The Mathematical Institute, University of Oxford, Eprints Archive

A fast and well-conditioned spectral method for singular integral equations

Slevinsky, R. M. and Olver, Sheehan (2015) A fast and well-conditioned spectral method for singular integral equations. Technical Report. Unspecified. (Submitted)

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Abstract

We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This is accomplished by utilizing low rank approximations for sparse representations of the bivariate kernels. The resulting system can be solved in $O(n^{\rm opt})$ operations using an adaptive QR factorization, where $n^{\rm opt}$ is the optimal number of unknowns needed to resolve the true solution. Stability is proved by showing that the resulting linear operator can be diagonally preconditioned to be a compact perturbation of the identity. Applications considered include the Faraday cage, and acoustic scattering for the Helmholtz and gravity Helmholtz equations, including spectrally accurate numerical evaluation of the far- and near-field solution. The {\sc Julia} software package {\tt SingularIntegralEquations.jl} implements our method with a convenient, user-friendly interface.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1890
Deposited By: Helen Taylor
Deposited On:08 Jul 2015 06:37
Last Modified:08 Jul 2015 06:37

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