The spectral methods for parabolic Volterra integro-differential equations
نویسندگان
چکیده
منابع مشابه
Multistep collocation methods for Volterra integro-differential equations
Keywords: Volterra integro-differential equations Multistep collocation Superconvergence Stability a b s t r a c t Multistep collocation methods for Volterra integro-differential equations are derived and analyzed. They increase the order of convergence of classical one-step collocation methods, at the same computational cost. The numerical stability analysis is carried out and classes of A 0-s...
متن کاملSplitting Methods for Partial Volterra Integro-Differential Equations
The spatial discretization of initial-boundary-value problems for (nonlinear) parabolic or hyperbolic PDEs with memory terms leads to (large) systems of Volterra integro-differential equations (VIDEs). In this paper we study the efficient numerical solution of such systems by methods based on linear multistep formulas, using special factorization (or splitting) techniques in the iterative solut...
متن کاملConvergence Analysis of the Legendre Spectral Collocation Methods for Second Order Volterra Integro-Differential Equations
A class of numerical methods is developed for second order Volterra integrodifferential equations by using a Legendre spectral approach. We provide a rigorous error analysis for the proposed methods, which shows that the numerical errors decay exponentially in the L∞-norm and L-norm. Numerical examples illustrate the convergence and effectiveness of the numerical methods. AMS subject classifica...
متن کاملSpectral Petrov-Galerkin Methods for the Second Kind Volterra Type Integro-Differential Equations
This work is to provide general spectral and pseudo-spectral Jacobi-PetrovGalerkin approaches for the second kind Volterra integro-differential equations. The Gauss-Legendre quadrature formula is used to approximate the integral operator and the inner product based on the Jacobi weight is implemented in the weak formulation in the numerical implementation. For some spectral and pseudo-spectral ...
متن کاملConvergence Analysis of the Spectral Methods for Weakly Singular Volterra Integro-Differential Equations with Smooth Solutions
The theory of a class of spectral methods is extended to Volterra integrodifferential equations which contain a weakly singular kernel (t − s)−μ with 0 < μ < 1. In this work, we consider the case when the underlying solutions of weakly singular Volterra integro-differential equations are sufficiently smooth. We provide a rigorous error analysis for the spectral methods, which shows that both th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2011
ISSN: 0377-0427
DOI: 10.1016/j.cam.2011.02.030