A High Order Parallel Method for Time Discretization of Parabolic Type Equations Based on Laplace Transformation and Quadrature
نویسنده
چکیده
We consider the discretization in time of a parabolic equation, using a representation of the solution as an integral along a smooth curve in the complex left half plane. The integral is then evaluated to high accuracy by a quadrature rule. This reduces the problem to a finite set of elliptic equations, which may be solved in parallel. The procedure is combined with finite element discretization in the spatial variables. The method is also applied to some parabolic type evolution equations with memory.
منابع مشابه
A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature
We consider the discretization in time of an inhomogeneous parabolic equation in a Banach space setting, using a representation of the solution as an integral along a smooth curve in the complex left half-plane which, after transformation to a finite interval, is then evaluated to high accuracy by a quadrature rule. This reduces the problem to a finite set of elliptic equations with complex coe...
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