Higher-order quadratures for circulant preconditioned Wiener-Hopf equations (Q1913588): Difference between revisions
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Revision as of 12:21, 24 May 2024
scientific article
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English | Higher-order quadratures for circulant preconditioned Wiener-Hopf equations |
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Higher-order quadratures for circulant preconditioned Wiener-Hopf equations (English)
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22 May 1996
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A new preconditioner for Wiener-Hopf equations is developed to avoid matrix systems that cannot be solved efficiently by using fast Fourier transforms when higher order quadratures are employed to discretize the preconditioned equations. The preconditioner proposed here is produced by using self-adjoint circulant integral operators to precondition the integral operators of the Wiener-Hopf equation. The spectra of the circulant preconditioned operator are clustered around 1, so that the preconditioned conjugate gradient method converges fast. Numerical examples are given, unfortunately the error analysis is not elaborated very carefully.
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quadrature method
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numerical examples
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preconditioner
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Wiener-Hopf equations
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fast Fourier transforms
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circulant integral operators
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preconditioned conjugate gradient method
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