一类偏积分微分方程一阶差分全离散格式

A first order fully discrete difference scheme for a partial integro-differential equation

本文给出了数值求解一类偏积分微分方程的一阶差分全离散格式。时间方向采用了一阶向后差分格式,空间方向采用二阶差分格式,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 first order fully discrete difference method for a partial integrodifferential equation is considered. First order backward difference scheme is employed in time;Second order difference scheme is employed in space; The stability,error estimate is given;Numerical experiments are reported.