On the application of GMRES to oscillatory singular integral equations

Abstract

We present a new method for the numerical solution of singular integral equations on the real axis. The method’s value stems from a new formula for the Cauchy integral of a rational function with an oscillatory exponential factor. The inner product of such functions is also computed explicitly. With these tools in hand, the GMRES algorithm is applied to both non-oscillatory and oscillatory singular integral equations. In specific cases, ideas from Fredholm theory and Riemann–Hilbert problems are used to motivate preconditioners for these singular integral equations. A significant acceleration in convergence is realized for these examples. This presents a useful link between the theory of singular integral equations and the numerical analysis of such equations. Furthermore, this method presents a first step towards a solver for the inverse scattering transform that does not require the deformation of a Riemann–Hilbert problem.