# 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}
}
• Published 27 February 2013
• Computer Science
• Math. Comput.
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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