Stability and convergence analysis of a one step approximation of a linear partial integro-differential equation. (English) Zbl 1232.65179

The authors study the stability, accuracy and convergence analysis of a one step approximation of a linear partial integro-differential equation. They first present their problem and its semi-discrete and fully discrete approximations. The accuracy and convergence results for the fully discrete approximation are given, in addition convergence analysis for the special approximation (continuous in time) are presented. A numerical example is given.


65R20 Numerical methods for integral equations
45K05 Integro-partial differential equations
45A05 Linear integral equations


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