Efficient and accurate temporal second-order numerical methods for multidimensional multi-term integrodifferential equations with the Abel kernels

被引:2
作者
Zhao, Mingchao [1 ]
Chen, Hao [2 ,3 ]
Li, Kexin [1 ]
机构
[1] Yunnan Univ Finance & Econ, Sch Stat & Math, Kunming, Yunnan, Peoples R China
[2] Hunan Normal Univ, Sch Math & Stat, Changsha, Hunan, Peoples R China
[3] Hunan Normal Univ, Sch Math & Stat, Changsha 410081, Hunan, Peoples R China
关键词
ADI compact difference method; convergence and stability; Crank-Nicolson PI rule; multidimensional integrodifferential equations; multi-term singular kernels; temporal second-order; UNIFORM L1 BEHAVIOR; TIME DISCRETIZATION; ALGORITHM;
D O I
10.1002/num.23082
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This work develops two temporal second-order alternating direction implicit (ADI) numerical schemes for solving multidimensional parabolic-type integrodifferential equations with multi-term weakly singular Abel kernels. For the two-dimensional (2D) case, applying the Crank-Nicolson method and product integration rule to discretizations of temporal derivative and integral terms, respectively, and the spatial discretization is proposed using a compact difference formulation combined with the ADI algorithm; for the three-dimensional case, the method of temporal discretization is the same as the 2D case, and then we employ the standard finite difference in space to construct a fully discrete ADI finite difference scheme. The ADI technique is used to reduce the calculation cost of the high-dimensional problem. Besides, the stability and convergence of two ADI schemes are rigorously proved by the energy argument, in which the first scheme converges to the order tau(2) + h(1)(4) + h(2)(4), where tau, h(-1), and h(2) denote the time-space step sizes, respectively, and the second scheme converges to the space-time second-order accuracy. Finally, the numerical results verify the correctness of the theoretical analysis and show that the method of this article is competitive with the existing research work.
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页数:29
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