Superfast solution of linear convolutional Volterra equations using QTT approximation
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divide and conquerfast convolutionfractional calculussuperfast Fourier transformtensor train formattriangular Toeplitz matrix
Multilinear algebra, tensor calculus (15A69) Fractional derivatives and integrals (26A33) Volterra integral equations (45D05) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical methods for integral equations (65R20) Numerical methods for discrete and fast Fourier transforms (65T50)
Abstract: We address a linear fractional differential equation and develop effective solution methods using algorithms for inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed by the divide and conquer and modified Bini's algorithms, for which we present the versions with the QTT approximation. We also present an efficient formula for the shift of vectors given in QTT format, which is used in the divide and conquer algorithm. As the result, we reduce the complexity of inversion from the fast Fourier level to the speed of superfast Fourier transform, i.e., The results of the paper are illustrated by numerical examples.
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Cited in
(3)- An efficient and stable Newton-type iterative method for computing generalized inverse \(A_{T,S}^{(2)}\)
- Parallel cross interpolation for high-precision calculation of high-dimensional integrals
- Fast tensor product solvers for optimization problems with fractional differential equations as constraints
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