Parsimonious convolution quadrature

TL;DR

This paper introduces a fast, efficient convolution quadrature method called parsimonious CQ, which reduces computational evaluations for time-stepping in wave scattering problems, applicable to broader Laplace domain operators.

Contribution

The paper proposes a novel parsimonious convolution quadrature method that significantly reduces Laplace domain evaluations for certain discretizations, extending applicability to more general operators.

Findings

Requires $O(rac{ ext{sqrt}(N)}{ ext{log} N})$ evaluations for implicit Euler and BDF2.

Achieves $O( ext{log}^2 N)$ evaluations for sectorial Laplace transforms.

Demonstrates effectiveness with acoustic scattering boundary element discretization.

Abstract

We present a method to rapidly approximate convolution quadrature (CQ) approximations, based on a piecewise polynomial interpolation of the Laplace domain operator, which we call the \emph{parsimonious} convolution quadrature method. For implicit Euler and second order backward difference formula based discretizations, we require $O(\sqrt{N}\log N)$ evaluations in the Laplace domain to approximate $N$ time steps of the convolution quadrature method to satisfactory accuracy. The methodology proposed here differentiates from the well-understood fast and oblivious convolution quadrature \cite{SLL06}, since it is applicable to Laplace domain operator families that are only defined and polynomially bounded on a positive half space, which includes acoustic and electromagnetic wave scattering problems. The methods is applicable to linear and nonlinear integral equations. To elucidate the core idea, we give a complete and extensive analysis of the simplest case and derive worst-case estimates for the performance of parsimonious CQ based on the implicit Euler method. For sectorial Laplace transforms, we obtain methods that require $O(\log^2 N)$ Laplace domain evaluations on the complex right-half space. We present different implementation strategies, which only differ slightly from the classical realization of CQ methods. Numerical experiments demonstrate the use of the method with a time-dependent acoustic scattering problem, which was discretized by the boundary element method in space.