Generalized convolution quadrature based on the trapezoidal rule (2305.11134v1)

Abstract: We present a novel generalized convolution quadrature method that accurately approximates convolution integrals. During the late 1980s, Lubich introduced convolution quadrature techniques, which have now emerged as a prevalent methodology in this field. However, these techniques were limited to constant time stepping, and only in the last decade generalized convolution quadrature based on the implicit Euler and Runge-Kutta methods have been developed, allowing for variable time stepping. In this paper, we introduce and analyze a new generalized convolution quadrature method based on the trapezoidal rule. Crucial for the analysis is the connection to a new modified divided difference formula that we establish. Numerical experiments demonstrate the effectiveness of our method in achieving highly accurate and reliable results.