The method of lines for parabolic partial integro-differential equations (Q1188400)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The method of lines for parabolic partial integro-differential equations |
scientific article |
Statements
The method of lines for parabolic partial integro-differential equations (English)
0 references
13 August 1992
0 references
The author discusses a method of lines for nonlinear Volterra partial integro-differential equations of parabolic type. In the first step of discretization, a finite difference method is used in the spatial direction to obtain a system of nonlinear stiff Volterra integro- differential equations in time. Then in the second step, this system is numerically integrated in the temporal variable by the implicit Euler method. The concept of logarithmic matrix norm, earlier introduced in the study of numerical methods for nonlinear stiff ordinary differential equations, plays a key role in deriving realistic error bounds in the convergence analysis of this paper. Finally, some numerical results are cited to illustrate the error bounds and the rate of convergence.
0 references
method of lines
0 references
nonlinear Volterra partial integro-differential equations of parabolic type
0 references
finite difference method
0 references
implicit Euler method
0 references
logarithmic matrix norm
0 references
error bound
0 references
convergence
0 references
numerical results
0 references
0 references