Parsimonious convolution quadrature

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.