Fast solvers of integral equations of the second kind: quadrature methods (Q2568928)

The author proposes fast quadrature solvers for the approximate solution of a linear Fredholm integral equation of the second kind on the interval [0,1]. The simplest version of the two grid iterations method, when a direct solution of the quadrature system by the Gauss method is too expensive, are discussed. In this method, two approximation levels are involved, optimal error bounds are achieved in a finite number of iteration step, and the matrix-vector multiplication is fast. Three type of fast solvers for the approximate solution of the integral equation are considered and compared.