Compact finite difference method for integro-differential equations

DOI10.1016/J.AMC.2005.11.007MaRDI QIDQ5920584zbMATH OpenOpenAlexFDO

Authors 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 equationshigh accuracyVolterra equationscompact finite difference methodFredholm equations

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1067657 (Why is no real title available?)
• scientific article; zbMATH DE number 1392010 (Why is no real title available?)
• scientific article; zbMATH DE number 1433445 (Why is no real title available?)
• 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
• Boundary value problems for second order integro-differential equations of Fredholm type
• The exponential stabilization of the higher-dimensional linear system of thermoviscoelasticity

Cited in

(27)

• Compact finite difference schemes for partial integro-differential equations
• An asymptotic approximation of the solution for nearly tridiagonal quasi-Toeplitz linear systems
• Local radial basis function scheme for solving a class of fractional integro‐differential equations based on the use of mixed integral equations
• Compact integration rules as a quadrature method with some applications
• An improved reproducing kernel method for Fredholm integro-differential type two-point boundary value problems
• Convergence of the compact finite difference method for second-order elliptic 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
• A reduced fourth-order compact difference scheme based on a proper orthogonal decomposition technique for parabolic equations
• Compact finite difference methods for high order integro-differential equations
• Iterative reproducing kernel method for solving second-order integrodifferential equations of Fredholm type
• A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option
• Compact finite difference method for American option pricing
• Compact finite difference method for integro-differential equations
• A new collocation method for solution of mixed linear integro-differential-difference equations
• Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options
• A higher-order finite difference method for solving a system of integro-differential equations
• Compact ETDRK scheme for nonlinear dispersive wave equations
• The numerical solution of integro-differential equation by means of the Sinc method
• Bessel polynomial solutions of high-order linear Volterra integro-differential equations
• Compact difference approximation with consistent boundary condition
• Utilizing the hybrid approach of the Ramadan group transform and accelerated Adomian method for solving nonlinear integro-differential equations
• Highly accurate compact mixed methods for two point boundary value problems
• An effective approach for numerical solutions of high-order Fredholm integro-differential equations
• Numerical solution of second-order Fredholm integrodifferential equations with boundary conditions by quadrature-difference method
• An epidemiology model involving high-order linear Fredholm integro-differential-difference equations via a novel balancing collocation technique
• Numerical solving initial value problem for Fredholm type linear integro-differential equation system

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