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Fast Numerical Solution of Fredholm Integral Equations with Stationary Kernels
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1982 (English)In: BIT Numerical Mathematics, ISSN 0006-3835, E-ISSN 1572-9125, Vol. 22, no 1, 54-72 p.Article in journal (Refereed) Published
Abstract [en]

A fast recursive matrix method for the numerical solution of Fredholm integral equations with stationary kernels is derived. IfN denotes the number of nodal points, the complexity of the algorithm isO(N 2), which should be compared toO(N 3) for conventional algorithms for solving such problems. The method is related to fast algorithms for inverting Toeplitz matrices.

Applications to equations of the first and second kind as well as miscellaneous problems are discussed and illustrated with numerical examples. These show that the theoretical improvement in efficiency is indeed obtained, and that no problems with numerical stability or accuracy are encountered.

Place, publisher, year, edition, pages
Kluwer Academic Publishers, 1982. Vol. 22, no 1, 54-72 p.
Keyword [en]
Fredholm integral equations, Recursive matrix method, Stationary kernels, Fast algorithms, Toeplitz matrices
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-102144DOI: 10.1007/BF01934395OAI: oai:DiVA.org:liu-102144DiVA: diva2:668586
Available from: 2013-12-01 Created: 2013-12-01 Last updated: 2017-12-06

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Ljung, Lennart

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