© 1977 by Institute of Mathematics and its Applications
A Fast Method for the Solution of Fredholm Integral Equations
Department of Computational and Statistical Science, The University of Liverpool
Methods described to date for the solution of linear Fredholm integral equations have a computing time requirement of O(N3), where N is the number of expansion functions or discretization points used. We describe here a Tchebychev expansion method, based on the FFT, which reduces this time to O(N2 ln N), and report some comparative timings obtained with it. We give also both a priori and a posteriori error estimates which are cheap to compute, and which appear more reliable than those used previously.