A fast multiscale solver for modified Hammerstein equations (Q426295)

The paper presents a fast solver, called the multilevel augmentation method, for modified nonlinear Hammerstein equations as \[ u(t) = \psi(t, \int\limits_E k(t,s) u(s)ds + f(t)), \] \(t \in E,\) where \(E \in R^d~ (d \geq 1)\) is a compact domain, \(f,k\) and \(\psi\) are given functions defined on \(E,\) \(E \times E\) and \(E \times R\) respectively and \(u\) is the unknown to be determined. Utilizing the method to solve a large scale problem, most of the components of the solution can be computed directly, and lower frequency components can be obtained by solving a fixed low-order algebraic nonlinear system. The advantage of using the algorithm to modified equations is that it leads to reduce the cost of numerical integrations greatly. The optimal error estimate of the method is established and the nearly linear computational complexity is proved. Finally, numerical examples are presented to confirm the theoretical results and illustrate the efficiency of the method.