Compact finite difference scheme for the solution of a time fractional partial integro-differential equation with a weakly singular kernel

2017 ◽  
Vol 40 (18) ◽  
pp. 7627-7639 ◽  
Author(s):  
Akbar Mohebbi
Author(s):  
Shufang Hu ◽  
Wenlin Qiu ◽  
Hongbin Chen

Abstract A predictor–corrector compact finite difference scheme is proposed for a nonlinear partial integro-differential equation. In our method, the time direction is approximated by backward Euler scheme and the Riemann–Liouville (R–L) fractional integral term is treated by means of first order convolution quadrature suggested by Lubich. Meanwhile, a two-step predictor–corrector (P–C) algorithm called MacCormack method is used. A fully discrete scheme is constructed with space discretization by compact finite difference method. Numerical experiment presents the scheme is in good agreement with the theoretical analysis.


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