Fast Summation by Interval Clustering for an Evolution Equation with Memory

DOI10.1137/120870505zbMATH Open1276.65059arXiv1203.4032OpenAlexW2012631548MaRDI QIDQ4908652FDOQ4908652

William Mclean

Publication date: 6 March 2013

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

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 $O(N^{2}M)$ 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.

Full work available at URL: https://arxiv.org/abs/1203.4032

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zbMATH Keywords

discontinuous Galerkin methodfractional diffusion equationdegenerate kernel approximationfast summation algorithmpiecewise-linear finite element method

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Initial-boundary value problems for second-order parabolic equations (35K20) Fractional partial differential equations (35R11) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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