Runge–Kutta convolution coercivity and its use for time-dependent boundary integral equations
Author(s) -
Lehel Banjai,
Christian Lubich
Publication year - 2018
Publication title -
ima journal of numerical analysis
Language(s) - English
Resource type - Journals
eISSN - 1464-3642
pISSN - 0272-4979
DOI - 10.1093/imanum/dry033
Subject(s) - mathematics , discretization , quadrature (astronomy) , mathematical analysis , convolution (computer science) , runge–kutta methods , overlap–add method , nonlinear system , convolution theorem , boundary value problem , integral equation , numerical analysis , fourier transform , physics , fourier analysis , machine learning , quantum mechanics , artificial neural network , computer science , fractional fourier transform , optics
A coercivity property of temporal convolution operators is an essential tool in the analysis of time-dependent boundary integral equations and their space and time discretisations. It is known that this coercivity property is inherited by convolution quadrature time discretisation based on A-stable multistep methods, which are of order at most two. Here we study the question as to which Runge--Kutta-based convolution quadrature methods inherit the convolution coercivity property. It is shown that this holds without any restriction for the third-order Radau IIA method, and on permitting a shift in the Laplace domain variable, this holds for all algebraically stable Runge--Kutta methods and hence for methods of arbitrary order. As an illustration, the discrete convolution coercivity is used to analyse the stability and convergence properties of the time discretisation of a non-linear boundary integral equation that originates from a non-linear scattering problem for the linear wave equation. Numerical experiments illustrate the error behaviour of the Runge--Kutta convolution quadrature time discretisation.
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