Spectral approximation of convolution operators of Fredholm type

Abstract

We have developed a method for constructing spectral approximations for convolution operators of Fredholm type. The algorithm we propose is numerically stable and takes advantage of the recurrence relations satisfied by the entries of such a matrix approximation. When used for computing the Fredholm convolution of two given functions, such approximations produce the convolution more rapidly than the state-of-the-art methods. The proposed approximation also leads to a spectral method for solving the Fredholm convolution integral equations and enables the computation of eigenvalues and pseudospectra of Fredholm convolution operators, which is otherwise intractable with existing techniques.