Spectral Approximation of Convolution Operators

DOI10.1137/17M1149249zbMATH Open1396.65158arXiv1804.08762WikidataQ129433134 ScholiaQ129433134MaRDI QIDQ4580286FDOQ4580286

Kuan Xu, Ana F. Loureiro

Publication date: 14 August 2018

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

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.

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)

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Cited In (11)

• An Estimation of Singular Values of Convolution Operators
• Title not available (Why is that?)
• Approximation by amplitude and frequency operators
• Essential order spectra of convolution operators
• Spectral convex functions of operators and approximate intertwining relationships
• A convolution quadrature using derivatives and its application
• Volterra-type convolution of classical polynomials
• Convolution quadratures based on block generalized Adams methods
• Title not available (Why is that?)
• A Sparse Spectral Method for Volterra Integral Equations Using Orthogonal Polynomials on the Triangle
• On spectral properties of the modified convolution operator

Uses Software

• Digital Library of Mathematical Functions
• Chebfun

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