Preconditioners for Wiener--Hopf Equations with High-Order Quadrature Rules

DOI10.1137/S0036142994270983zbMath0897.65087OpenAlexW1982997091MaRDI QIDQ4377503

Fu-Rong Lin, Michael Kwok-Po Ng, Raymond Honfu Chan

Publication date: 10 February 1998

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036142994270983

zbMATH Keywords

Fourier transformprojection methodpreconditioned conjugate gradient methodquadrature rulesWiener-Hopf equations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10)

Related Items (8)

Every matrix is a product of Toeplitz matrices ⋮ Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices ⋮ Scientific applications of iterative Toeplitz solvers ⋮ Numerical methods based on rational variable substitution for Wiener-Hopf equations of the second kind ⋮ Systems of integral equations of the half-axis with quasi-difference kernels ⋮ A modified Nyström-Clenshaw-Curtis quadrature for integral equations with piecewise smooth kernels ⋮ Asymptotics of eigenvalues for Toeplitz matrices with rational symbols that have a minimum of the 4th order ⋮ Z-Transform and preconditioning techniques for option pricing

This page was built for publication: Preconditioners for Wiener--Hopf Equations with High-Order Quadrature Rules