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Fast preconditioned iterative methods for convolution-type integral equations

Research output: Contribution to journalJournal articlepeer-review

Abstract

We consider solving the Fredholm integral equation of the second kind with the piecewise smooth displacement kernel x(t) + ∑mj=1μjx(t - tj) + ∫τ0 k(t - s)x(s) ds = g(t), 0 ≤ t ≤ τ, where tj ∈ (-τ, τ), for 1 ≤ j ≤ m. The direct application of the quadrature rule to the above integral equation leads to a non-Toeplitz and an underdetermined matrix system. The aim of this paper is to propose a numerical scheme to approximate the integral equation such that the discretization matrix system is the sum of a Toeplitz matrix and a matrix of rank two. We apply the preconditioned conjugate gradient method with Toeplitz-like matrices as preconditioners to solve the resulting discretization system. Numerical examples are given to illustrate the fast convergence of the PCG method and the accuracy of the computed solutions.

Original languageEnglish
Pages (from-to)336-350
Number of pages15
JournalBIT Numerical Mathematics
Volume40
Issue number2
DOIs
Publication statusPublished - Jun 2000

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

  1. SDG 9 - Industry, Innovation, and Infrastructure
    SDG 9 Industry, Innovation, and Infrastructure

User-Defined Keywords

  • Fredholm equations
  • Displacement kernel
  • Toeplitz matrices
  • Quadrature rules

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