Stable and Convergent High-Order Numerical Schemes for Parabolic Integro-Differential Equations with Small Coefficients
Abstract
1. Introduction
2. Analytic Solution
3. Approximate Computational Solution
3.1. Partial Discretization with Respect to Time
3.2. Discretizing the Spatial Variable
3.3. Estimation of Numerical Error in the Discretization Scheme
4. Order-Boosting Extrapolation Method
5. Simulation Outcomes and Discussion
6. Conclusions
Author Contributions
Funding
Data Availability Statement
Conflicts of Interest
References
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Number of Intervals I/(Time Step ()) | |||||||
---|---|---|---|---|---|---|---|
16 | 32 | 64 | 128 | 256 | 512 | ||
8.6666 | 4.6038 | 2.3555 | 1.1920 | 5.9952 | 3.0066 | ||
0.9126 | 0.9668 | 0.9827 | 0.9915 | 0.9957 | |||
8.9084 | 4.7452 | 2.4187 | 1.2186 | 6.0891 | 3.0372 | ||
0.9087 | 0.9722 | 0.9890 | 1.0009 | 1.0035 | |||
8.8786 | 4.7433 | 2.4186 | 1.2186 | 6.0891 | 3.0372 | ||
0.9044 | 0.9717 | 0.9890 | 1.0009 | 1.0035 | |||
S-mesh | 8.8601 | 4.7413 | 2.4184 | 1.2186 | 6.0891 | 3.0372 | |
0.9020 | 0.9712 | 0.9889 | 1.0009 | 1.0035 | |||
8.8531 | 4.7404 | 2.4183 | 1.2186 | 6.0891 | 3.0372 | ||
0.9012 | 0.9710 | 0.9888 | 1.0009 | 1.0035 | |||
8.8508 | 4.8029 | 2.7186 | 1.4275 | 6.8809 | 3.0372 | ||
0.8819 | 0.8211 | 0.9293 | 1.0528 | 1.1798 | |||
8.8500 | 4.9226 | 2.8466 | 1.5618 | 8.2144 | 4.1043 | ||
0.8463 | 0.7902 | 0.8661 | 0.9270 | 1.0010 |
Number of Intervals I/(Time Step ()) | |||||||
---|---|---|---|---|---|---|---|
16 | 32 | 64 | 128 | 256 | 512 | ||
8.8286 | 2.6361 | 7.1711 | 1.8444 | 4.6737 | 1.1757 | ||
1.7438 | 1.8782 | 1.9590 | 1.9805 | 1.9910 | |||
1.9490 | 9.4116 | 3.8903 | 1.3826 | 4.6350 | 1.2132 | ||
1.0502 | 1.2746 | 1.4925 | 1.5768 | 1.9338 | |||
2.1962 | 9.4114 | 3.8903 | 1.3826 | 4.6350 | 1.4816 | ||
1.2226 | 1.2745 | 1.4925 | 1.5768 | 1.6454 | |||
S-mesh | 4.0188 | 1.1684 | 3.8903 | 1.3826 | 4.6350 | 1.4816 | |
1.7822 | 1.5866 | 1.4925 | 1.5768 | 1.6454 | |||
4.7703 | 1.6729 | 5.3979 | 1.4589 | 4.6350 | 1.4816 | ||
1.5117 | 1.6319 | 1.8875 | 1.6542 | 1.6454 | |||
5.0251 | 1.8608 | 6.7161 | 2.3043 | 7.1139 | 1.7476 | ||
1.4332 | 1.4702 | 1.5433 | 1.6956 | 2.0253 | |||
5.1074 | 1.9230 | 7.1786 | 2.6381 | 9.3956 | 3.1375 | ||
1.4092 | 1.4216 | 1.4442 | 1.4895 | 1.5824 |
Number of Intervals I/(Time Step ()) | |||||||
---|---|---|---|---|---|---|---|
16 | 32 | 64 | 128 | 256 | 512 | ||
S-mesh | 5.2172 | 4.9821 | 3.7496 | 2.5267 | 1.6245 | 1.10415 | |
3.3884 | 3.7319 | 3.8914 | 3.9591 | 3.8790 | |||
8.5406 | 1.0561 | 8.7843 | 6.0121 | 3.8853 | 2.6211 | ||
3.0157 | 3.5876 | 3.869 | 3.9518 | 3.8898 | |||
8.5406 | 1.0561 | 1.0149 | 9.0698 | 7.5328 | 6.1323 | ||
3.0157 | 3.3792 | 3.4842 | 3.5898 | 3.6187 | |||
8.8436 | 1.1623 | 1.3837 | 2.2739 | 2.5560 | 2.7570 | ||
1.7579 | 2.9276 | 3.0704 | 2.6053 | 3.2127 | |||
9.7356 | 1.5259 | 1.6265 | 1.5376 | 1.3717 | 1.1724 | ||
2.6736 | 3.2298 | 3.403 | 3.4867 | 3.5484 | |||
9.7356 | 1.5259 | 1.6265 | 1.5376 | 1.3717 | 1.1724 | ||
2.6736 | 3.2298 | 3.403 | 3.4867 | 3.5484 |
Before Extrapolation | After Extrapolation | |||||
---|---|---|---|---|---|---|
Mesh size () | 128 | 256 | 512 | 128 | 256 | 512 |
1.114 | 4.493 | 20.132 | 7.262 | 166.171 | 1234.515 |
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Govindarao, L.; Al-Ghafri, K.S.; Mohapatra, J.; Nhan, T.A. Stable and Convergent High-Order Numerical Schemes for Parabolic Integro-Differential Equations with Small Coefficients. Symmetry 2025, 17, 1475. https://doi.org/10.3390/sym17091475
Govindarao L, Al-Ghafri KS, Mohapatra J, Nhan TA. Stable and Convergent High-Order Numerical Schemes for Parabolic Integro-Differential Equations with Small Coefficients. Symmetry. 2025; 17(9):1475. https://doi.org/10.3390/sym17091475
Chicago/Turabian StyleGovindarao, Lolugu, Khalil S. Al-Ghafri, Jugal Mohapatra, and Thȧi Anh Nhan. 2025. "Stable and Convergent High-Order Numerical Schemes for Parabolic Integro-Differential Equations with Small Coefficients" Symmetry 17, no. 9: 1475. https://doi.org/10.3390/sym17091475
APA StyleGovindarao, L., Al-Ghafri, K. S., Mohapatra, J., & Nhan, T. A. (2025). Stable and Convergent High-Order Numerical Schemes for Parabolic Integro-Differential Equations with Small Coefficients. Symmetry, 17(9), 1475. https://doi.org/10.3390/sym17091475