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Mathematics of Computation
Journal of the American Mathematical Society
ISSN 1088-6842(e) ISSN 0025-5718(p)
     

A parallel method for time-discretization of parabolic problems based on contour integral representation and quadrature

Author(s): Dongwoo Sheen; Ian H. Sloan; Vidar Thomée.
Journal: Math. Comp. 69 (2000), 177-195.
MSC (1991): Primary {65M12, 65M15, 65M99}
Posted: April 7, 1999
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Abstract: We treat the time discretization of an initial-value problem for a homogeneous abstract parabolic equation by first using a representation of the solution as an integral along the boundary of a sector in the right half of the complex plane, then transforming this into a real integral on the finite interval $[0,1]$, and finally applying a standard quadrature formula to this integral. The method requires the solution of a finite set of elliptic problems with complex coefficients, which are independent and may therefore be done in parallel. The method is combined with spatial discretization by finite elements.


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Additional Information:

Dongwoo Sheen
Affiliation: Department of Mathematics, Seoul National University, Seoul 151-742, Korea
Email: sheen@math.snu.ac.kr

Ian H. Sloan
Affiliation: School of Mathematics, University of New South Wales, Sydney 2052, Australia
Email: sloan@maths.unsw.edu.au

Vidar Thomée
Affiliation: Department of Mathematics, Chalmers University of Technology, S-412 96 Göteborg, Sweden
Email: thomee@math.chalmers.se

DOI: 10.1090/S0025-5718-99-01098-4
PII: S 0025-5718(99)01098-4
Received by editor(s): March 26, 1998
Posted: April 7, 1999
Additional Notes: This work was partially supported by the Australian Research Council and the Korea Science & Engineering Foundation through the Global Analysis Research Center at Seoul National University.
Copyright of article: Copyright 1999, American Mathematical Society


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