Quasi wavelet based numerical method for a class of partial integro-differential equation

Abstract

In this paper we study the numerical solution of initial-boundary problem for a class of partial integro-differential equations. The quasi wavelet method is proposed to handle the spatial derivatives while the forward Euler method is used to discretize the temporal derivatives. Detailed discrete schemes are given and some numerical experiments are included to demonstrate the effectiveness of the discrete technique. The comparisons of the present numerical results with the exact analytical solutions show that the quasi wavelet based numerical method has distinctive local property and can achieve accurate results.