Error bounds for integral equations on the half line

DOI10.1216/JIE-1988-1-3-321MaRDI QIDQ1122354zbMATH OpenOpenAlexFDO

Authors Philip M. Anselone, Christopher T. H. Baker

Publication date 1988

Published in Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1216/jie-1988-1-3-321

zbMATH Keywords

compact perturbationsconvergenceerror boundsquadrature methodsWiener-Hopf equations

Mathematics Subject Classification ID

Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Numerical methods for integral equations (65R20)

Review text

The authors consider the numerical solution of integral equations on the half line, typical examples being Wiener-Hopf equations and compact perturbations thereof. A customary first step in the numerical process is to introduce truncation of the integral over [0,\(\infty)\), i.e. restrict the domain of integration to [0,\(\beta)\), and then solve the resulting compact integral equation by quadrature methods. In this paper, the authors take the view that the errors due to the quadrature are well understood, and concentrate on the effect of truncation. They give error bounds for the solution(s) of the truncated equation that, when \(\beta\) \(\to \infty\), imply their convergence (uniformly on compacta) to the solution of the original equation. The error bounds typically involve estimates for the difference of the original and truncated integral operators restricted to intervals [0,\(\alpha)\), for fixed (but large) \(\alpha\).

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