Stable numerical schemes for a partly convolutional partial integro-differential equation (Q618124)

The author considers the initial value problem (IVP) \[ u_t(x,t)=u_{xx}(x,t)+\int_{-\infty}^{\infty}J(x-y)(u(x,t)-u(y,t))dy, \] with condition \(u(x,0)=u_0(x)\). This problem is reduced in two ways. Both of them correspond to the IVP for the infinite system of ordinary differential equations generated by discretization of space variable \(x\) with a uniform step. The first way of discretization of the time dependent IVP is based on the explicit Euler's scheme applied to the ODEs, and the second way uses a mixed Euler method. Theoretical results with respect to stability and accuracy of the schemes as well as numerical illustrations are presented.