A numerical study of iterative refinement schemes for weakly singular integral equations

Three iterative refinement schemes are studied for approximating the solutions of linear weakly singular Fredholm integral equations of the second kind. The rates of convergence and computational costs of the three schemes are studied and compared with the classical approach by applying them respectively to: (i) a sparse linear system associated with an integral equation modelling a real life Astrophysics problem, and (ii) an integral equation whose associated linear problem is dense.     

On a third‐order Newton‐type method free of bilinear operators

This paper is devoted to the study of a third‐order Newton‐type method. The method is free of bilinear operators, which constitutes the main limitation of the classical third‐order iterative schemes. First, a global convergence theorem in the real case is presented. Second, a semilocal convergence theorem and some examples are analyzed, including quadratic equations and integral equations. Finally, an approximation using divided differences is proposed and used for the approximation of boundary‐value problems. Copyright © 2009 John Wiley & Sons, Ltd.     

Numerical solution of nonlinear two-dimensional Fredholm integral equations of the second kind using Gauss product quadrature rules

The Gauss product quadrature rules and collocation method are applied to reduce the second-kind nonlinear two-dimensional Fredholm integral equations (FIE) to a nonlinear system of equations. The convergence of the proposed numerical method is proved under certain conditions on the kernel of the integral equation. An iterative method for approximating the solution of the obtained nonlinear system is provided and its convergence is proved. Also, some numerical examples are presented to show the efficiency and accuracy of the proposed method.     

Pathwise Taylor schemes for random ordinary differential equations

Random ordinary differential equations (RODEs) are ordinary differential equations which contain a stochastic process in their vector fields. They can be analyzed pathwise using deterministic calculus, but since the driving stochastic process is usually only Hölder continuous in time, the vector field is not differentiable in the time variable. Traditional numerical schemes for ordinary differential equations thus do not achieve their usual order of convergence when applied to RODEs. Nevertheless, deterministic calculus can still be used to derive higher order numerical schemes for RODEs by means of a new kind of integral Taylor expansion. The theory is developed systematically here, applied to illustrative examples involving Brownian motion and fractional Brownian motion as the driving processes and compared with other numerical schemes for RODEs in the literature.     

Collocation discretization for an integral equation in ocean acoustics with depth‐dependent speed of sound

We analyze two collocation schemes for the Helmholtz equation with depth‐dependent sonic wave velocity, modeling time‐harmonic acoustic wave propagation in a three‐dimensional inhomogeneous ocean of finite height. Both discretization schemes are derived from a periodized version of the Lippmann‐Schwinger integral equation that equivalently describes the sound wave. The eigenfunctions of the corresponding periodized integral operator consist of trigonometric polynomials in the horizontal variables and eigenfunctions to some Sturm‐Liouville operator linked to the background profile of the sonic wave velocity in the vertical variable. Applying an interpolation projection onto a space spanned by finitely many of these eigenfunctions to either the unknown periodized wave field or the integral operator yields two different collocation schemes. A convergence estimate of Sloan [J. Approx. Theory, 39:97–117, 1983] on non‐polynomial interpolation allows to show converge of both schemes, together with algebraic convergence rates depending on the smoothness of the inhomogeneity and the source. Copyright © 2016 John Wiley & Sons, Ltd.     

The Galerkin boundary element method for transient Stokes flow

Since the fundamental solution for transient Stokes flow in three dimensions is complicated it is difficult to implement discretization methods for boundary integral formulations. We derive a representation of the Stokeslet and stresslet in terms of incomplete gamma functions and investigate the nature of the singularity of the single- and double layer potentials. Further, we give analytical formulas for the time integration and develop Galerkin schemes with tensor product piecewise polynomial ansatz functions. Numerical results demonstrate optimal convergence rates.     

