A unified approach to solving parabolic Volterra partial integro-differential equations for a broad category of kernels: Numerical analysis and computing
This work is concerned with solving parabolic Volterra partial integro-differential equations (PIDE) considering differentiable and singular kernels. The implicit finite difference scheme is implemented to approximate the differential operator, and the nonlocal term is discretized based on an open-t...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2024-02-01
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Series: | Results in Applied Mathematics |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2590037423000717 |