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MiS Preprint

An error analysis of Runge-Kutta convolution quadrature

Lehel Banjai and Christian Lubich


An error analysis is given for convolution quadratures based on strongly A-stable Runge-Kutta methods, for the non-sectorial case of a convolution kernel with a Laplace transform that is polynomially bounded in a half-plane. The order of approximation depends on the classical order and stage order of the Runge-Kutta method and on the growth exponent of the Laplace transform. Numerical experiments with convolution quadratures based on the Radau IIA methods are given on an example of a time-domain boundary integral operator.

May 25, 2010
May 26, 2010
MSC Codes:
65R20, 65L06, 65M15
convolution quadrature, Runge-Kutta methods, Time-domain boundary integral operators

Related publications

2011 Repository Open Access
Lehel Banjai and Christian Lubich

An error analysis of Runge-Kutta convolution quadrature

In: BIT : numerical mathematics, 51 (2011) 3, pp. 483-496