A fast multiscale Galerkin method for solving second order linear Fredholm integro-differential equation with Dirichlet boundary conditions (Q2279899)

The paper is concerned with the study of multiscale Galerkin method for the numerical solution of one-dimensional linear second-order Fredholm integro-differential equations. The equation is equipped with homogeneous Dirichlet boundary conditions and it is assumed that the kernel of the integral operator is sufficiently smooth. The Galerkin method is used with a multiscale basis satisfying four conditions: locality, orthogonality, vanishing moments and a normalization condition. A decay estimate is derived for the entries of the matrices arising from the discretization of the integral term. Based on this estimate, a truncation strategy is proposed, which enables the approximation of these matrices with matrices containing a relatively small number of nonzero entries. Moreover, under the assumption that the integral operator is compact, it is shown that the discretization matrices have uniformly bounded condition numbers. The rate of convergence of the method is established. Two numerical experiments illustrate the efficiency of the Galerkin method with piecewise linear basis functions and confirm the theoretical results.