A WAVELET METHOD FOR THE FREDHOLMINTEGRO-DIFFERENTIAL EQUATIONS WITH CONVOLUTION KERNEL
A WAVELET METHOD FOR THE FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS WITH CONVOLUTION KERNEL作者机构:澳门大学科技学院 澳门 Universidade Federal do Parana 巴西
出 版 物:《Journal of Computational Mathematics》 (计算数学(英文))
年 卷 期:1999年第17卷第4期
页 面:435-440页
核心收录:
学科分类:07[理学] 070102[理学-计算数学] 0701[理学-数学]
主 题:Fredholm integro-differential equation Kernel Wavelet transform,Toeplitz matrix Hankel matrix Sobolev spaceg PCG method.
摘 要:We study the Fredholm integro-differential equationby the wavelet method. Here (x) is the unknown function to be found, k(y) isa convolution kernel and g(x) is a given function. Following the idea in [7], theequation is discretized with respect to two different wavelet bases. We then havetwo different linear systems. One of them is a Toeplitz-Hankel system of the form(Hn + Tn)x = b where Tn is a Toeplitz matrix and Hn is a Hankel matrix. Theother one is a system (Bn+ Cn)y= d with condition number K = O(1) after adiagonal scaling. By using the preconditioned conjugate gradient (PCG) methodwith the fast wavelet transform (FWT) and the fast iterative Toeplitz solver, wecan solve the systems in O(nlog n) operations.