数学物理学报 ›› 2012, Vol. 32 ›› Issue (1): 161-170.

• 论文 • 上一篇    下一篇

带常系数的Cauchy型奇异积分方程的快速方法

蔡好涛   

  1. 山东财政学院 统计与数理学院 济南 250014
  • 收稿日期:2010-05-10 修回日期:2011-07-05 出版日期:2012-02-25 发布日期:2012-02-25
  • 基金资助:

    国家自然科学基金(10901093, 11061008)和山东省自然科学基金(ZR2010AQ001, ZR2010AQ012) 资助

Fast Discrete Galerkin Methods for Cauchy Integral Singular Equations with Constant Coe?cients

CAI Hao-Tao   

  1. School of Statistics and Mathematics, Shandong University of Finance, Jinan 250014)
  • Received:2010-05-10 Revised:2011-07-05 Online:2012-02-25 Published:2012-02-25
  • Supported by:

    国家自然科学基金(10901093, 11061008)和山东省自然科学基金(ZR2010AQ001, ZR2010AQ012) 资助

摘要:

Petrov-Galerkin 方法是研究Cauchy型奇异积分方程的最基本的数值方法. 用此方法离散积分方程可得一系数矩阵是稠密的线性方程组. 如果方程组的阶比较大, 则求解此方程组所需要的计算复杂度则会变得很大. 因此, 发展此类方程的快速数值算法就变成了必然. 该文将就对带常系数的Cauchy型奇异积分方程给出一种快速数值方法. 首先用一稀疏矩阵来代替稠密系数矩阵, 其次用数值积分公式离散上述方程组得到其完全离散的形式,然后用多层扩充方法求解此完全离散的线性方程组. 证明经过上述过程得到方程组的逼进解仍然保持了最优阶, 并且整个过程所需要的计算复杂度是拟线性的. 最后通过数值实验证明结论.

关键词: Cauchy型积分, 矩阵压缩策略, 数值积分公式

Abstract:

The Petrov-Galerkin method based on Jacobi polynomials is the conventional and standard numerical method for solving the Cauchy singular integral equations with constant coeffcients. This conventional numerical method leads to a linear system with a full coeffcient matrix. When the order of the linear system is large, the computational cost for obtaining and then solving the fully discrete linear system is huge. So in this paper the author develops a fast fully discrete Petrov-Galerkinmethod for solving this kind of integral equations. First compress this full coe?cient matrix into a sparse matrix. Then apply the numerical integration scheme to obtain the fully discrete truncated linear system with a nearly linear computational cost. At last, the fully discrete truncated linear system is solved. It is established that the optimal convergence order of the approximation solution remains optimal.

Key words: Cauchy singular integral equation, Matrix truncation strategy, Numerical inte-gration method, Multilevel augmentation method

中图分类号: 

  • 45L10