Generalized convolution quadrature with variable time stepping

  title={Generalized convolution quadrature with variable time stepping},
  author={Mar{\'i}a L{\'o}pez-Fern{\'a}ndez and Stefan A. Sauter},
In this paper, 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… CONTINUE READING


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