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Journal of Scientific Computing
Published in: Journal of Scientific Computing 1/2018

20-01-2018

Compact Alternating Direction Implicit Scheme for Integro-Differential Equations of Parabolic Type

Authors: Leijie Qiao, Da Xu

Published in: Journal of Scientific Computing | Issue 1/2018

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Abstract

In this paper, we present a fast and efficient numerical method to solve a class of parabolic integro-differential equations with weakly singular kernels, compact difference approach for spatial discretization and alternating direction implicit method in time, combined with second-order fractional quadrature rule suggested by Lubich approximating the integral term. The \(L^2\) stability and convergence are derived. Two numerical examples with known exact solution are given to support the theoretical results.
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Metadata
Title
Compact Alternating Direction Implicit Scheme for Integro-Differential Equations of Parabolic Type
Authors
Leijie Qiao
Da Xu
Publication date
20-01-2018
Publisher
Springer US
Published in
Journal of Scientific Computing / Issue 1/2018
Print ISSN: 0885-7474
Electronic ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-017-0630-5

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