Time discretization via Laplace transformation of an integro-differential equation of parabolic type (Q818589): Difference between revisions

The authors consider the discretization in time of an abstract inhomogeneous parabolic integro-differential equation, with a memory term of convolution type, of the following form: \[ \dot u(t) +Au(t) + \int_0^t \beta(t-s) Au(s)\,ds = f(t), \quad t >0,\qquad u(0) = u_0, \] where \(A\) is a closed, sectorial operator and the initial datum belongs to some Banach space. The method is based on representing the solution as an integral along a smooth curve in the complex plane which is evaluated to high accuracy by quadrature, using the approach recently proposed by \textit{M. López-Fernández} and \textit{C. Palencia} [Appl. Numer. Math. 51, 289-303 (2004; Zbl 1059.65120)]. This reduces the problem to a finite set of elliptic equations with complex coefficients, which may be solved in parallel. The method is combined with finite element discretization in the spatial variables to yield a fully discrete method, whose convergence analysis is carefully carried out. This paper is a development of earlier works by the authors, which on the one hand treated purely parabolic equations and, on the other, an evolution equation with a positive type memory term [for a review of such earlier works see \textit{V. Thomée}, Int. J. Numer. Anal. Model. 2(1), 85--96 (2005; Zbl 1070.65108)].