Wavelets for the Fast Solution of Second-Kind Integral Equations
Bradley K. Alpert, Gregory Beylkin, Ronald R. Coifman, Vladimir Abramovich Rokhlin · 1990
A class of vector-space bases is introduced for the sparse representation of discretizations of integral operators. An operator with a smooth, non-oscillatory kernel possessing a finite number of singularities in each row or column is represented in these bases as a sparse matrix, to high precision. A method is presented that employs these bases for the numerical solution of second-kind integral equations in time bounded by O(n log2 n), where n is the number of points in the discretization. Numerical results are given which demonstrate the effectiveess of the approach. and several generalizations and applications of the method are discussed.