Fast and oblivious convolution quadrature
Please always quote using this URN:urn:nbn:de:0296-matheon-2127
- We give an algorithm to compute N steps of a convolution quadrature approximation to a continuous temporal convolution using only O(N logN) multiplications and O(logN) active memory. The method does not require evaluations of the convolution kernel, but instead O(logN) evaluations of its Laplace transform, which is assumed sectorial. The algorithm can be used for the stable numerical solution with quasi-optimal complexity of linear and nonlinear integral and integrodifferential equations of convolution type. In a numerical example we apply it to solve a subdiffusion equation with transparent boundary conditions.
Author: | Achim Schädle, Maria Lopez Fernandez, Christian Lubich |
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URN: | urn:nbn:de:0296-matheon-2127 |
Referee: | Peter Deuflhard |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2006/01/13 |
Release Date: | 2005/01/24 |
Preprint Number: | 307 |