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Crank-Nicolson Quasi-Wavelet Based Numerical Method for Volterra Integro-Differential Equations on Unbounded Spatial Domains

Published online by Cambridge University Press:  28 May 2015

Man Luo ,
Da Xu  and
Limei Li
Man Luo*
Affiliation:
Department of Mathematics, Hunan Normal University, 410081, Changsha, Hunan, China
Da Xu*
Affiliation:
Department of Mathematics, Hunan Normal University, 410081, Changsha, Hunan, China
Limei Li*
Affiliation:
Department of Mathematics, Hunan Institute of Science and Technology, 414000, yueyang, Hunan, China
*
Corresponding author. Email Address: lmlwlx@163.com
Corresponding author. Email Address: daxu@hunnu.edu.cn
Corresponding author. Email Address: limeiliyy@163.com
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Abstract

The numerical solution of a parabolic Volterra integro-differential equation with a memory term on a one-dimensional unbounded spatial domain is considered. A quasi-wavelet based numerical method is proposed to handle the spatial discretisation, the Crank-Nicolson scheme is used for the time discretisation, and second-order quadrature to approximate the integral term. Some numerical examples are presented to illustrate the efficiency and accuracy of this approach.

Keywords

35R0945K0565M9965T60Parabolic Volterra integro-differential equationunbounded spatial domainquasi-waveletCrank-Nicolson method
Type
Research Article
Information
East Asian Journal on Applied Mathematics , Volume 3 , Issue 4 , November 2013 , pp. 283 - 292
Copyright
Copyright © Global-Science Press 2013

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