Theme-Logo
  • Login
  • Home
  • Course
  • Publication
  • Theses
  • Reports
  • Published books
  • Workshops / Conferences
  • Supervised PhD
  • Supervised MSc
  • Supervised projects
  • Education
  • Language skills
  • Positions
  • Memberships and awards
  • Committees
  • Experience
  • Scientific activites
  • In links
  • Outgoinglinks
  • News
  • Gallery
publication name Compact Finite Difference Schemes for Partial integrodifferential Equations
Authors Amal F. Soliman; Magdi S. El-Azab
year 2011
keywords Compact finite difference method; PIDE; Partial integro-differential equations; High accuracy; Collocation method.
journal International Conference on Mathematics and Information Sciences
volume Not Available
issue Not Available
pages 7-13
publisher Not Available
Local/International International
Paper Link Not Available
Full paper download
Supplementary materials Not Available
Abstract

In the present paper a numerical method based on fourth order finite difference and collocation method is presented for the numerical solution of partial integro-differential equation (PIDE). A composite weighted trapezoidal rule is manipulated to handle the numerical integrations which results in a closed-form difference scheme. The efficiency and accuracy of the scheme is validated by its application to one test problem which have exact solutions. Numerical results show that this fourth-order scheme has the expected accuracy. The most advantages of compact finite difference method for PIDE are that it obtains high order of accuracy, while the time complexity to solve the matrix equations after we use compact finite difference method on PIDE is O(N), and it can solve very general case of PIDE.

Benha University © 2023 Designed and developed by portal team - Benha University