Summary
Here we present a fully discretized projection method with Fourier series which is based on a modification of the fast Fourier transform. The method is applied to systems of integro-differential equations with the Cauchy kernel, boundary integral equations from the boundary element method and, more generally, to certain elliptic pseudodifferential equations on closed smooth curves. We use Gaussian quadratures on families of equidistant partitions combined with the fast Fourier transform. This yields an extremely accurate and fast numerical scheme. We present complete asymptotic error estimates including the quadrature errors. These are quasioptimal and of exponential order for analytic data. Numerical experiments for a scattering problem, the clamped plate and plane estatostatics confirm the theoretical convergence rates and show high accuracy.
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Lamp, U., Schleicher, K.T. & Wendland, W.L. The fast Fourier transform and the numerical solution of one-dimensional boundary integral equations. Numer. Math. 47, 15–38 (1985). https://doi.org/10.1007/BF01389873
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DOI: https://doi.org/10.1007/BF01389873