ADI orthogonal spline collocation methods for parabolic partial integro-differential equations (Q5189137): Difference between revisions

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scientific article; zbMATH DE number 5678418
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ADI orthogonal spline collocation methods for parabolic partial integro-differential equations
scientific article; zbMATH DE number 5678418

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    ADI orthogonal spline collocation methods for parabolic partial integro-differential equations (English)
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    8 March 2010
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    Parabolic partial integro-differential equation
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    alternating direction implicit (ADI) method
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    orthogonal spline collocation
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    \(\theta\)-method
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    backward Euler method
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    Crank-Nicolson method
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    optimal convergence rates
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    superconvergence
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    backward differentiation formula (BDF)
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    numerical experiments
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