD. Then ∣D0+x∣≥R−aD>aC. Substituting w=−(zj−cC)/(z−cC) into the branch-normalized series from step 1.1 and summing the finite source set gives M0(C)LCD(z−cC)−∑n≥1Mn(C)/[n(z−cC)n]. The branch is LCD because both z−cC and z−zj lie in its disk and the difference of their logarithms is the series that vanishes at zj=cC. The convergence is absolute because ∣zj−cC∣/∣z−cC∣<1.

2.2F1step 1.1algebra

For a far pair put D=cD−cC, x=z−cD and y=zj−cC. By [F1], ∣x−y∣≤∣x∣+∣y∣<R=∣D∣. The branch-normalized logarithm therefore has expansion LCD(D+x−y)=LCD(D)+∑m≥1(−1)m+1(x−y)m/(mDm).

3.1F2step 2.2algebra

Expand (x−y)m by the binomial theorem and set m=n+k. For n≥1,k≥0, the coefficient of xkyn is (−1)k+1(n+k−1k)/(nDn+k), since (n+kk)/(n+k)=(n+k−1k)/n. The terms with n=0 are M0LCD(D) for k=0 and (−1)k+1M0/(kDk) for k≥1; the terms with k=0,n≥1 are −Mn/(nDn). Summing yn over sources replaces it by Mn, and retaining 0≤n,k≤p yields precisely the M2L formulas in [F2].

4.1F2step 1.3algebra∎

Substitution of a target point into the re-centered degree-p polynomial is exactly L2P, and termwise differentiation gives its derivative formula. These are finite polynomial identities and require no additional convergence assumption.

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