Compact finite difference methods for high order integro-differential equations

DOI10.1016/j.amc.2013.06.030zbMath1329.65163OpenAlexW2086735087MaRDI QIDQ905264

Jichao Zhao

Publication date: 19 January 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.06.030

zbMATH Keywords

integro-differential equationsnonlinear equationshigh accuracyVolterra equationsFredholm equationscompact finite difference schemes

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Finite difference and finite volume methods for ordinary differential equations (65L12)

Related Items (7)

A new high-order compact finite difference scheme based on precise integration method for the numerical simulation of parabolic equations ⋮ An efficient high-order compact finite difference method for the Helmholtz equation ⋮ A solution to a nonlinear Fredholm integro-differential equation ⋮ A feedforward neural network based on Legendre polynomial for solving linear Fredholm integro-differential equations ⋮ Efficient spectral collocation algorithm for a two-sided space fractional Boussinesq equation with non-local conditions ⋮ A high-order compact finite difference scheme and precise integration method based on modified Hopf-Cole transformation for numerical simulation of \(n\)-dimensional Burgers' system ⋮ COMPACT FINITE DIFFERENCES METHOD AND CAPUTO FRACTIONAL DERIVATIVE DEFINITION FOR LINEAR FRACTIONAL SCHRÖDINGER EQUATIONS

Uses Software

• FINDIF

Cites Work

• Unnamed Item
• Compact finite difference method for American option pricing
• Classroom Note:Calculation of Weights in Finite Difference Formulas
• Compact finite difference method for integro-differential equations
• A higher-order finite difference method for solving a system of integro-differential equations

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