Convolution quadrature time discretization of fractional diffusion-wave equations

نویسندگان

  • Eduardo Cuesta
  • Christian Lubich
  • Cesar Palencia
چکیده

We propose and study a numerical method for time discretization of linear and semilinear integro-partial differential equations that are intermediate between diffusion and wave equations, or are subdiffusive. The method uses convolution quadrature based on the second-order backward differentiation formula. Second-order error bounds of the time discretization and regularity estimates for the solution are shown in a unified way under weak assumptions on the data in a Banach space framework. Numerical experiments illustrate the theoretical results.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Generalized convolution quadrature based on Runge-Kutta methods

Convolution equations for time and space-time problems have many important applications, e.g., for the modelling of wave or heat propagation via ordinary and partial differential equations as well as for the corresponding integral equation formulations. For their discretization, the convolution quadrature (CQ) has been developed since the late 1980’s and is now one of the most popular method in...

متن کامل

Boundary particle method for Laplace transformed time fractional diffusion equations

This paper develops a novel boundary meshless approach, Laplace transformed boundary particle method (LTBPM), for numerical modeling of time fractional diffusion equations. It implements Laplace transform technique to obtain the corresponding time-independent inhomogeneous equation in Laplace space and then employs a truly boundary-only meshless boundary particle method (BPM) to solve this Lapl...

متن کامل

Sparse Convolution Quadrature for Time Domain Boundary Integral Formulations of the Wave Equation

Many important physical applications are governed by the wave equation. The formulation as time domain boundary integral equations involves retarded potentials. For the numerical solution of this problem we employ the convolution quadrature method for the discretization in time and the Galerkin boundary element method for the space discretization. We introduce a simple a-priori cutoff strategy ...

متن کامل

Fast numerical solution for fractional diffusion equations by exponential quadrature rule

After spatial discretization to the fractional diffusion equation by the shifted Grünwald formula, it leads to a system of ordinary differential equations, where the resulting coefficient matrix possesses the Toeplitz-like structure. An exponential quadrature rule is employed to solve such a system of ordinary differential equations. The convergence by the proposed method is theoretically studi...

متن کامل

Numerical treatment of Retarded Boundary Integral Equations by Sparse Panel Clustering

We consider the wave equation in a boundary integral formulation. The discretization in time is done by using convolution quadrature techniques and a Galerkin boundary element method for the spatial discretization. In a previous paper, we have introduced a sparse approximation of the system matrix by cutoff, in order to reduce the storage costs. In this paper, we extend this approach by introdu...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Math. Comput.

دوره 75  شماره 

صفحات  -

تاریخ انتشار 2006