Abstract
This work is concerned with solving parabolic Volterra partial integro-differential equations (PIDE) considering differentiable and singular kernels. The implicit finite difference scheme is implemented to approximate the differential operator, and the nonlocal term is discretized based on an open-type formula with two distinct time step sizes related to the nature of the time level to guarantee to avoid the singular terms at the endpoints and denominators. The properties of the plied scheme are investigated, more precisely, its stability and consistency. Four detailed examples are implemented to demonstrate the efficiency and reliability of the applied finite difference scheme.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
