A parallel method for time-discretization of parabolic problems based on contour integral representation and quadrature

Abstract

We treat the time discretization of an initial-value problem for a homogeneous abstract parabolic equation by first using a representation of the solution as an integral along the boundary of a sector in the right half of the complex plane, then transforming this into a real integral on the finite interval [0, 1], and finally applying a standard quadrature formula to this integral. The method requires the solution of a finite set of elliptic problems with complex coefficients, which are independent and may therefore be done in parallel. The method is combined with spatial discretization by finite elements.