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LINEAR COMPLEXITY SOLUTION OF PARABOLIC INTEGRO-DIFFERENTIAL EQUATIONS

By Ana-maria Matache, Christoph Schwab and Thomas P. Wihler

Abstract

The numerical solution of parabolic problems ut + Au = 0 with a pseudodifferential operator A by wavelet discretization in space and hp discontinuous Galerkin time stepping is analyzed. It is proved that an approximation for u(T) can be obtained in N points with accuracy O(N −p−1) for any integer p ≥ 1 in work and memory which grows logarithmically-linear in N

Year: 2004
OAI identifier: oai:CiteSeerX.psu:10.1.1.163.6146
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