Finite central difference/finite element approximations for parabolic integro-differential equations

@article{Li2010FiniteCD,
  title={Finite central difference/finite element approximations for parabolic integro-differential equations},
  author={Wulan Li and Xu Da},
  journal={Computing},
  year={2010},
  volume={90},
  pages={89-111}
}
We study the numerical solution of an initial-boundary value problem for parabolic integro-differential equation with a weakly singular kernel. The main purpose of this paper is to construct and analyze stable and high order scheme to efficiently solve the integro-differential equation. The equation is discretized in time by the finite central difference… CONTINUE READING