Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/53071
Title: Optimal convergence of an Euler and finite difference method for nonlinear partial integro-differential equations
Authors: Sheng, Q. 
Tang, T.
Keywords: Convergence rate
Euler method
Finite difference method
Partial integro-differential equations
Issue Date: May-1995
Source: Sheng, Q.,Tang, T. (1995-05). Optimal convergence of an Euler and finite difference method for nonlinear partial integro-differential equations. Mathematical and Computer Modelling 21 (10) : 1-11. ScholarBank@NUS Repository.
Abstract: Fully discretized Euler method in time and finite difference method in space are constructed and analyzed for a class of nonlinear partial integro-differential equations emerging from practical applications of a wide range, such as the modeling of physical phenomena associated with non-Newtonian fluids. Though first-order and second-order time discretizations (based on truncation errors) have been investigated recently, due to lack of the smoothness of the exact solutions, the overall numerical procedures do not achieve the optimal convergence rates in time. In this paper, however, by using the energy method, we prove that it is possible for the scheme to obtain the optimal convergence rate O(τ). Numerical demonstrations are given to illustrate our result. © 1995.
Source Title: Mathematical and Computer Modelling
URI: http://scholarbank.nus.edu.sg/handle/10635/53071
ISSN: 08957177
Appears in Collections:Staff Publications

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