A spectral order method for inverting sectorial Laplace transforms

Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is proposed. The method takes into account the available information about the errors arising in the evaluations. Several numerical illustrations are provided.Comment: 17 pages 11 figure

Parabolic and Hyperbolic Contours for Computing the Bromwich Integral

Some of the most effective methods for the numerical inversion of the Laplace transform are based on the approximation of the Bromwich contour integral. The accuracy of these methods often hinges on a good choice of contour, and several such contours have been proposed in the literature. Here we analyze two recently proposed contours, namely a parabola and a hyperbola. Using a representative model problem, we determine estimates for the optimal parameters that define these contours. An application to a fractional diffusion equation is presented.\ud \ud JACW was supported by the National Research Foundation in South Africa under grant FA200503230001

Efficient sum-of-exponentials approximations for the heat kernel and their applications

In this paper, we show that efficient separated sum-of-exponentials approximations can be constructed for the heat kernel in any dimension. In one space dimension, the heat kernel admits an approximation involving a number of terms that is of the order $O(\log(\frac{T}{\delta}) (\log(\frac{1}{\epsilon})+\log\log(\frac{T}{\delta})))$ for any x\in\bbR and $\delta \leq t \leq T$, where $\epsilon$ is the desired precision. In all higher dimensions, the corresponding heat kernel admits an approximation involving only $O(\log^2(\frac{T}{\delta}))$ terms for fixed accuracy $\epsilon$. These approximations can be used to accelerate integral equation-based methods for boundary value problems governed by the heat equation in complex geometry. The resulting algorithms are nearly optimal. For $N_S$ points in the spatial discretization and $N_T$ time steps, the cost is $O(N_S N_T \log^2 \frac{T}{\delta})$ in terms of both memory and CPU time for fixed accuracy $\epsilon$. The algorithms can be parallelized in a straightforward manner. Several numerical examples are presented to illustrate the accuracy and stability of these approximations.Comment: 23 pages, 5 figures, 3 table

Fine scales of decay of operator semigroups

Motivated by potential applications to partial differential equations, we develop a theory of fine scales of decay rates for operator semigroups. The theory contains, unifies, and extends several notable results in the literature on decay of operator semigroups and yields a number of new ones. Its core is a new operator-theoretical method of deriving rates of decay combining ingredients from functional calculus, and complex, real and harmonic analysis. It also leads to several results of independent interest.Comment: Version 2 includes numerous minor corrections, and is the authors' final version. The pape will be published in the Journal of the European Mathematical Society in April 201