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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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Abstract

Abstract

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.
Keywords:
convolution quadrature
adaptivity
Volterra integral equations
numerical inverse Laplace transform
anomalous diffusion
fractional order viscoelasticity

Journal

SIAM Journal on Scientific Computing cover
SIAM Journal on Scientific Computing
IF:
2.6
Papers:
5.1K
Citations:
1.8W

Organization

E
eberhard karls university of tubingen
Scholars:
3.3W
Papers: 2.5W
Citations: 38
A
Autonomous University of Madrid
Scholars:
2.1W
Papers: 1.7W
Citations: 29
Zuse Institute Berlin cover
Zuse Institute Berlin
Scholars:
426
Papers: 354
Citations: 367
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Cited Papers

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