A parallel method for the numerical solution of integro-differential equation with positive memory Original Research Article

An efficient parallel numerical method is proposed for an integro-differential equation with positive memory. Instead of solving the equation in classical time-marching methods which require massive storage of solutions of previous time steps in order to advance to a next time step, the Fourier–Laplace transformation in time is applied to obtain a set of complex-valued, elliptic problems parameterized by points on a contour in the complex plane. Using the independence of an elliptic problem corresponding to one contour point is independent of those elliptic problems corresponding to other contour points, all elliptic problems can be solved in parallel essentially without data communications. Then the time domain solution can be obtained by the Fourier–Laplace inversion formula. An error analysis and the numerical implementation of this parallel method is presented.