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A formally second-order BDF finite difference scheme for the integro-differential equations with the multi-term kernels

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成果类型:
期刊论文
作者:
Qiu, Wenlin*;Xu, Da;Chen, Hongbin
通讯作者:
Qiu, Wenlin
作者机构:
[Xu, Da; Qiu, Wenlin] Hunan Normal Univ, Sch Math & Stat, Minist Educ, Key Lab Comp & Stochast Math, Changsha 410081, Hunan, Peoples R China.
[Chen, Hongbin] Cent South Univ Forestry & Technol, Coll Sci, Inst Math & Phys, Changsha, Hunan, Peoples R China.
[Chen, Hongbin] Changsha Univ Sci & Technol, Changsha, Hunan, Peoples R China.
通讯机构:
[Qiu, Wenlin] H
Hunan Normal Univ, Sch Math & Stat, Minist Educ, Key Lab Comp & Stochast Math, Changsha 410081, Hunan, Peoples R China.
语种:
英文
关键词:
Integro-differential equations;second-order BDF scheme;multi-term kernels;second-order convolution quadrature rule;stability and convergence
期刊:
International Journal of Computer Mathematics
ISSN:
0020-7160
年:
2020
卷:
97
期:
10
页码:
2055-2073
基金类别:
National Natural Science Foundation of ChinaNational Natural Science Foundation of China (NSFC) [11671131]; Natural Science Foundation of Hunan ProvinceNatural Science Foundation of Hunan Province [2018JJ2669]; Scientific Research Foundation of Hunan Provincial Education DepartmentHunan Provincial Education Department [17B277]; Hunan Provincial Key Laboratory ofMathematicalModeling and Analysis in Engineering [2017TP1017]; Construct Program of the Key Discipline in Hunan Province, Performance Computing and Stochastic Information Processing (Ministry of Education of China)
机构署名:
本校为其他机构
院系归属:
理学院
摘要:
In this article, a formally second-order backward differentiation formula (BDF) finite difference scheme is presented for the integro-differential equations with the multi-term kernels. In the time direction, the time derivative is approximated by a second-order BDF scheme and the Riemann-Liouville (R-L) fractional integral terms are discretized by the second-order convolution quadrature rule. We construct a fully discrete difference scheme with the space discretization by the standard central difference formula. The (Formula presented.) and (F...

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