Construction of preconditioners for Wiener-Hopf equations by operator splitting (Q1899343)

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Construction of preconditioners for Wiener-Hopf equations by operator splitting
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    Construction of preconditioners for Wiener-Hopf equations by operator splitting (English)
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    31 March 1996
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    The authors propose a new type of preconditioners for solving finite section Wiener-Hopf integral equations by the preconditioned conjugate gradient algorithm. How the preconditioners are constructed is very similar to the approach used in the additive Schwarz method for elliptic problems. The resulting preconditioned equations are discretized by the rectangular rule. Numerical results show that the presented methods converge faster than those preconditioned by using circulant integral operators.
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    operator splitting
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    Dirichlet kernel
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    numerical results
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    preconditioners
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    finite section Wiener-Hopf integral equations
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    preconditioned conjugate gradient algorithm
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    additive Schwarz method
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