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Generalized convolution quadrature with variable time stepping


López-Fernándes, María; Sauter, Stefan A (2013). Generalized convolution quadrature with variable time stepping. IMA Journal of Numerical Analysis, 33(4):1156-1175.

Abstract

In this paper, we will present a generalized convolution quadrature for solving linear parabolic and hyperbolic evolution equations. The original convolution quadrature method by Lubich works very nicely for equidistant time steps while the generalization of the method and its analysis to nonuniform time stepping is by no means obvious. We will introduce the generalized convolution quadrature allowing for variable time steps and develop a theory for its error analysis. This method opens the door for further development towards adaptive time stepping for evolution equations. As the main application of our new theory, we will consider the wave equation in exterior domains which is formulated as a retarded boundary integral equation.

Abstract

In this paper, we will present a generalized convolution quadrature for solving linear parabolic and hyperbolic evolution equations. The original convolution quadrature method by Lubich works very nicely for equidistant time steps while the generalization of the method and its analysis to nonuniform time stepping is by no means obvious. We will introduce the generalized convolution quadrature allowing for variable time steps and develop a theory for its error analysis. This method opens the door for further development towards adaptive time stepping for evolution equations. As the main application of our new theory, we will consider the wave equation in exterior domains which is formulated as a retarded boundary integral equation.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Language:English
Date:October 2013
Deposited On:27 Dec 2013 13:05
Last Modified:05 Apr 2016 17:17
Publisher:Oxford University Press
ISSN:0272-4979
Publisher DOI:https://doi.org/10.1093/imanum/drs034

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