Numerical methods based on rational variable substitution for Wiener-Hopf equations of the second kind (Q425350): Difference between revisions

By applying a rational variable substitution, a Wiener-Hopf integral equation is transformed into an integral equation on [-1,1] with singularities. In order to substract the singularities, a transformation is applied to the unknown function. The obtained integral equation is approached by a new numerical method that uses a Clenshaw-Curtis-rational quadrature rule. Using a Chebyshev-Fourier expansion, the authors prove the accuracy of the Clenshaw-Curtis quadrature and establish the order of accuracy of their proposed method based on the Clenshaw-Curtis-rational quadrature rule. The accuracy of the proposed method is confirmed on three numerical examples.