Numerical solutions to integro-differential equations which interpolate heat and wave equations

zbMATH Open1100.65127arXivmath/0508564MaRDI QIDQ5488614FDOQ5488614

Authors: Piotr Rozmej, Anna Karczewska 

Publication date: 22 September 2006

Full work available at URL: https://arxiv.org/abs/math/0508564

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zbMATH Keywords

numerical examplespreconditioningGalerkin methodheat equationwave equationsconjugate gradient methodsresolvent approachintegrodifferential equationdeterministic and stochastic Volterra equations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical methods for integral equations (65R20) Integro-ordinary differential equations (45J05)

Cited In (5)

• Numerical solutions to integral equations equivalent to differential equations with fractional time
• Locally one-dimensional schemes for the diffusion equation with a fractional time derivative in an arbitrary domain
• The logistic-normal integral and its generalizations
• Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation
• Integrodifferential equation which interpolates the heat equation and the wave equation

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