Quasi Wavelet based numerical method for Volterra integro-differential equations on unbounded spatial domains

Abstract

In this paper we study the numerical solution of the parabolic Volterra integro-differential equation with a memory term on one-dimensional unbounded domain. A new numerical method is proposed by applying the forward Euler scheme in time and the quasi-wavelet based numerical scheme in space. Some numerical examples are presented to illustrate the efficiency and accuracy of the proposed method.