{"title":"具有阿贝尔核的多维多项积分微分方程的有效和精确的时间二阶数值方法","authors":"Mingchao Zhao, Hao Chen, Kexin Li","doi":"10.1002/num.23082","DOIUrl":null,"url":null,"abstract":"This work develops two temporal second-order alternating direction implicit (ADI) numerical schemes for solving multidimensional parabolic-type integrodifferential equations with multi-term weakly singular Abel kernels. For the two-dimensional (2D) case, applying the Crank–Nicolson method and product integration rule to discretizations of temporal derivative and integral terms, respectively, and the spatial discretization is proposed using a compact difference formulation combined with the ADI algorithm; for the three-dimensional case, the method of temporal discretization is the same as the 2D case, and then we employ the standard finite difference in space to construct a fully discrete ADI finite difference scheme. The ADI technique is used to reduce the calculation cost of the high-dimensional problem. Besides, the stability and convergence of two ADI schemes are rigorously proved by the energy argument, in which the first scheme converges to the order <math altimg=\"urn:x-wiley:num:media:num23082:num23082-math-0001\" display=\"inline\" location=\"graphic/num23082-math-0001.png\" overflow=\"scroll\">\n<semantics>\n<mrow>\n<msup>\n<mrow>\n<mi>τ</mi>\n</mrow>\n<mrow>\n<mn>2</mn>\n</mrow>\n</msup>\n<mo>+</mo>\n<msubsup>\n<mrow>\n<mi>h</mi>\n</mrow>\n<mrow>\n<mn>1</mn>\n</mrow>\n<mrow>\n<mn>4</mn>\n</mrow>\n</msubsup>\n<mo>+</mo>\n<msubsup>\n<mrow>\n<mi>h</mi>\n</mrow>\n<mrow>\n<mn>2</mn>\n</mrow>\n<mrow>\n<mn>4</mn>\n</mrow>\n</msubsup>\n</mrow>\n$$ {\\tau}^2+{h}_1^4+{h}_2^4 $$</annotation>\n</semantics></math>, where <math altimg=\"urn:x-wiley:num:media:num23082:num23082-math-0002\" display=\"inline\" location=\"graphic/num23082-math-0002.png\" overflow=\"scroll\">\n<semantics>\n<mrow>\n<mi>τ</mi>\n</mrow>\n$$ \\tau $$</annotation>\n</semantics></math>, <math altimg=\"urn:x-wiley:num:media:num23082:num23082-math-0003\" display=\"inline\" location=\"graphic/num23082-math-0003.png\" overflow=\"scroll\">\n<semantics>\n<mrow>\n<msub>\n<mrow>\n<mi>h</mi>\n</mrow>\n<mrow>\n<mn>1</mn>\n</mrow>\n</msub>\n</mrow>\n$$ {h}_1 $$</annotation>\n</semantics></math>, and <math altimg=\"urn:x-wiley:num:media:num23082:num23082-math-0004\" display=\"inline\" location=\"graphic/num23082-math-0004.png\" overflow=\"scroll\">\n<semantics>\n<mrow>\n<msub>\n<mrow>\n<mi>h</mi>\n</mrow>\n<mrow>\n<mn>2</mn>\n</mrow>\n</msub>\n</mrow>\n$$ {h}_2 $$</annotation>\n</semantics></math> denote the time-space step sizes, respectively, and the second scheme converges to the space-time second-order accuracy. Finally, the numerical results verify the correctness of the theoretical analysis and show that the method of this article is competitive with the existing research work.","PeriodicalId":19443,"journal":{"name":"Numerical Methods for Partial Differential Equations","volume":"25 1","pages":""},"PeriodicalIF":2.1000,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Efficient and accurate temporal second-order numerical methods for multidimensional multi-term integrodifferential equations with the Abel kernels\",\"authors\":\"Mingchao Zhao, Hao Chen, Kexin Li\",\"doi\":\"10.1002/num.23082\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This work develops two temporal second-order alternating direction implicit (ADI) numerical schemes for solving multidimensional parabolic-type integrodifferential equations with multi-term weakly singular Abel kernels. For the two-dimensional (2D) case, applying the Crank–Nicolson method and product integration rule to discretizations of temporal derivative and integral terms, respectively, and the spatial discretization is proposed using a compact difference formulation combined with the ADI algorithm; for the three-dimensional case, the method of temporal discretization is the same as the 2D case, and then we employ the standard finite difference in space to construct a fully discrete ADI finite difference scheme. The ADI technique is used to reduce the calculation cost of the high-dimensional problem. Besides, the stability and convergence of two ADI schemes are rigorously proved by the energy argument, in which the first scheme converges to the order <math