An efficient symmetric finite volume element method for second-order variable coefficient parabolic integro-differential equations

被引:2
作者
Gan, Xiaoting [1 ,2 ]
Xu, Dengguo [3 ]
机构
[1] Univ Elect Sci & Technol China, Sch Math Sci, Chengdu 611731, Peoples R China
[2] Chuxiong Normal Univ, Sch Math & Stat, Chuxiong 675000, Peoples R China
[3] Beijing Inst Technol, Sch Automat, Beijing 100081, Peoples R China
基金
中国国家自然科学基金;
关键词
Parabolic integro-differential equations; Barycenter dual mesh; Symmetric FVE schemes; L-2-norm error estimates; DIFFUSION; APPROXIMATIONS; SCHEME; VALUATION; ACCURACY; OPTIONS; ASSETS;
D O I
10.1007/s40314-020-01318-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper is devoted to develop a symmetric finite volume element (FVE) method to solve second-order variable coefficient parabolic integro-differential equations, arising in modeling of nonlocal reactive flows in porous media. Based on barycenter dual mesh, one semi-discrete and two fully discrete backward Euler and Crank-Nicolson symmetric FVE schemes are presented. Then, the optimal order error estimates in L-2-norm are derived for the semi-discrete and two fully discrete schemes. Numerical experiments are performed to examine the convergence rate and verify the effectiveness and usefulness of the new numerical schemes.
引用
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页数:24
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