Compact finite difference method for integro-differential equations

DOI10.1016/J.AMC.2005.11.007zbMath1331.65180OpenAlexW2010123214MaRDI QIDQ5920584

Jichao Zhao, Robert M. Corless

Publication date: 12 July 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.11.007

zbMATH Keywords

IDEintegro-differential equationscompact finite difference methodhigh accuracyVolterra equationsFredholm equations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Fredholm integral equations (45B05) Volterra integral equations (45D05)

Related Items (19)

Numerical solving initial value problem for Fredholm type linear integro-differential equation system ⋮ Compact finite difference method for American option pricing ⋮ The numerical solution of integro-differential equation by means of the Sinc method ⋮ Highly accurate compact mixed methods for two point boundary value problems ⋮ Convergence of the compact finite difference method for second-order elliptic equations ⋮ An effective approach for numerical solutions of high-order Fredholm integro-differential equations ⋮ Polynomial solution of high-order linear Fredholm integro-differential equations with constant coefficients ⋮ A robust finite difference method for the solutions of singularly perturbed Fredholm integro-differential equations ⋮ Local radial basis function scheme for solving a class of fractional integro‐differential equations based on the use of mixed integral equations ⋮ Compact finite difference methods for high order integro-differential equations ⋮ Bessel polynomial solutions of high-order linear Volterra integro-differential equations ⋮ Numerical solution of second-order Fredholm integrodifferential equations with boundary conditions by quadrature-difference method ⋮ A new collocation method for solution of mixed linear integro-differential-difference equations ⋮ Compact ETDRK scheme for nonlinear dispersive wave equations ⋮ A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option ⋮ Iterative reproducing kernel method for solving second-order integrodifferential equations of Fredholm type ⋮ An epidemiology model involving high-order linear Fredholm integro-differential-difference equations via a novel balancing collocation technique ⋮ A reduced fourth-order compact difference scheme based on a proper orthogonal decomposition technique for parabolic equations ⋮ An improved reproducing kernel method for Fredholm integro-differential type two-point boundary value problems

Uses Software

• FINDIF

Cites Work

• The exponential stabilization of the higher-dimensional linear system of thermoviscoelasticity
• Boundary value problems for second order integro-differential equations of Fredholm type
• A Taylor Collocation Method for the Solution of Linear Integro-Differential Equations
• A higher-order finite difference method for solving a system of integro-differential equations
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Compact finite difference method for integro-differential equations