Finite element methods for partial Volterra integro-differential equations on two-dimensional unbounded spatial domains

Abstract

The precise and effective way for solving a partial Volterra integro-differential equation on unbounded spatial domain is to derive artificial boundary conditions for some feasible and prescribed computational domain. Thus the unsolvable problem on unbounded domain is converted to the computational problem on bounded domain, which is often called reduced problem. A feasible numerical method will then be applied to solve the reduced problem with the artificial boundary conditions which often exhibit “nonlocal” properties. In this paper, the finite element method for the spatial space and the recently developed discontinuous Galerkin time-stepping method for the temporal space are considered to solve the reduced problem. The convergence rate, explicitly with those interesting parameters: spatial grid-size h, temporal mesh-size k, the location of the artificial boundary d, and the truncation number M, is obtained. This paper is the first theoretical analysis of the numerical methods for Volterra integro-differential equations on unbounded spatial domains.