On the stability of a class of splitting methods for integro-differential equations (Q1007366)

The authors consider the initial-boundary value problem for the scalar equation \[ \frac{\partial{u(x,t)}}{\partial t}=f(u(x,t))+\beta\frac{\partial{u(x,t)}}{\partial x} + \alpha\frac{\partial^2{u(x,t)}}{\partial x^2}+ \frac{D}{\tau}\int_0^t {e^{-\frac{t-s}{\tau}}\frac{\partial^2{u(x,s)}}{\partial x^2}ds}, \] on the domain \(\{x\in(a, b),\; t>0\}\) with conditions \(u(x,0)=u_0(x),\; u(a,t)=u_a(t),\; u(b, t)=u_b(t)\) and parameters \(\alpha, D\geq0, \tau>0, \beta\in R\). This equation is a modification of the classical convection-reaction-diffusion equation (under \(D=0\)) that overcomes the unphysical property of the classical model that is the infinite speed of propagation of a sudden change of value of function \(u(x,t)\) at any point. The authors establish an estimate for the energy functional \[ E(u)(t)=\|u(t)\|^2+\frac{D}{\tau}\|\int_0^t {e^{-\frac{t-s}{\tau}}\frac{\partial{u(x,s)}}{\partial x}ds}\|^2, \] and present a splitting method which has the property of the finite speed of propagation. The theoretical results are illustrated with some numerical examples.