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Takustrae 7 D-14195 Berlin-Dahlem
 

Summary: Takustraße 7
D-14195 Berlin-Dahlem
Germany
Konrad-Zuse-Zentrum
f¨ur Informationstechnik Berlin
MAR´IA L ´OPEZ-FERN ´ANDEZ
CHRISTIAN LUBICH¶
ACHIM SCH ¨ADLE
Adaptive, Fast and Oblivious Convolution
in Evolution Equations with Memory
Departamento de Matem´atica Aplicada, Universidad de Valladolid.
¶Mathematisches Institut, Universit¨at T¨ubingen.
ZIB-Report 06-45 (November 2006)
ADAPTIVE, FAST AND OBLIVIOUS CONVOLUTION
IN EVOLUTION EQUATIONS WITH MEMORY
MAR´IA L ´OPEZ-FERN´ANDEZ, CHRISTIAN LUBICH¶, AND ACHIM SCH¨ADLE
Abstract. To approximate convolutions which occur in evolution equations with memory terms,
a variable-stepsize algorithm is presented for which advancing N steps requires only O(N log N) op-
erations and O(log N) active memory, in place of O(N2) operations and O(N) memory for a direct
implementation. A basic feature of the fast algorithm is the reduction, via contour integral repre-

  

Source: Andrzejak, Artur - Konrad-Zuse-Zentrum für Informationstechnik Berlin

 

Collections: Computer Technologies and Information Sciences