Crank-Nicolson Quasi-Wavelet Based Numerical Method for Volterra Integro-Differential Equations on Unbounded Spatial Domains

Crank-Nicolson Quasi-Wavelet Based Numerical Method for Volterra Integro-Differential Equations on Unbounded Spatial Domains

Year:    2013

East Asian Journal on Applied Mathematics, Vol. 3 (2013), Iss. 4 : pp. 283–294

Abstract

The numerical solution of a parabolic Volterra integro-differential equation with a memory term on a one-dimensional unbounded spatial domain is considered. A quasi-wavelet based numerical method is proposed to handle the spatial discretisation, the Crank-Nicolson scheme is used for the time discretisation, and second-order quadrature to approximate the integral term. Some numerical examples are presented to illustrate the efficiency and accuracy of this approach.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.170813.131013a

East Asian Journal on Applied Mathematics, Vol. 3 (2013), Iss. 4 : pp. 283–294

Published online:    2013-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    12

Keywords:    Parabolic Volterra integro-differential equation unbounded spatial domain quasi-wavelet Crank-Nicolson method.

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