MULTILEVEL AUGMENTATION METHODS FOR SOLVING OPERATOR EQUATIONS

We introduce multilevel augmentation methods for solving operator equations based on direct sum decompositions of the range space of the operator and the solution space of the operator equation and a matrix splitting scheme. We establish a general setting for the analysis of these methods, showing that the methods yield approximate solutions of the same convergence order as the best approximation from the subspace. These augmentation methods allow us to develop fast, accurate and stable nonconventional numerical algorithms for solving operator equations. In particular, for second kind equations, special splitting techniques are proposed to develop such algorithms. These algorithms are then applied to solve the linear systems resulting from matrix compression schemes using wavelet-like functions for solving Fredholm integral equations of the second kind. For this special case, a complete analysis for computational complexity and convergence order is presented. Numerical examples are included to demonstra     

Convergence of Difference Methods for Inverse Problems of a One-Dimensional Hyperbolic System of First Order

In this paper, the difference methods for solving the inverse problem of a one-dimensional hyperbolic system of first order are discussed. Some difference schemes are constructed and the convergence of these schemes is proved.     

A note on the convergence of product integration and Galerkin method for weakly singular integral equations

We consider weakly singular integral equations of Fredholm-type whose kernels satisfy certain algebraic estimates with their derivatives. In particular, we establish optimal convergence order estimates for product integration and Galerkin method applied on suitable grading mesh for the solution of such equations. Some superconvergence results are also derived.     

Central Part Interpolation Schemes for Integral Equations

In a weakly singular integral equation of the second kind, we perform a smoothing change of variables and solve the resulting equation either by the collocation or by the product integration method based on a “central part” interpolation by polynomials on the uniform grid. Optimal convergence order of both methods is established. The latter method is hopeful due to especially simple and cheap assembling of the algebraic system of equations.     

一类交错网格的Gauss型格式

本文在交错网格的情况下 ,利用 Gauss型求积公式构造了一类不需解 Riemann问题的求解一维单个双曲守恒律的二阶显式 Gauss型差分格式 ,证明了该格式在CFL条件限制下为 TVD格式 ,并证明了这类格式的收敛性 ,然后将格式推广到方程组的情形 .由于在交错网格的情况下构造的这类差分格式 ,不需要求解 Riemann问题 ,因此这类格式与诸如 Harten等的 TVD格式相比具有如下优点 :由于不需要完整的特征向量系 ,因此可用于求解弱双曲方程组 ,计算更快、编程更加简便等 .     

On the convergence of the multigrid method for a hypersingular integral equation of the first kind

Summary We present a multigrid method to solve linear systems arising from Galerkin schemes for a hypersingular boundary integral equation governing three dimensional Neumann problems for the Laplacian. Our algorithm uses damped Jacobi iteration, Gauss-Seidel iteration or SOR as preand post-smoothers. If the integral equation holds on a closed, Lipschitz surface we prove convergence ofV- andW-cycles with any number of smoothing steps. If the integral equation holds on an open, Lipschitz surface (covering crack problems) we show convergence of theW-cycle. Numerical experiments are given which underline the theoretical results.     

The Petrov–Galerkin method for second kind integral equations II: multiwavelet schemes

This paper continues the theme of the recent work [Z. Chen and Y. Xu, The Petrov–Galerkin and iterated Petrov–Galerkin methods for second kind integral equations, SIAM J. Numer. Anal., to appear] and further develops the Petrov–Galerkin method for Fredholm integral equations of the second kind. Specifically, we study wavelet Petrov–Galerkin schemes based on discontinuous orthogonal multiwavelets and prove that the condition number of the coefficient matrix for the linear system obtained from the wavelet Petrov–Galerkin scheme is bounded. In addition, we propose a truncation strategy which forms a basis for fast wavelet algorithms and analyze the order of convergence and computational complexity of these algorithms. This revised version was published online in June 2006 with corrections to the Cover Date.     

A discrete collocation method for Fredholm integro-differential equations with weakly singular kernels

A fully discrete version of a piecewise polynomial collocation method is constructed to solve initial or boundary value problems of linear Fredholm integro-differential equations with weakly singular kernels. Using an integral equation reformulation and special graded grids, optimal global convergence estimates are derived. For special values of parameters an improvement of the convergence rate of elaborated numerical schemes is established. Some of our theoretical results are illustrated by numerical experiments.     