altimg=\\\"urn:x-wiley:num:media:num23082:num23082-math-0001\\\" display=\\\"inline\\\" location=\\\"graphic/num23082-math-0001.png\\\" overflow=\\\"scroll\\\">\\n<semantics>\\n<mrow>\\n<msup>\\n<mrow>\\n<mi>τ</mi>\\n</mrow>\\n<mrow>\\n<mn>2</mn>\\n</mrow>\\n</msup>\\n<mo>+</mo>\\n<msubsup>\\n<mrow>\\n<mi>h</mi>\\n</mrow>\\n<mrow>\\n<mn>1</mn>\\n</mrow>\\n<mrow>\\n<mn>4</mn>\\n</mrow>\\n</msubsup>\\n<mo>+</mo>\\n<msubsup>\\n<mrow>\\n<mi>h</mi>\\n</mrow>\\n<mrow>\\n<mn>2</mn>\\n</mrow>\\n<mrow>\\n<mn>4</mn>\\n</mrow>\\n</msubsup>\\n</mrow>\\n$$ {\\\\tau}^2+{h}_1^4+{h}_2^4 $$</annotation>\\n</semantics></math>, where <math altimg=\\\"urn:x-wiley:num:media:num23082:num23082-math-0002\\\" display=\\\"inline\\\" location=\\\"graphic/num23082-math-0002.png\\\" overflow=\\\"scroll\\\">\\n<semantics>\\n<mrow>\\n<mi>τ</mi>\\n</mrow>\\n$$ \\\\tau $$</annotation>\\n</semantics></math>, <math altimg=\\\"urn:x-wiley:num:media:num23082:num23082-math-0003\\\" display=\\\"inline\\\" location=\\\"graphic/num23082-math-0003.png\\\" overflow=\\\"scroll\\\">\\n<semantics>\\n<mrow>\\n<msub>\\n<mrow>\\n<mi>h</mi>\\n</mrow>\\n<mrow>\\n<mn>1</mn>\\n</mrow>\\n</msub>\\n</mrow>\\n$$ {h}_1 $$</annotation>\\n</semantics></math>, and <math altimg=\\\"urn:x-wiley:num:media:num23082:num23082-math-0004\\\" display=\\\"inline\\\" location=\\\"graphic/num23082-math-0004.png\\\" overflow=\\\"scroll\\\">\\n<semantics>\\n<mrow>\\n<msub>\\n<mrow>\\n<mi>h</mi>\\n</mrow>\\n<mrow>\\n<mn>2</mn>\\n</mrow>\\n</msub>\\n</mrow>\\n$$ {h}_2 $$</annotation>\\n</semantics></math> denote the time-space step sizes, respectively, and the second scheme converges to the space-time second-order accuracy. Finally, the numerical results verify the correctness of the theoretical analysis and show that the method of this article is competitive with the existing research work.\",\"PeriodicalId\":19443,\"journal\":{\"name\":\"Numerical Methods for Partial Differential Equations\",\"volume\":\"25 1\",\"pages\":\"\"},\"PeriodicalIF\":2.1000,\"publicationDate\":\"2023-11-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Numerical Methods for Partial Differential Equations\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1002/num.23082\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Numerical Methods for Partial Differential Equations","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1002/num.23082","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Efficient and accurate temporal second-order numerical methods for multidimensional multi-term integrodifferential equations with the Abel kernels
This work develops two temporal second-order alternating direction implicit (ADI) numerical schemes for solving multidimensional parabolic-type integrodifferential equations with multi-term weakly singular Abel kernels. For the two-dimensional (2D) case, applying the Crank–Nicolson method and product integration rule to discretizations of temporal derivative and integral terms, respectively, and the spatial discretization is proposed using a compact difference formulation combined with the ADI algorithm; for the three-dimensional case, the method of temporal discretization is the same as the 2D case, and then we employ the standard finite difference in space to construct a fully discrete ADI finite difference scheme. The ADI technique is used to reduce the calculation cost of the high-dimensional problem. Besides, the stability and convergence of two ADI schemes are rigorously proved by the energy argument, in which the first scheme converges to the order , where , , and denote the time-space step sizes, respectively, and the second scheme converges to the space-time second-order accuracy. Finally, the numerical results verify the correctness of the theoretical analysis and show that the method of this article is competitive with the existing research work.
期刊介绍:
An international journal that aims to cover research into the development and analysis of new methods for the numerical solution of partial differential equations, it is intended that it be readily readable by and directed to a broad spectrum of researchers into numerical methods for partial differential equations throughout science and engineering. The numerical methods and techniques themselves are emphasized rather than the specific applications. The Journal seeks to be interdisciplinary, while retaining the common thread of applied numerical analysis.