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Adaptive, fast, and oblivious convolution in evolution equations with memory

delete2008-01-01
delete70
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OA
AI
M
Maŕıa López-Fernández *
C
Christian Lubich
A
Achim Schädle
DOI:10.1137/060674168delete
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摘要

摘要

En 中文
To approximate convolutions which occur in evolution equations with memory terms, a variable-step-size algorithm is presented for which advancing N steps requires only O(N log N) operations and O(log N) active memory, in place of O(N-2) operations and O(N) memory for a direct implementation. A basic feature of the fast algorithm is the reduction, via contour integral representations, to differential equations which are solved numerically with adaptive step sizes. Rather than the kernel itself, its Laplace transform is used in the algorithm. The algorithm is illustrated on three examples: a blowup example originating from a Schrodinger equation with concentrated nonlinearity, chemical reactions with inhibited diffusion, and viscoelasticity with a fractional order constitutive law.
Keyword:
convolution quadrature
adaptivity
Volterra integral equations
numerical inverse Laplace transform
anomalous diffusion
fractional order viscoelasticity

期刊

SIAM Journal on Scientific Computing 封面图
SIAM Journal on Scientific Computing
IF:
2.6
论文数:
5.1K
被引数:
1.8W

机构

E
eberhard karls university of tubingen
学者数:
3.3W
论文数: 2.5W
被引数: 38
A
Autonomous University of Madrid
学者数:
2.1W
论文数: 1.7W
被引数: 29
Zuse Institute Berlin 封面图
Zuse Institute Berlin
学者数:
425
论文数: 353
被引数: 367
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