An optimized FD extrapolated scheme based on POD for the 2D integro-differential equation of parabolic type (Q779261)

An optimized finite difference (FD) extrapolated scheme based on proper orthogonal decomposition (POD) is employed for the 2D integro-differential equation of parabolic type. The reduced-order technique relies on the author's previous work developed for partial differential equations (PDEs) [Adv. Difference Equ. 2014, Paper No. 272, 18 p. (2014; Zbl 1343.76031)]. The stability and error estimates are analyzed and implementation of the scheme is provided. The theoretical results confirmed for a numerical example and the improvement of computation efficiency is shown, compared with the classical FD scheme for the 2D integro-differential equation of parabolic type.