Finite central difference/finite element approximations for parabolic integro-differential equations (Q607652): Difference between revisions

The numerical solution of an initial-boundary value problem for parabolic integro-differential equation with a weakly singular kernel is studied. The main purpose of the paper is to construct and analyse stable and high order scheme to efficiently solve the following integro-differential equation \[ \int\limits_{0}^{t} \beta(t-s)u_t(x,s)ds-u_{xx}(x,t)=f(x,t), \quad x\in\Lambda=(0,1), \quad 0<t\leq T, \] with the initial and the boundary conditions \[ u(x,0)=\phi(x),\quad 0<x<1; \quad u(0,t)=u(1,t)=0, \quad 0\leq t\leq T. \] Here, \(u_t=\partial u/\partial t\), the kernel \(\beta(t)=\frac{t^{\alpha-1}}{\Gamma(\alpha)}\), \(0<\alpha<1\), is a singular kernel at \(t=0\) and \(\Gamma\) denotes the well-known gamma function. The equation is discretized in time by the finite central difference and in space by the finite element method. It is proved that the full discretization is unconditionally stable and the numerical solution converges to the exact one with order \(O(\Delta t^{2} + h ^{l})\). A numerical example demonstrates the theoretical results.