On the application of GMRES to oscillatory singular integral equations

Verfasser / Beitragende:
[Thomas Trogdon]
Ort, Verlag, Jahr:
2015
Enthalten in:
BIT Numerical Mathematics, 55/2(2015-06-01), 591-620
Format:
Artikel (online)
ID: 605497230
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024 7 0 |a 10.1007/s10543-014-0502-4  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10543-014-0502-4 
100 1 |a Trogdon  |D Thomas  |u Courant Institute of Mathematical Sciences, New York University, 251 Mercer St., 10012, New York, NY, USA  |4 aut 
245 1 0 |a On the application of GMRES to oscillatory singular integral equations  |h [Elektronische Daten]  |c [Thomas Trogdon] 
520 3 |a We present a new method for the numerical solution of singular integral equations on the real axis. The method's value stems from a new formula for the Cauchy integral of a rational function with an oscillatory exponential factor. The inner product of such functions is also computed explicitly. With these tools in hand, the GMRES algorithm is applied to both non-oscillatory and oscillatory singular integral equations. In specific cases, ideas from Fredholm theory and Riemann-Hilbert problems are used to motivate preconditioners for these singular integral equations. A significant acceleration in convergence is realized for these examples. This presents a useful link between the theory of singular integral equations and the numerical analysis of such equations. Furthermore, this method presents a first step towards a solver for the inverse scattering transform that does not require the deformation of a Riemann-Hilbert problem. 
540 |a Springer Science+Business Media Dordrecht, 2014 
690 7 |a Singular integral equations  |2 nationallicence 
690 7 |a Oscillatory quadrature  |2 nationallicence 
690 7 |a Riemann-Hilbert problems  |2 nationallicence 
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900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
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950 |B NATIONALLICENCE  |P 100  |E 1-  |a Trogdon  |D Thomas  |u Courant Institute of Mathematical Sciences, New York University, 251 Mercer St., 10012, New York, NY, USA  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t BIT Numerical Mathematics  |d Springer Netherlands  |g 55/2(2015-06-01), 591-620  |x 0006-3835  |q 55:2<591  |1 2015  |2 55  |o 10543