Preconditioners for Wiener-Hopf equations with high-order quadrature rules
Publication in refereed journal

香港中文大學研究人員

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替代計量分析
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其它資訊
摘要We consider solving the Wiener-Hopf equations with high-order quadrature rules by preconditioned conjugate gradient (PCG) methods. We propose using convolution operators as preconditioners for these equations. We will show that with the proper choice of kernel functions for the preconditioners, the resulting preconditioned equations will have clustered spectra and therefore can be solved by the PCG method with superlinear convergence rate. Moreover, the discretization of these equations by high-order quadrature rules leads to matrix systems that involve only Toeplitz or diagonal matrix-vector multiplications and hence can be computed efficiently by FFTs. Numerical results are given to illustrate the fast convergence of the method and the improvement on accuracy by using higher-order quadrature rule. We also compare the performance of our preconditioners with the circulant integral operators.
著者Lin FR, Ng MK, Chan RH
期刊名稱SIAM Journal on Numerical Analysis
出版年份1997
月份8
日期1
卷號34
期次4
出版社SIAM PUBLICATIONS
頁次1418 - 1431
國際標準期刊號0036-1429
電子國際標準期刊號1095-7170
語言英式英語
關鍵詞Fourier transform; preconditioned conjugate gradient method; projection method; quadrature rules; Wiener-Hopf equations
Web of Science 學科類別Mathematics; Mathematics, Applied; MATHEMATICS, APPLIED

上次更新時間 2020-23-11 於 01:09