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 language | English |
|---|---|
| Pages (from-to) | 555-578 |
| Number of pages | 24 |
| Journal | IMA Journal of Numerical Analysis |
| Volume | 30 |
| Issue number | 2 |
| DOIs | |
| State | Published - 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