A second-order accurate numerical method for a semilinear integro-differential equation with a weakly singular kernel

Kassem Mustapha*, Hussein Mustapha

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

48 Scopus citations

Abstract

We study a generalized extrapolated Crank-Nicolson scheme for the time discretization of a semilinear integro-differential equation with a weakly singular kernel, in combination with a space discretization by linear finite elements. The scheme uses variable grids in time to compensate for the singular behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the error is of order k2 + h2, where k and h are the parameters for the time and space meshes, respectively. The results of numerical computations demonstrate the convergence of our scheme.

Original languageEnglish
Pages (from-to)555-578
Number of pages24
JournalIMA Journal of Numerical Analysis
Volume30
Issue number2
DOIs
StatePublished - Apr 2010

Keywords

  • Finite elements
  • Gronwall's lemma
  • Integro-differential equation
  • Nonuniform time steps
  • Quadrature error
  • Weakly singular kernel

ASJC Scopus subject areas

  • General Mathematics
  • Computational Mathematics
  • Applied Mathematics

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