Crank-Nicolson ADI finite difference/compact difference schemes for the 3D tempered integrodifferential equation associated with Brownian motion

DOI10.1007/s11075-022-01454-0OpenAlexW4309885836MaRDI QIDQ6156115

Leijie Qiao, Da Xu, Wenlin Qiu

Publication date: 12 June 2023

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-022-01454-0

zbMATH Keywords

convergence analysisnumerical examplesADI finite difference/compact difference methodsthree-dimensional tempered integrodifferential equationtrapezoidal convolution quadrature rule

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Related Items (1)

A second-order finite difference scheme for nonlinear tempered fractional integrodifferential equations in three dimensions

Cites Work

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