Skip to main content
Log in

Iterated Fast Collocation Methods for Integral Equations of the Second Kind

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

In this paper a new iteration technique is proposed based on fast multiscale collocation methods of Chen et al. (SIAM J Numer Anal 40:344–375, 2002) for Fredholm integral equations of the second kind. It is shown that an additional order of convergence is obtained for each iteration even if the exact solution of the integral equation is non-smooth, the kernel of the integral operator is weakly singular and the matrix compression is implemented. When the solution is smooth, this leads to superconvergence. Numerical examples are presented to illustrate the theoretical results and the efficiency of the method.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Atkinson, K.E.: The Numerical Solution of Integral Equations of the Second Kind. Cambridge University Press, Cambridge (1997)

    Book  MATH  Google Scholar 

  2. Atkinson, K.E., Graham, I.G., Sloan, I.: Piecewise continuous collocation for integral equations. SIAM J. Numer. Anal. 20, 172–186 (1983)

    Article  MathSciNet  MATH  Google Scholar 

  3. Adams, R.A., Fournier, J.: Sobolev Spaces, 2nd edn. Academic Press, New York (2003)

    MATH  Google Scholar 

  4. Beylkin, G., Coifman, R., Rokhlin, V.: Fast wavelet transforms and numerical algorithms I. Commun. Pure Appl. Math. 44, 141–183 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  5. Brudnyi, J.A.: A multidimensional analogue of a theorem of Whitney. Iath. USSR Sb. 11, 157–170 (1970)

    Article  MathSciNet  Google Scholar 

  6. Cao, Y., Xu, Y.: Singular preserving Galerkin methods for weakly singular Fredholm integral equations. J. Integral Equ. Appl. 6, 303–334 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  7. Chen, M., Chen, Z., Chen, G.: Approximate Solutions of Operator Equation. World Scientific Publishing Co., Singapore (1997)

  8. Chen, Z., Micchelli, C.A., Xu, Y.: The Petrov-Galerkin methods for second kind integral equations II: multiwavelet scheme. Adv. Comput. Math. 7, 199–233 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  9. Chen, Z., Micchelli, C.A., Xu, Y.: Discrete wavelet Petrov-Galerkin methods. Adv. Comput. Math. 16, 1–28 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  10. Chen, Z., Micchelli, C.A., Xu, Y.: Fast collocation methods for second kind integral equations. SIAM J. Numer. Anal. 40, 344–375 (2002)

    Google Scholar 

  11. Chen, Z., Wu, B., Xu, Y.: Fast collocation methods for high-dimensional weakly singular integral equaations. J. Integral Equ. Appl. 20, 49–92 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  12. Chen, Z., Xu, Y.: The Petrov-Galerkin and interated Petrov-Galerkin methods for second kind integral equations. SIAM J. Numer. Anal. 35, 406–434 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  13. Chen, Z., Xu, Y., Zhao, J.: The discrete Petrov-Galerkin method for weakly singular integral equations. J. Integral Equ. Appl. 11, 1–35 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  14. Dahmen, W., Proessdorf, S., Schneider, R.: Wavelet approximation methods for pseudodifferential equations I: stability and convergence. Math. Z. 215, 583–620 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  15. Dahmen, W., Proessdorf, S., Schneider, R.: Wavelet approximation methods for psuedodifferential equations II: matrix compression and fast solutions. Adv. Comput. Math. 1, 259–335 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  16. Graham, I.G.: Estimates for the modulus of smoothness. J. Appl. Theory 44, 95–112 (1985)

    Article  MATH  Google Scholar 

  17. Graham, I.G., Joe, S., Sloan, I.H.: Iterated Galerkin versus iterated collocation for integral equations of second kind. IMA J. Numer. Anal. 5, 355–369 (1985)

    Article  MathSciNet  MATH  Google Scholar 

  18. Huang, M., Xu, Y.: Superconvergence of the iterated hybrid collocation method for weakly singular Volterra integral equations. J. Integral Equ. Appl. 18, 83–116 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  19. Kaneko, H.: Superconvergence of the iterated collocation method for hammerstein equations. J. Comput. Appl. Math. 80, 335–349 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  20. Kaneko, H., Padilla, P., Xu, Y.: Superconvergence of the iterated degenerate kernel method. Appl. Anal. 80, 331–351 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  21. Kaneko, H., Xu, Y.: Gauss-type quadratures for weakly singular integrals and their application to fredholm integral equations of the second kind. Math. Comput. 62, 739–753 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  22. Kress, R.: Linear Integral Equations. Springer, Berlin (1989)

  23. Lin, Q., Sloan, I.H., Xie, R.: Extrapolation of the iterated collocation method for integral equations of the second kind. SIAM J. Numer. Anal. 27, 1535–1541 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  24. Micchelli, C.A., Xu, Y.: Using the matrix refinement equation for the construction of wavelets on invarient sets. Comput. Harmonic Anal. 1, 391–401 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  25. Micchelli, C.A., Xu, Y., Zhao, Y.: Wavelet Galerkin methods for second-kind integral equations. J. Comput. Appl. Math. 86, 251–270 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  26. Schumer, L.L.: Spline Functions: Basic Theory. Wiley, New York (1981)

    Google Scholar 

  27. Sloan, I.H.: Superconvergence. In: Golberg, M. (ed.) Numerical Solution of Integral Equations, pp. 35–70. Plenum, New York (1990)

    Chapter  Google Scholar 

  28. von Petersdorff, T., Schwab, C.: Wavelet approximation for first kind boundary integral equations on polygons. Numer. Math. 74, 479–516 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  29. von Petersdorff, T., Schwab, C., Schneider, R.: Multiwavelets for second kind integral equations. SIAM J. Numer. Anal. 34, 2212–2227 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  30. Vainikko, G.: Multidimensional Weakly Integral Equations. Springer-Verlag, New York (1993)

Download references

Acknowledgments

This work is partially supported by the Natural Science Foundation of China under grants 10771224 and 11071264, and the Guangdong Provincial Government of China through the “Computational Science Innovative Research Team” program to Zhongying Chen and Yongdong Zhang. This work is partially supported by the Natural Science Foundation of China under grant 11061008, the NSF of Guangxi Province under grant 2011GXNSFA018128, and Program for Excellent Talents in Guangxi Higher Education Institutions to Guangqing Long.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Guangqing Long.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Chen, Z., Long, G., Nelakanti, G. et al. Iterated Fast Collocation Methods for Integral Equations of the Second Kind. J Sci Comput 57, 502–517 (2013). https://doi.org/10.1007/s10915-013-9717-9

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10915-013-9717-9

Keywords

Navigation