On the Application of a Generalization of Toeplitz Matrices to the Numerical Solution of Integral Equations with Weakly Singular Convolution Kernels

This paper discusses the numerical solution by product integrationof weakly singular Fredholm integral equations of the secondkind with symmetric difference kernels. The product integrationmethod uses a piecewise polynomial, in general, at most, continuousat the knots. A main result of the paper is to show that, owingto the difference kernel, a highly patterned linear system ofequations arises if the knots are equally spaced. Specificallythe order-N coefficient matrix is block-Toeplitz or a generalization,and centrosymmetric. An algorithm to solve this linear systemin O(N²) operations is presented. Unfortunately the asymptotic rate of convergence of the productintegration solution is limited if a uniform mesh is used. Amethod to improve the rate of convergence, while retaining apatterned coefficient matrix, is described. This method involvessubtraction of the singularities in the solution induced bythe weakly singular kernel. A higher rate of convergence forthe modified product integration method is shown. These resultsare illustrated by application to an integral equation arisingin outdoor sound propagation.     

用非精确的平行割线法求解奇异问题

奇异方程经常出现在很多实际非线性问题中,如反应扩散系统等.因此,研究奇异非线性方程的求解具有十分重要的意义.平行割线法是一种经典的求解非线性方程的迭代方法,它收敛阶较高,计算量较少.但在解决实际问题时,一方面,抽象出的数学模型与实际问题总是存在着一定的偏差,另外,在数据的计算中难免存在着一定的计算误差,所以研究用非精确的平行割线法求解非线性奇异问题具有很重要的现实意义,使得求解奇异问题具有更高的实用性和可行性.采用在平行割线法的迭代公式中加入摄动项的方法,构造出新的加速迭代格式,证明了新的迭代格式的收敛性,给出了收敛速率,得到了误差估计.     

Finite difference schemes for the symmetric Keyfitz–Kranzer system

We are concerned with the convergence of numerical schemes for the initial value problem associated with the Keyfitz–Kranzer system of equations. This system is a toy model for several important models such as in elasticity theory, magnetohydrodynamics, and enhanced oil recovery. In this paper, we prove the convergence of three difference schemes. Two of these schemes are shown to converge to the unique entropy solution. Finally, the convergence is illustrated by several examples.     

A hybrid collocation method for a nonlinear Volterra integral equation with weakly singular kernel

This work is concerned with the numerical solution of a nonlinear weakly singular Volterra integral equation. Owing to the singular behavior of the solution near the origin, the global convergence order of product integration and collocation methods is not optimal. In order to recover the optimal orders a hybrid collocation method is used which combines a non-polynomial approximation on the first subinterval followed by piecewise polynomial collocation on a graded mesh. Some numerical examples are presented which illustrate the theoretical results and the performance of the method. A comparison is made with the standard graded collocation method.     

A series of high‐order quasi‐compact schemes for space fractional diffusion equations based on the superconvergent approximations for fractional derivatives

Based on the superconvergent approximation at some point (depending on the fractional order α, but not belonging to the mesh points) for Grünwald discretization to fractional derivative, we develop a series of high‐order quasi‐compact schemes for space fractional diffusion equations. Because of the quasi‐compactness of the derived schemes, no points beyond the domain are used for all the high‐order schemes including second‐order, third‐order, fourth‐order, and even higher‐order schemes; moreover, the algebraic equations for all the high‐order schemes have the completely same matrix structure. The stability and convergence analysis for some typical schemes are made; the techniques of treating the fractional derivatives with nonhomogeneous boundaries are introduced; and extensive numerical experiments are performed to confirm the theoretical analysis or verify the convergence orders. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1345–1381, 2015     

第二类端点奇异Fredholm积分方程的分数阶退化核方法

本文针对第二类端点奇异Fredholm积分方程构造基于分数阶Taylor展开的退化核方法，设计了两种计算格式，一是在全区间上使用分数阶Taylor展开式近似核函数，二是在包含奇点的小区间上采用分数阶插值，在剩余区间上采用分段二次多项式插值逼近核函数.讨论了两种退化核方法收敛的条件，并给出了混合插值法的收敛阶估计.数值算例表明对于非光滑核函数分数阶退化核方法有着良好的计算效果，且混合二次插值法比全区间上的分数阶退化核方法有着更广泛的适用范围.