Preconditioners for Wiener-Hopf equations with high-order quadrature rules

Fu Rong LIN*, Michael K. NG, Raymond H. CHAN

*Corresponding author for this work

Research output: Journal PublicationsJournal Article (refereed)peer-review

16 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)1418-1431
Number of pages14
JournalSIAM Journal on Numerical Analysis
Volume34
Issue number4
DOIs
Publication statusPublished - Aug 1997
Externally publishedYes

Keywords

  • Fourier transform
  • Preconditioned conjugate gradient method
  • Projection method
  • Quadrature rules
  • Wiener-Hopf equations

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