Hostname: page-component-586b7cd67f-rcrh6 Total loading time: 0 Render date: 2024-11-22T16:18:11.739Z Has data issue: false hasContentIssue false

Crank-Nicolson Quasi-Wavelet Based Numerical Method for Volterra Integro-Differential Equations on Unbounded Spatial Domains

Published online by Cambridge University Press:  28 May 2015

Man Luo*
Affiliation:
Department of Mathematics, Hunan Normal University, 410081, Changsha, Hunan, China
Da Xu*
Affiliation:
Department of Mathematics, Hunan Normal University, 410081, Changsha, Hunan, China
Limei Li*
Affiliation:
Department of Mathematics, Hunan Institute of Science and Technology, 414000, yueyang, Hunan, China
*
Corresponding author. Email Address: [email protected]
Corresponding author. Email Address: [email protected]
Corresponding author. Email Address: [email protected]
Get access

Abstract

The numerical solution of a parabolic Volterra integro-differential equation with a memory term on a one-dimensional unbounded spatial domain is considered. A quasi-wavelet based numerical method is proposed to handle the spatial discretisation, the Crank-Nicolson scheme is used for the time discretisation, and second-order quadrature to approximate the integral term. Some numerical examples are presented to illustrate the efficiency and accuracy of this approach.

Type
Research Article
Copyright
Copyright © Global-Science Press 2013

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1]Chen, C., Thomée, V. and Wahlbin, L. B., Finite element approximation of a parabolic integro-differential equation with a weakly singular kernel, J. Math. Comp. 58, 587602 (1992).Google Scholar
[2]Mclean, W. and Thomée, V., Time discretization of an evolution equation via Laplace transforms, SIAM J. Numer. Anal. 24, 439463 (2004).Google Scholar
[3]Larsson, S., Thomée, V. and Wahlbin, L. B., Numerical solution of parabolic integro-differential equations by the discontinuous Galerkin methods, Math. Comp. 67, 4571 (1998).Google Scholar
[4]Lubich, Ch., Sloan, I. H. and Thomée, V., Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memoryterm, Math. Comp. 65, 117 (1996).Google Scholar
[5]Bialecki, B. and Fairweather, G., Orthogonal spline collocation methods for partial differential equations, J. Comp. Appl. Math. 128, 5582 (2001).Google Scholar
[6]Fairweather, G. and Meade, D., A Survey of Spline Collocation Methods for the Numerical Solution of Differential Equations, New York: Marcel Dekker, 297341 (1989).Google Scholar
[7]Greenwell-Yanik, C. E. and Fairweather, G., Analyses of spline collocation methods for parabolic and hyperbolic problems in two space variables, SIAM J. Numer. Anal. 23, 282296 (1986).CrossRefGoogle Scholar
[8]Yanik, E. and Fairweather, G., Finite element methods for parabolic and hyperbolic partial integro-differential equations, Nonlinear Anal. 12, 785809 (1998).CrossRefGoogle Scholar
[9]Yi, Y. and Fairweather, G., Orthogonal spline collocation methods for some partial integro-differential equations, SIAM J. Numer. Anal. 29, 755768 (1992).Google Scholar
[10]Lin, Y. and Xu, C., Finite difference/spectral approximations for the time-fractional diffusion equation, J. Comput. Phys. 225, 15331552 (2007).CrossRefGoogle Scholar
[11]Chen, C.-M., Liu, F. and Anh, V., Numerical analysis of the Rayleigh-Stokes problem for a heated generalized second grade fluid with fractional derivatives, Appl. Math. Comp. 204, 340351 (2008).CrossRefGoogle Scholar
[12]Tang, T., A finite difference scheme for a partial integro-differential equations with a weakly singular kernel, Appl. Numer. Math. 11, 309319 (1993).CrossRefGoogle Scholar
