Abstract

An optimized finite difference (FD) extrapolated scheme for the two-dimensional (2D) integro-differential equation of parabolic type is established by means of the proper orthogonal decomposition (POD) technique. The stability and error estimates of the optimized FD extrapolated solutions are provided and a numerical example is presented to explain the correction of the theoretical results and the superiority of the optimized FD extrapolated scheme.

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