Nyström method

Nyström method

The Nyström method of discretizing an integral equation uses a quadrature rule; i.e. applying the quadrature rule

\int_a^b h (x) \;\mathrm d x \approx \sum_{k=1}^n w_k h (x_k)

to, for example, the inhomogeneous Fredholm equation of the second kind

f (x) = \lambda u (x) - \int_a^b K (x, x') u (x') \;\mathrm d x',

results in

f (x) \approx \lambda u (x) - \sum_{k=1}^n w_k K (x, x_k) u (x_k).

References