Linearly implicit time discretization of non-linear parabolic equations

We give a stability and error analysis of linearly implicitone-step methods for time discretization of non-linear parabolicequations. We derive precise error bounds for Rosenbrock andW-methods, and we explain the error reduction by Richardsonextrapolation of the linearly implicit Euler method which occursin spite of the breakdown of asymptotic expansions. The parabolicequations are studied in a Hilbert space framework that includessemilinear and quasilinear parabolic equations, and also stiffreaction-diffusion equations with reactions at different timescales.     

A Stability Analysis of Convolution Quadraturea for Abel-Volterra Integral Equations

We investigate the stability properties of numerical methodsfor weakly singular Volterra integral equations of the secondkind. Our theory extends the stability theory of linear multistepmethods for ordinary differential equations. We introduce theconcepts of A-stability, A()-stability etc. for Abel-Volterraequations. The stability region is characterized in terms ofthe weights of the method. It is shown that the order of anA-stable convolution quadrature cannot exceed 2. Further westudy the stability properties of implicit Adam methods, withparticular emphasis on the question of A()-stability.     

Fractional Linear Multistep Methods for Abel-Volterra Integral Equations of the First Kind

Fractional powers of linear multistep methods are suggestedfor the numerical solution of weakly singular Volterra integralequations of the first kind. The proposed methods are convergentof the order of the underlying multistep method. The stabilityproperties are directly related to those of the multistep method.