An hp-version discontinuous Galerkin method for integro-differential equations of parabolic type

Mustapha, Kassem and Brunner, Hermann and Mustapha, Hussein and Schoetzau, D (2011) An hp-version discontinuous Galerkin method for integro-differential equations of parabolic type. SIAM Journal on Numerical Analysis, 49 (4). pp. 1369-1396. ISSN 0036-1429

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    Abstract

    We study the numerical solution of a class of parabolic integro-differential equations with weakly singular kernels. We use an $hp$-version discontinuous Galerkin (DG) method for the discretization in time. We derive optimal $hp$-version error estimates and show that exponential rates of convergence can be achieved for solutions with singular (temporal) behavior near $t=0$ caused by the weakly singular kernel. Moreover, we prove that by using nonuniformly refined time steps, optimal algebraic convergence rates can be achieved for the $h$-version DG method. We then combine the DG time-stepping method with a standard finite element discretization in space, and present an optimal error analysis of the resulting fully discrete scheme. Our theoretical results are numerically validated in a series of test problems.