American Institute of Mathematical Sciences

Advanced
September  2007, 6(3): 643-666. doi: 10.3934/cpaa.2007.6.643

Fast numerical collocation solutions of integral equations

Zhongying Chen 1, , Bin Wu 1, and  Yuesheng Xu 2,

1. 

Department of Scientific Computing and Computer Applications, Sun Yat-sen University, Guangzhou 510275, China, China
2. 

Department of Mathematics, Syracuse University, Syracuse, NY 13244-1150, United States

Received  May 2005 Revised  August 2006 Published  June 2007

We present a numerical implementation of a fast multiscale collocation method for solving Fredholm integral equations of the second kind with weakly singular kernels. The general setting of such a collocation method was recently developed by Chen, Micchelli and Xu. Following the general setting, in this paper we consider three important problems for the practical use of such collocation methods. The first problem regards the construction of concrete multiscale piecewise linear, quadratic and cubic polynomial functions and the corresponding multiscale collocation functionals. The second problem that we address is the practical truncation of the coefficient matrix. We propose a block truncation strategy which allows us to compress the matrix without computing the distances between the supports of a basis function and a collocation functional. The last problem is the fast numerical solution of the large discrete linear system resulting from the compression. We make use of the multiscale structure and the sparseness of the coefficient matrix in developing fast solver for the linear system. Numerical examples are presented to demonstrate the accuracy and computational speed of the method.
Keywords: multilevel augmentation methods., Fredholm integral equations of the second kind, Fast multiscale collocation methods.
Mathematics Subject Classification: 65B05, 45L1.
Citation: Zhongying Chen, Bin Wu, Yuesheng Xu. Fast numerical collocation solutions of integral equations. Communications on Pure & Applied Analysis, 2007, 6 (3) : 643-666. doi: 10.3934/cpaa.2007.6.643
[1]

Yin Yang, Yunqing Huang. Spectral Jacobi-Galerkin methods and iterated methods for Fredholm integral equations of the second kind with weakly singular kernel. Discrete & Continuous Dynamical Systems - S, 2019, 12 (3) : 685-702. doi: 10.3934/dcdss.2019043
[2]

A. Pedas, G. Vainikko. Smoothing transformation and piecewise polynomial projection methods for weakly singular Fredholm integral equations. Communications on Pure & Applied Analysis, 2006, 5 (2) : 395-413. doi: 10.3934/cpaa.2006.5.395
[3]

Hui Liang, Hermann Brunner. Collocation methods for differential equations with piecewise linear delays. Communications on Pure & Applied Analysis, 2012, 11 (5) : 1839-1857. doi: 10.3934/cpaa.2012.11.1839
[4]

Lijian Jiang, Yalchin Efendiev, Victor Ginting. Multiscale methods for parabolic equations with continuum spatial scales. Discrete & Continuous Dynamical Systems - B, 2007, 8 (4) : 833-859. doi: 10.3934/dcdsb.2007.8.833
[5]

Angelamaria Cardone, Dajana Conte, Beatrice Paternoster. Two-step collocation methods for fractional differential equations. Discrete & Continuous Dynamical Systems - B, 2018, 23 (7) : 2709-2725. doi: 10.3934/dcdsb.2018088
[6]

Ferdinando Auricchio, Lourenco Beirão da Veiga, Josef Kiendl, Carlo Lovadina, Alessandro Reali. Isogeometric collocation mixed methods for rods. Discrete & Continuous Dynamical Systems - S, 2016, 9 (1) : 33-42. doi: 10.3934/dcdss.2016.9.33
[7]

Jean Dolbeault, Giuseppe Toscani. Fast diffusion equations: Matching large time asymptotics by relative entropy methods. Kinetic & Related Models, 2011, 4 (3) : 701-716. doi: 10.3934/krm.2011.4.701
[8]

Hong Wang, Aijie Cheng, Kaixin Wang. Fast finite volume methods for space-fractional diffusion equations. Discrete & Continuous Dynamical Systems - B, 2015, 20 (5) : 1427-1441. doi: 10.3934/dcdsb.2015.20.1427
[9]

Assyr Abdulle. Multiscale methods for advection-diffusion problems. Conference Publications, 2005, 2005 (Special) : 11-21. doi: 10.3934/proc.2005.2005.11
[10]

Alexander Mielke. Weak-convergence methods for Hamiltonian multiscale problems. Discrete & Continuous Dynamical Systems - A, 2008, 20 (1) : 53-79. doi: 10.3934/dcds.2008.20.53
[11]

Matteo Bonforte, Jean Dolbeault, Matteo Muratori, Bruno Nazaret. Weighted fast diffusion equations (Part Ⅱ): Sharp asymptotic rates of convergence in relative error by entropy methods. Kinetic & Related Models, 2017, 10 (1) : 61-91. doi: 10.3934/krm.2017003
[12]

Z. K. Eshkuvatov, M. Kammuji, Bachok M. Taib, N. M. A. Nik Long. Effective approximation method for solving linear Fredholm-Volterra integral equations. Numerical Algebra, Control & Optimization, 2017, 7 (1) : 77-88. doi: 10.3934/naco.2017004
[13]

Juan Campos, Rafael Obaya, Massimo Tarallo. Favard theory and fredholm alternative for disconjugate recurrent second order equations. Communications on Pure & Applied Analysis, 2017, 16 (4) : 1199-1232. doi: 10.3934/cpaa.2017059
[14]

Wenxiong Chen, Shijie Qi. Direct methods on fractional equations. Discrete & Continuous Dynamical Systems - A, 2019, 39 (3) : 1269-1310. doi: 10.3934/dcds.2019055
[15]

Dajana Conte, Raffaele D'Ambrosio, Beatrice Paternoster. On the stability of $\vartheta$-methods for stochastic Volterra integral equations. Discrete & Continuous Dynamical Systems - B, 2018, 23 (7) : 2695-2708. doi: 10.3934/dcdsb.2018087
[16]

Yoonsang Lee, Bjorn Engquist. Variable step size multiscale methods for stiff and highly oscillatory dynamical systems. Discrete & Continuous Dynamical Systems - A, 2014, 34 (3) : 1079-1097. doi: 10.3934/dcds.2014.34.1079
[17]

Martino Bardi, Annalisa Cesaroni, Daria Ghilli. Large deviations for some fast stochastic volatility models by viscosity methods. Discrete & Continuous Dynamical Systems - A, 2015, 35 (9) : 3965-3988. doi: 10.3934/dcds.2015.35.3965
[18]

B. S. Goh, W. J. Leong, Z. Siri. Partial Newton methods for a system of equations. Numerical Algebra, Control & Optimization, 2013, 3 (3) : 463-469. doi: 10.3934/naco.2013.3.463
[19]

Richard A. Norton, G. R. W. Quispel. Discrete gradient methods for preserving a first integral of an ordinary differential equation. Discrete & Continuous Dynamical Systems - A, 2014, 34 (3) : 1147-1170. doi: 10.3934/dcds.2014.34.1147
[20]

Dorina Mitrea and Marius Mitrea. Boundary integral methods for harmonic differential forms in Lipschitz domains. Electronic Research Announcements, 1996, 2: 92-97.

2018 Impact Factor: 0.925

Tools

Metrics

  • PDF downloads (23)
  • HTML views (0)
  • Cited by (8)

Other articles
by authors

[Back to Top]

Copyright © 2019 American Institute of Mathematical Sciences