A formally second-order backward differentiation formula Sinc-collocation method for the Volterra integro-differential equation with a weakly singular kernel based on the double exponential transformation

被引:26
作者
Qiu, Wenlin [1 ]
Xu, Da [1 ]
Guo, Jing [1 ]
机构
[1] Hunan Normal Univ, Sch Math & Stat, Key Lab Comp & Stochast Math, Minist Educ, Changsha 410081, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
double exponential transformation; second‐ order convolution quadrature rule; Sinc‐ collocation method; stability and convergence analysis; Volterra integro‐ differential equation; DIFFERENCE SCHEME; GALERKIN METHOD; CONVOLUTION QUADRATURE; EVOLUTION EQUATION; NUMERICAL-SOLUTION; TIME; DISCRETIZATION; OPTIMALITY;
D O I
10.1002/num.22703
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper presents a formally second-order backward differentiation formula (BDF2) Sinc-collocation method for solving the Volterra integro-differential equation with a weakly singular kernel. In the time direction, the time derivative is discretized via the BDF2 and the second-order convolution quadrature rule is used to approximate the Riemann-Liouville fractional integral term. Then a fully discrete scheme is established via the Sinc approximation based on the double exponential transformation in space. The convergence and stability analysis are derived by the energy method. Numerical examples are provided to illustrate the effectiveness of proposed method and it can be found that our scheme is super-exponentially convergent in space and order 1 + alpha convergent in time with 0 < alpha < 1, respectively. Meanwhile, the numerical results based on the single exponential transformation are compared with the proposed method to illustrate the high accuracy of our method.
引用
收藏
页码:830 / 847
页数:18
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