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

Bhowmik, Samir Kumar

Numer. Methods Partial Differ. Equations 27, No. 5, 1179-1200 (2011).

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.

Reviewer: Seenith Sivasundaram (Daytona Beach)

MSC:

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

Keywords:

convergence; Fourier transform; linear partial integro-differential equation; smoothness; stability; one step approximation; numerical examples

Software:

Matlab

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