Fast Summation by Interval Clustering for an Evolution Equation with Memory

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Publication:4908652




Abstract: We solve a fractional diffusion equation using a piecewise-constant, discontinuous Galerkin method in time combined with a continuous, piecewise-linear finite element method in space. If there are N time levels and M spatial degrees of freedom, then a direct implementation of this method requires O(N2M) operations and O(NM) active memory locations, owing to the presence of a memory term: at each time step, the discrete evolution equation involves a sum over emph{all} previous time levels. We show how the computational cost can be reduced to O(MNlogN) operations and O(MlogN) active memory locations.




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