Fast Collocation Methods for Second Kind Integral Equations (Q4539428)

Based on an estimate for the entries of the coefficient matrix for the collocation method, the authors develop a fast collocation method for solving Fredholm integral equations of the second kind with weakly singular kernels defined on a bounded domain in \(\mathbb R^d\), \(d\geq 1\). For this purpose, multiscale interpolating functions and collocation functionals having vanishing moments are constructed. The matrix truncation algorithm including the optimal order of convergence of the approximate solutions obtained from the fast algorithms, stability of the numerical methods, condition number of the truncated coefficient matrix and computational complexity of the algorithms are analyzed. A concrete construction of multiscale bases on an invariant set in \(\mathbb R^d\) and collocation functionals needed for fast collocation algorithms are presented.