A fast algorithm for Brownian dynamics simulation with hydrodynamic interactions

@article{Jiang2013AFA,
  title={A fast algorithm for Brownian dynamics simulation with hydrodynamic interactions},
  author={Shidong Jiang and Zhi Liang and Jingfang Huang},
  journal={Math. Comput.},
  year={2013},
  volume={82},
  pages={1631-1645}
}
One of the critical steps in Brownian dynamics simulation with hydrodynamic interactions is to generate a normally distributed random vector whose covariance is determined by the Rotne-Prager-Yamakawa tensor. The standard algorithm for generating such a random vector calls for the Cholesky decomposition of a 3N×3N matrix and thus requires O(N3) operations for N particles, which is prohibitively slow for large scale simulations. In this paper, we present a fast algorithm for generating such… 

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