A modified approach to numerical solution of Fredholm integral equations of the second kind

A modified approach to obtain approximate numerical solutions of Fredholin integral equations of the second kind is presented. The error bound is explained by the aid of several illustrative examples. In each example, the approximate solution is compared with the exact solution, wherever possible, and an excellent agreement is observed. In addition, the error bound in each example is compared with the one obtained by the Nystrom method. It is found that the error bound of the present method is smaller than the ones obtained by the Nystrom method. Further, the present method is successfully applied to derive the solution of an integral equation arising in a special Dirichlet problem. (C) 2015 Elsevier Inc. All rights reserved.

The mixed-type integral equations for transient elastodynamic plane crack problems

In the present paper, by use of the boundary integral equation method and the techniques of Green fundamental solution and singularity analysis, the dynamic infinite plane crack problem is investigated. For the first time, the problem is reduced to solving a system of mixed-typed integral equations in Laplace transform domain. The equations consist of ordinary boundary integral equations along the outer boundary and Cauchy singular integral equations along the crack line. The equations obtained are strictly proved to be equivalent with the dual integral equations obtained by Sih in the special case of dynamic Griffith crack problem. The mixed-type integral equations can be solved by combining the numerical method of singular integral equation with the ordinary boundary element method. Further use the numerical method for Laplace transform, several typical examples are calculated and their dynamic stress intensity factors are obtained. The results show that the method proposed is successful and can be used to solve more complicated problems.

Boundary integral equations on unbounded rough surfaces: Fredholmness and the finite section method

We consider a class of boundary integral equations that arise in the study of strongly elliptic BVPs in unbounded domains of the form $D = \{(x, z)\in \mathbb{R}^{n+1} : x\in \mathbb{R}^n, z > f(x)\}$ where $f : \mathbb{R}^n \to\mathbb{R}$ is a sufficiently smooth bounded and continuous function. A number of specific problems of this type, for example acoustic scattering problems, problems involving elastic waves, and problems in potential theory, have been reformulated as second kind integral equations $u+Ku = v$ in the space $BC$ of bounded, continuous functions. Having recourse to the so-called limit operator method, we address two questions for the operator $A = I + K$ under consideration, with an emphasis on the function space setting $BC$. Firstly, under which conditions is $A$ a Fredholm operator, and, secondly, when is the finite section method applicable to $A$?

Complexity of Monte Carlo algorithms for a class of integral equations

In this work we study the computational complexity of a class of grid Monte Carlo algorithms for integral equations. The idea of the algorithms consists in an approximation of the integral equation by a system of algebraic equations. Then the Markov chain iterative Monte Carlo is used to solve the system. The assumption here is that the corresponding Neumann series for the iterative matrix does not necessarily converge or converges slowly. We use a special technique to accelerate the convergence. An estimate of the computational complexity of Monte Carlo algorithm using the considered approach is obtained. The estimate of the complexity is compared with the corresponding quantity for the complexity of the grid-free Monte Carlo algorithm. The conditions under which the class of grid Monte Carlo algorithms is more efficient are given.

A fast two-grid and finite section method for a class of integral equations on the real line with application to an acoustic scattering problem in the half-plane

We consider the numerical treatment of second kind integral equations on the real line of the form ∅(s) = ∫_(-∞)^(+∞)▒〖κ(s-t)z(t)ϕ(t)dt,s=R〗 (abbreviated ϕ= ψ+K_z ϕ) in which K ϵ L_1 (R), z ϵ L_∞ (R) and ψ ϵ BC(R), the space of bounded continuous functions on R, are assumed known and ϕ ϵ BC(R) is to be determined. We first derive sharp error estimates for the finite section approximation (reducing the range of integration to [-A, A]) via bounds on (1-K_z )^(-1)as an operator on spaces of weighted continuous functions. Numerical solution by a simple discrete collocation method on a uniform grid on R is then analysed: in the case when z is compactly supported this leads to a coefficient matrix which allows a rapid matrix-vector multiply via the FFT. To utilise this possibility we propose a modified two-grid iteration, a feature of which is that the coarse grid matrix is approximated by a banded matrix, and analyse convergence and computational cost. In cases where z is not compactly supported a combined finite section and two-grid algorithm can be applied and we extend the analysis to this case. As an application we consider acoustic scattering in the half-plane with a Robin or impedance boundary condition which we formulate as a boundary integral equation of the class studied. Our final result is that if z (related to the boundary impedance in the application) takes values in an appropriate compact subset Q of the complex plane, then the difference between ϕ(s)and its finite section approximation computed numerically using the iterative scheme proposed is ≤C_1 [kh log⁡〖(1⁄kh)+(1-Θ)^((-1)⁄2) (kA)^((-1)⁄2) 〗 ] in the interval [-ΘA,ΘA](Θ<1) for kh sufficiently small, where k is the wavenumber and h the grid spacing. Moreover this numerical approximation can be computed in ≤C_2 N log⁡N operations, where N = 2A/h is the number of degrees of freedom. The values of the constants C1 and C2 depend only on the set Q and not on the wavenumber k or the support of z.

