

Preprint 58/2009
Multistep and multistage boundary integral methods for the wave equation
Lehel Banjai
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Submission date: 23. Sep. 2009 (revised version: July 2010)
Pages: 32
published as: Multistep and multistage boundary integral methods for the wave equation.
In: Numerical analysis and applied mathematics : International Conference on Numerical Analysis and Applied Mathematics 2009, Rethymno, Crete, Greece, 18 - 22 September 2009. Vol. 1 / T. E. Simos ... (eds.)
Melville, NY : American Institute of Physics, 2009. - P. 302 - 305
(AIP conference proceedings ; 1168,1)
DOI number (of the published article): 10.1063/1.3241455
published as: Multistep and multistage convolution quadrature for the wave equation : algorithms and experiments.
In: SIAM journal on scientific computing, 32 (2010) 5, p. 2964-2994
DOI number (of the published article): 10.1137/090775981
Bibtex
MSC-Numbers: 35L05, 65M38
Keywords and phrases: wave equation, convolution quadrature, multistep methods, Runge-Kutta methods
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Abstract:
We describe how time-discretized wave equation in a
homogeneous medium can be solved by boundary integral methods. The
time discretization can be a multistep, Runge-Kutta, or a more general
multistep-multistage method. The resulting convolutional system of boundary
integral equations belongs to the family of convolution quadratures of
Ch. Lubich.
The aim of this work is two-fold. It
describes an efficient, robust,
and easily parallelizable method for solving the semi-discretized
system. The resulting algorithm has the main advantages of
time-stepping methods and of Fourier synthesis: at each time-step
a system of linear equations with the same system matrix
needs to be solved, yet computations can easily be
done in parallel, the computational cost is almost linear in the
number of time-steps, and only the Laplace transform of the
time-domain fundamental solution is needed. The new aspect of the
algorithm is that all this is possible without ever explicitly
constructing the weights of the convolution quadrature.
This approach also readily allows the use of modern data-sparse
techniques to perform computation in space efficiently. We
investigate theoretically and numerically to which extent
hierarchical matrix (
-matrix) techniques can be used to speed up the space computation.
The second aim of the article is to perform series of large scale 3D experiments with a range of multistep and multistage time discretization methods: backward difference formula of order 2 (BDF2), Trapezoid rule, and the 3-stage Radau IIA methods are investigated in detail. One of the conclusions of the experiments is that the Radau IIA method often performs overwhelmingly better than the linear multistep methods, especially for problems with many reflections, yet, in connection with hyperbolic problems backward difference formulas have so far been predominant in the literature on convolution quadrature.