A Generalized Convolution Quadrature with Variable Time Stepping

  • Stefan Sauter (Universität Zürich, Institut für Mathematik)
G3 10 (Lecture hall)


In our talk, we will present a generalized convolution quadrature for solving linear parabolic and hyperbolic evolution equations. The original convolution quadrature method by Lubich works very nicely for equidistant time steps while the generalization of the method and its analysis to non-uniform time stepping is by no means obvious. We will introduce the generalized convolution quadrature allowing for variable time steps and develop a theory for its error analysis. This method opens the door for further development towards adaptive time stepping for evolution equations. As the main application of our new theory we will consider the wave equation in exterior domain which are formulated as retarded boundary integral equations.