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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.
1980 (English)Report (Other academic)
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
Linköping: Linköping University , 1980. , 50 p.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 381
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-104519OAI: oai:DiVA.org:liu-104519DiVA: diva2:697317
Available from: 2014-02-17 Created: 2014-02-17 Last updated: 2014-02-17

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Ljung, Lennart

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