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A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature
Authors:Sheen  Dongwoo; Sloan  Ian H; Thomee  Vidar
Institution: 1 Department of Mathematics, Seoul National University, 151–747, Seoul, Korea 2 School of Mathematics, The University of New South Wales, 2052, Sydney, Australia 3 Department of Mathematics, Chalmers University of Technology, S-412 96, Göteborg, Sweden
Abstract:We consider the discretization in time of an inhomogeneous parabolicequation in a Banach space setting, using a representation ofthe solution as an integral along a smooth curve in the complexleft half-plane which, after transformation to a finite interval,is then evaluated to high accuracy by a quadrature rule. Thisreduces the problem to a finite set of elliptic equations withcomplex coefficients, which may be solved in parallel. The paperis a further development of earlier work by the authors, wherewe treated the homogeneous equation in a Hilbert space framework.Special attention is given here to the treatment of the forcingterm. The method is combined with finite-element discretizationin spatial variables.
Keywords:parabolic problems  parallel algorithm  Laplace transform  quadrature
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