Fast solution methods for Fredholm integral equations of the second kind (Q918650)

The main purpose of this paper is to describe a fast solution method for one-dimensional Fredholm integral equations of the second kind with smooth kernel and a non-smooth right-hand side function. A Fourier analysis shows that the matrix A, obtained by the Nyström method, can be approximated well by \(\tilde A,\) a low-rank modification of the identity matrix. Replacing A by \(\tilde A\) in the linear system of algebraic equations yields a new linear system of equations, whose elements, and whose solution \(\tilde x,\) can be computed in O(N log N) arithmetic operations, where N is the size of A. If the kernel has two or more derivatives than the right-hand side function, then \(\tilde x\) is shown to converge optimally to the solution of the integral equation as N increases. An iterative scheme that uses \(\tilde A\) as a preconditioner for A is also outlined. This scheme yields the solution in \(O(N^ 2)\) arithmetic operations under mild restrictions on the kernel and the right-hand side function. Finally, discretization by the Chebyshev-Galerkin method is discussed, and fast solution schemes are developed for this approach.