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SUMMARY:Efficient algorithms for convolutions based on contour integral me
 thods - Maria Lopez-Fernandez (Università degli Studi di Roma La Sapienza
 \; Universidad de Málaga)
DTSTART:20191212T113000Z
DTEND:20191212T123000Z
UID:TALK135610@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:We propose an efficient family of algorithms for the approxima
 tion of Volterra integral equations of convolution type arising in two dif
 ferent applications. The first application we consider is the approximatio
 n of the fractional integral and associated fractional differential equati
 ons. The second application is the resolution of Schr&ouml\;dinger equatio
 ns with concentrated potentials\, which admit a formulation as systems of 
 integral equations. In both cases\, we are able to derive fast implementat
 ions of Lubich&#39\;s Convolution Quadrature with very much reduced memory
  requirements and very easy to implement. Our algorithms are based on spec
 ial contour integral representations of the Convolution Quadrature weights
 \, according to the application\, and special quadratures to compute them.
  Numerical experiments showing the performance of our methods will be show
 n. <br> This is joint work with Lehel Banjai (Heriot-Watt University)
LOCATION:Seminar Room 1\, Newton Institute
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