A difference scheme for a nonlinear partial integrodifferential equation

JC Lopez-Marcos - SIAM journal on numerical analysis, 1990 - SIAM
SIAM journal on numerical analysis, 1990SIAM
A difference method for the numerical integration of a nonlinear partial integrodifferential
equation is considered. The integral term is treated by means of a convolution quadrature
suggested by Lubich. Some results from Lubich's discretized fractional calculus play a
crucial role in proving consistency. The verification of stability and convergence is based on
the nonnegative character of the real quadratic form associated with the convolution
quadrature. A stability result is derived that is applicable to equations and numerical …
A difference method for the numerical integration of a nonlinear partial integrodifferential equation is considered. The integral term is treated by means of a convolution quadrature suggested by Lubich. Some results from Lubich’s discretized fractional calculus play a crucial role in proving consistency. The verification of stability and convergence is based on the nonnegative character of the real quadratic form associated with the convolution quadrature. A stability result is derived that is applicable to equations and numerical methods far more general than those treated in this paper.
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