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一类偏积分微分方程二阶差分全离散格式 被引量:6

A SECOND ORDER FULLY DISCRETE DIFFERENCE SCHEME FOR A PARTIAL INTEGRO-DIFFERENTIAL EQUATION
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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
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  • 1Huang Yun-qing(Department of Mathematics, Xiangtan University, Xangtan, Hunan, China).TIME DISCRETIZATION SCHEMES FOR AN INTEGRO-DIFFERENTIAL EQUATION OF PARABOLIC TYPE[J].Journal of Computational Mathematics,1994,12(3):259-264. 被引量:9
  • 2郭会.对流占优微分积分方程的最小二乘特征有限元法[J].工程数学学报,2004,21(6):979-983. 被引量:4
  • 3陈红斌,徐大.一类偏积分微分方程二阶差分全离散格式[J].数学理论与应用,2005,25(1):43-47. 被引量:1
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