Adaptive, Fast, and Oblivious Convolution in Evolution Equations with Memory

DOI10.1137/060674168MaRDI QIDQ3617201zbMATH OpenOpenAlexFDO

Authors María López-Fernández, Christian Lubich, Achim Schädle

Publication date 27 March 2009

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0611168

zbMATH Keywords

numerical examplesalgorithmadaptivityanomalous diffusionchemical reactionsVolterra integral equationsconvolution quadraturenumerical inverse Laplace transformfractional order viscoelasticitySchrödinger equation

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Laplace transform (44A10) Volterra integral equations (45D05) Numerical methods for integral transforms (65R10)

Abstract: To approximate convolutions which occur in evolution equations with memory terms, a variable-stepsize 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 blow-up example originating from a Schr"odinger equation with concentrated nonlinearity, chemical reactions with inhibited diffusion, and viscoelasticity with a fractional order constitutive law.

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