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  • P-ISSN3059-0604
  • E-ISSN3059-1309
  • KCI

TIME DISCRETIZATION WITH SPATIAL COLLOCATION METHOD FOR A PARABOLIC INTEGRO-DIFFERENTIAL EQUATION WITH A WEAKLY SINGULAR KERNEL

Time Discretization with Spatial Collocation Method for a Parabolic Integro-Differential Equation with a weakly Singular Kernel

한국수학교육학회지시리즈B:순수및응용수학 / Journal of the Korean Society of Mathematical Education Series B: Theoretical Mathematics and Pedagogical Mathematics, (P)3059-0604; (E)3059-1309
2006, v.13 no.1, pp.19-38
Kim Chang-Ho (DEPARTMENT OF MATHEMATICS AND COMPUTER SCIENCE OF KONKUK UNIVERSITY)

Abstract

We analyze the spectral collocation approximation for a parabolic partial integrodifferential equations(PIDE) with a weakly singular kernel. The space discretization is based on the spectral collocation method and the time discretization is based on Crank-Nicolson scheme with a graded mesh. We obtain the stability and second order convergence result for fully discrete scheme.

keywords
integro-differential equation, weakly singular kernel, time discretization, spectral collocation method

한국수학교육학회지시리즈B:순수및응용수학