The Global Behavior of Finite Difference-Spatial Spectral Collocation Methods for a Partial Integro-Differential Equation with a Weakly Singular Kernel

The Global Behavior of Finite Difference-Spatial Spectral Collocation Methods for a Partial Integro-Differential Equation with a Weakly Singular Kernel

Year:    2013

Numerical Mathematics: Theory, Methods and Applications, Vol. 6 (2013), Iss. 3 : pp. 556–570

Abstract

The $z$-transform is introduced to analyze a full discretization method for a partial integro-differential equation (PIDE) with a weakly singular kernel. In this method, spectral collocation is used for the spatial discretization, and, for the time stepping, the finite difference method combined with the convolution quadrature rule is considered. The global stability and convergence properties of complete discretization are derived and numerical experiments are reported.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2013.1111nm

Numerical Mathematics: Theory, Methods and Applications, Vol. 6 (2013), Iss. 3 : pp. 556–570

Published online:    2013-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    15

Keywords:    Partial integro-differential equation weakly singular kernel spectral collocation methods $z$-transform convolution quadrature.