Recursive generation of the Galerkin–Chebyshev matrix for convolution kernels

Abstract

The Galerkin–Chebyshev matrix is the coefficient matrix for the Galerkin method (or the degenerate kernel approximation method) using Chebyshev polynomials. Each entry of the matrix is defined by a double integral. For convolution kernels K(x-y) on finite intervals, this paper obtains a general recursion relation connecting the matrix entries. This relation provides a fast generation of the Galerkin–Chebyshev matrix by reducing the construction of a matrix of order N from N ²+O(N) double integral evaluations to 3N+O(1) evaluations. For the special cases (a) K(x-y)=|x-y|^α-1(-ln|x-y|)^p and (b) K(x-y)=K _ν(σ|x-y|) (modified Bessel functions), the number of double integral evaluations to generate a Galerkin–Chebyshev matrix of arbitrary order can be further reduced to 2p+2 double integral evaluations in case (a) and to 8 double integral evaluations in case (b).