Time discretization via Laplace transformation of an integro-differential equation of parabolic type

被引:50
作者
McLean, W [1 ]
Sloan, IH
Thomée, V
机构
[1] Univ New S Wales, Sch Math, Sydney, NSW 2052, Australia
[2] Chalmers Univ Technol, Dept Math, S-41296 Gothenburg, Sweden
关键词
D O I
10.1007/s00211-005-0657-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the discretization in time of an inhomogeneous parabolic integro-differential equation, with a memory term of convolution type, in a Banach space setting. 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 in recent work of Lopez-Fernandez and Palencia. 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. The paper is a further development of earlier work 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.
引用
收藏
页码:497 / 522
页数:26
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