A generalized collectively compact operator theory with an application to integral equations on unbounded domains

In this paper a generalization of collectively compact operator theory in Banach spaces is developed. A feature of the new theory is that the operators involved are no longer required to be compact in the norm topology. Instead it is required that the image of a bounded set under the operator family is sequentially compact in a weaker topology. As an application, the theory developed is used to establish solvability results for a class of systems of second kind integral equations on unbounded domains, this class including in particular systems of Wiener-Hopf integral equations with L1 convolutions kernels

Solvability and spectral properties of integral equations on the real line: I. Weighted spaces of continuous functions

We consider in this paper the solvability of linear integral equations on the real line, in operator form (λ−K)φ=ψ, where and K is an integral operator. We impose conditions on the kernel, k, of K which ensure that K is bounded as an operator on . Let Xa denote the weighted space as |s|→∞}. Our first result is that if, additionally, |k(s,t)|⩽κ(s−t), with and κ(s)=O(|s|−b) as |s|→∞, for some b>1, then the spectrum of K is the same on Xa as on X, for 01. As an example where kernels of this latter form occur we discuss a boundary integral equation formulation of an impedance boundary value problem for the Helmholtz equation in a half-plane.

A Nyström method for a class of integral equations on the real line with applications to scattering by diffraction gratings and rough surfaces

We propose a Nystr¨om/product integration method for a class of second kind integral equations on the real line which arise in problems of two-dimensional scalar and elastic wave scattering by unbounded surfaces. Stability and convergence of the method is established with convergence rates dependent on the smoothness of components of the kernel. The method is applied to the problem of acoustic scattering by a sound soft one-dimensional surface which is the graph of a function f, and superalgebraic convergence is established in the case when f is infinitely smooth. Numerical results are presented illustrating this behavior for the case when f is periodic (the diffraction grating case). The Nystr¨om method for this problem is stable and convergent uniformly with respect to the period of the grating, in contrast to standard integral equation methods for diffraction gratings which fail at a countable set of grating periods.

On the solvability of second kind integral equations on the real line

This paper considers general second kind integral equations of the form(in operator form φ − kφ = ψ), where the functions k and ψ are assumed known, with ψ ∈ Y, the space of bounded continuous functions on R, and k such that the mapping s → k(s, · ), from R to L1(R), is bounded and continuous. The function φ ∈ Y is the solution to be determined. Conditions on a set W ⊂ BC(R, L1(R)) are obtained such that a generalised Fredholm alternative holds: If W satisfies these conditions and I − k is injective for all k ∈ W then I − k is also surjective for all k ∈ W and, moreover, the inverse operators (I − k) − 1 on Y are uniformly bounded for k ∈ W. The approximation of the kernel in the integral equation by a sequence (kn) converging in a weak sense to k is also considered and results on stability and convergence are obtained. These general theorems are used to establish results for two special classes of kernels: k(s, t) = κ(s − t)z(t) and k(s, t) = κ(s − t)λ(s − t, t), where κ ∈ L1(R), z ∈ L∞(R), and λ ∈ BC((R\{0}) × R). Kernels of both classes arise in problems of time harmonic wave scattering by unbounded surfaces. The general integral equation results are here applied to prove the existence of a solution for a boundary integral equation formulation of scattering by an infinite rough surface and to consider the stability and convergence of approximation of the rough surface problem by a sequence of diffraction grating problems of increasingly large period.

On the solvability of a class of second kind integral equations on unbounded domains

We consider integral equations of the form ψ(x) = φ(x) + ∫Ωk(x, y)z(y)ψ(y) dy(in operator form ψ = φ + Kzψ), where Ω is some subset ofRn(n ≥ 1). The functionsk,z, and φ are assumed known, withz ∈ L∞(Ω) and φ ∈ Y, the space of bounded continuous functions on Ω. The function ψ ∈ Yis to be determined. The class of domains Ω and kernelskconsidered includes the case Ω = Rnandk(x, y) = κ(x − y) with κ ∈ L1(Rn), in which case, ifzis the characteristic function of some setG, the integral equation is one of Wiener–Hopf type. The main theorems, proved using arguments derived from collectively compact operator theory, are conditions on a setW ⊂ L∞(Ω) which ensure that ifI − Kzis injective for allz ∈ WthenI − Kzis also surjective and, moreover, the inverse operators (I − Kz)−1onYare bounded uniformly inz. These general theorems are used to recover classical results on Wiener–Hopf integral operators of21and19, and generalisations of these results, and are applied to analyse the Lippmann–Schwinger integral equation.

Asymptotic behavior at infinity of solutions of multidimensional second kind integral equations

We consider second kind integral equations of the form x(s) - (abbreviated x - K x = y ), in which Ω is some unbounded subset of Rn. Let Xp denote the weighted space of functions x continuous on Ω and satisfying x (s) = O(|s|-p ),s → ∞We show that if the kernel k(s,t) decays like |s — t|-q as |s — t| → ∞ for some sufficiently large q (and some other mild conditions on k are satisfied), then K ∈ B(XP) (the set of bounded linear operators on Xp), for 0 ≤ p ≤ q. If also (I - K)-1 ∈ B(X0) then (I - K)-1 ∈ B(XP) for 0 < p < q, and (I- K)-1∈ B(Xq) if further conditions on k hold. Thus, if k(s, t) = O(|s — t|-q). |s — t| → ∞, and y(s)=O(|s|-p), s → ∞, the asymptotic behaviour of the solution x may be estimated as x (s) = O(|s|-r), |s| → ∞, r := min(p, q). The case when k(s,t) = к(s — t), so that the equation is of Wiener-Hopf type, receives especial attention. Conditions, in terms of the symbol of I — K, for I — K to be invertible or Fredholm on Xp are established for certain cases (Ω a half-space or cone). A boundary integral equation, which models three-dimensional acoustic propaga-tion above flat ground, absorbing apart from an infinite rigid strip, illustrates the practical application and sharpness of the above results. This integral equation mod-els, in particular, road traffic noise propagation along an infinite road surface sur-rounded by absorbing ground. We prove that the sound propagating along the rigid road surface eventually decays with distance at the same rate as sound propagating above the absorbing ground.