An hp-Version Discontinuous Galerkin Method for Integro-Differential Equations of Parabolic Type

We study the numerical solution of a class of parabolic integro-differential equations with weakly singular kernels. We use an hp-version discontinuous Galerkin (DG) method for the discretization in time. We derive optimal hp-version error estimates and show that exponential rates of convergence can be achieved for solutions with singular (temporal) behavior near t = 0 caused by the weakly singular kernel. Moreover, we prove that by using nonuniformly refined time steps, optimal algebraic convergence rates can be achieved for the h-version DG method. We then combine the DG time-stepping method with a standard finite element discretization in space, and present an optimal error analysis of the resulting fully discrete scheme. Our theoretical results are numerically validated in a series of test problems.