Fast accurate approximation of convolutions with weakly singular kernel and its applications
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In this article, we present an O(N log N) rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced computational complexity, we utilize the Fast Fourier Transform (FFT) on a uniform grid of size N for approximating the convolution. To facilitate this and maintain the accuracy, we primarily rely on a periodic Fourier extension of the density with a suitably large period depending on the support of the density. The rate of convergence of the method increases with increasing smoothness of the periodic extension and, in fact, approximations exhibit super-algebraic convergence when the extension is infinitely differentiable. Furthermore, when the density has jump discontinuities, we utilize a certain Fourier smoothing technique to accelerate the convergence to achieve the quadratic rate in the overall approximation. Finally, we apply the integration scheme for numerical solution of certain partial differential equations. Moreover, we apply the quadrature to obtain a fast and high-order Nystöm solver for the solution of the Lippmann-Schwinger integral equation. We validate the performance of the proposed scheme in terms of accuracy as well as computational efficiency through a variety of numerical experiments.
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