The Fast Multipole Method (FMM) provides a highly efficient computational tool for solving constant coefficient partial differential equations (e.g. the Poisson equation) on infinite domains. The solution to such an equation is given as the convolution between a fundamental solution and the given data function, and the FMM is used to rapidly evaluate the sum resulting upon discretization of the integral. This paper describes an analogous procedure for rapidly solving elliptic difference… CONTINUE READING