Approximate solution of the Cauchy problem for a first-order integrodifferential equation with solution derivative memory

DOI10.1016/J.CAM.2022.114887zbMATH Open1499.65774arXiv2111.05121OpenAlexW3214019595MaRDI QIDQ2104063FDOQ2104063

Authors: P. N. Vabishchevich 

Publication date: 9 December 2022

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

Abstract: We consider the Cauchy problem for a first-order evolution equation with memory in a finite-dimensional Hilbert space when the integral term is related to the time derivative of the solution. The main problems of the approximate solution of such nonlocal problems are due to the necessity to work with the approximate solution for all previous time moments. We propose a transformation of the first-order integrodifferential equation to a system of local evolutionary equations. We use the approach known in the theory of Voltaire integral equations with an approximation of the difference kernel by the sum of exponents. We formulate a local problem for a weakly coupled system of equations with additional ordinary differential equations. We have given estimates of the stability of the solution by initial data and the right-hand side for the solution of the corresponding Cauchy problem. The primary attention is paid to constructing and investigating the stability of two-level difference schemes, which are convenient for computational implementation. The numerical solution of a two-dimensional model problem for the evolution equation of the first order, when the Laplace operator conditions the dependence on spatial variables, is presented.

Full work available at URL: https://arxiv.org/abs/2111.05121

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zbMATH Keywords

Volterra integro-differential equationtwo-level schemesapproximation by the sum of exponentialsstability of the approximate solutionsystem of evolutionary equations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Integro-differential operators (47G20) Functional-differential equations in abstract spaces (34K30) Numerical solutions to abstract evolution equations (65J08) Operator partial differential equations (= PDEs on finite-dimensional spaces for abstract space valued functions) (35R20)

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Cited In (3)

• Nonlocal transport equations in multiscale media. Modeling, dememorization, and discretizations
• A novel explicit fast numerical scheme for the Cauchy problem for integro-differential equations with a difference kernel and its application
• Numerical-analytical methods for solving the Cauchy problem for evolutionary equations with memory

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