[13]Xu, D., The global behavior of time discretization for an abstract Volterra equation in Hilbert space, Cacolo 34, 71404 (1997).Google Scholar
[14]Xu, D., Finite element methods for the nonlinear integro-differential equations, Appl. Math. Comp. 58, 241273 (1993).Google Scholar
[15]Xu, D., On the discretization in time for a partial integro-differential equations with a weakly singular kernel I: Smooth initial data, Appl. Math. Comp. 58, 127 (1993).Google Scholar
[16]Xu, D., On the discretization in time for a partial integro-differential equations with a weakly singular kernel II: Nonsmooth initial data, Appl. Math. Comp. 58, 2960 (1993).Google Scholar
[17]Yang, X., Xu, D. and Zhang, H., Quasi-wavelet based numerical method for fourth-order partial integro-differential equations with a weakly singular kernel, Int. J. Comp. Math. 88, 32363254 (2011).Google Scholar
[18]Long, W., Xu, D. and Zeng, X., Quasi wavelet based numerical method for a class of partial integro-differential equation, Appl. Math. Comp. 218, 1184211850 (2012).CrossRefGoogle Scholar
[19]Ma, J., Finite element methods for partial Volterra integro-differential equations on two-dimensional unbounded spatial domains, Appl. Math. Comp. 186, 598609 (2007).CrossRefGoogle Scholar
[20]Han, H., Zhua, L., Brunner, H. and Ma, J., The numerical solution of parabolic Volterra integro-differential equations on unbounded spatial domains, Appl. Numer. Math. 55, 8399 (2005).Google Scholar
[21]Han, H., Zhu, L., Brunner, H. and Ma, J., Artificial boundary conditions for partial integro-differential equations on two-dimensional unbounded domains, Comp. Appl. Math. 197, 406420 (2006).CrossRefGoogle Scholar
[22]Fakhar-Izadi, F. and Dehghan, M., The spectral methods for parabolic Volterra integro-differential equations, J. Comp. Appl. Math 235, 40324046 (2011).Google Scholar
[23]Mallat, S., Multiresolution approximations and wavelet orthonormal bases of L2(R), T. Amer. Math. Soc. 315, 6987 (1989).Google Scholar
[24]Wang, D. and Wei, G., The study of quasi wavelets based numerical method applied to Burgers' equations, Appl. Math. Mech. 21, 10991110 (2000).Google Scholar
[25]Wei, G. W., Wavelets generated by using discrete singular convolution kernels, J. Phys. A - Math. Gen. 33, 85778596 (2000).Google Scholar
[26]Wei, G. W., Discrete singular convolution for the Fokker-Planck equation J. Chem. Phys. 110, 89308942 (1999).Google Scholar
[27]Wei, G. W., Zhang, D. S. and Kouri, D. J., Lagrange distributed approximating functionals, Phys. Rev. Lett. 79, 775779 (1997).Google Scholar
[28]Wei, G. W., Discrete singular convolution method for the Sine-Gordon equation, Physica D 137, 247259 (2000).CrossRefGoogle Scholar
[29]Wei, G. W., Zhao, Y. and Xiang, Y., Discrete singular convolution and its application to the analysis of plates with internal supports part 1: Theoryand algorithm, Int. J. Numer. Methods Eng. 55, 913946 (2002).CrossRefGoogle Scholar
[30]Qian, L. W. and Wei, G. W., A Note on Regularized Shannon's Sampling Formulae, preprint (2000). Available at arXiv, math. SC/0005003.Google Scholar
[31]Wei, G. W., Quasi wavelets and quasi interpolating wavelets, Chem. Phys. Lett. 296, 215222 (1998).CrossRefGoogle Scholar
[32]Chui, C. K., An Inthroduction to Wavelets, Academic Press, San Diego (1992).Google Scholar
[33]Walter, G. and Blum, J., Probablity density estimation using delta sequences, Ann. Statist. 7, 328340 (1979).Google Scholar
[34]Qian, L., On the regularized Whittaker-Kotel'nikov-Shannon sampling formula, Proc. Amer. Math. Soc. 131, 11691176 (2003).CrossRefGoogle Scholar
[35]Haar, A., Zur Theorie der orthogonalen Funktionensysteme, Math. Ann. 69, 331371 (1910).Google Scholar