Spectral approximation of convolution operators

DOI10.1137/17M1149249MaRDI QIDQ4580286zbMATH OpenWikidataFDO

Authors Kuan Xu, Ana F. Loureiro

Publication date 14 August 2018

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.08762

zbMATH Keywords

convolutionoperator approximationChebyshev polynomialGegenbauer polynomialJacobi polynomialorthogonal polynomialLegendre polynomialLaguerre polynomialultraspherical polynomialpectral methodVolterra convolution integral

Mathematics Subject Classification ID

Convolution as an integral transform (44A35) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Approximation by polynomials (41A10) Convolution, factorization for one variable harmonic analysis (42A85) Linear operator approximation theory (47A58) Numerical methods for integral transforms (65R10) Numerical aspects of recurrence relations (65Q30)

Abstract: We develop a unified framework for constructing matrix approximations to the convolution operator of Volterra type defined by functions that are approximated using classical orthogonal polynomials on $[-1,1]$. The numerically stable algorithms we propose exploit recurrence relations and symmetric properties satisfied by the entries of these convolution matrices. Laguerre-based convolution matrices that approximate Volterra convolution operator defined by functions on $[0,infty]$ are also discussed for the sake of completeness.

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Cited in

(13)

• On non-stationary cyclic convolution and combination
• scientific article; zbMATH DE number 5657831 (Why is no real title available?)
• A sparse spectral method for Volterra integral equations using orthogonal polynomials on the triangle
• Approximation by amplitude and frequency operators
• A convolution quadrature using derivatives and its application
• Essential order spectra of convolution operators
• On spectral properties of the modified convolution operator
• scientific article; zbMATH DE number 5903238 (Why is no real title available?)
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• An Estimation of Singular Values of Convolution Operators
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• Spectral convex functions of operators and approximate intertwining relationships

Describes a project that uses

Uses Software

• DLMF
• Chebfun

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