摘要
本文给出了数值求解一类偏积分微分方程的二阶差分全离散格式.时间方向采用了二阶向后差分格式,积分项的离散利用了Lubich的二阶卷积求积公式,给出了稳定性的证明、误差估计及收敛性的结果,并给出了数值例子.
In this paper, the second order fully discrete difference method for a partial integro-differential equation is considered. Second order backward difference scheme is empolied in time; The integral term is treated by means of the second order convolution quadrature suggested by Lubich; The stability, error estimate is given; Numerical experiments are reported.
出处
《计算数学》
CSCD
北大核心
2006年第2期141-154,共14页
Mathematica Numerica Sinica
基金
国家自然科学基金(10271046)
中南林业科技大学人才引进基金资助
关键词
偏积分微分方程
分数次计算
卷积求积
差分格式
二阶全离散
partial integro-differential equation, fractional calculus, convolution quadrature, finite difference scheme, second order fully discrete