Abstract
A spatial two-grid compact difference method for the nonlinear Volterra integro-differential equations with the Abel kernel is proposed to reduce the computational cost and improve the accuracy of the scheme. The proposed scheme firstly solves a small nonlinear compact finite difference system on a coarse grid and then solves a large linear compact finite difference system on a fine grid based on the coarse-grid solution using Newton’s linearization and the higher-order mapping operator. Then, we combine the properties of the higher-order mapping operator with the two-grid analysis method as well as the singularity of the solutions to prove the stability and convergence of the proposed algorithm under the \(L^2\)-norm with the order \(O(\tau ^2+H^8+h^4)\). Moreover, the constructed method is extended to the two-dimensional case. Several numerical experiments verify the effectiveness of the proposed method and show its competitiveness compared with the existing methods.
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Acknowledgements
The authors are grateful for helpful suggestions from the reviewers.
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This work was partially supported by the Taishan Scholars Program of Shandong Province (No. tsqn202306083), the National Natural Science Foundation of China (No. 12301555), and the National Key R &D Program of China (No. 2023YFA1008903).
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Chen, H., Zaky, M.A., Zheng, X. et al. Spatial two-grid compact difference method for nonlinear Volterra integro-differential equation with Abel kernel. Numer Algor 98, 677–718 (2025). https://doi.org/10.1007/s11075-024-01811-1
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DOI: https://doi.org/10.1007/s11075-024-01811-1
Keywords
- Nonlinear Volterra integro-differential equation
- Spatial two-grid algorithm
- Temporal second-order scheme
- Compact difference method
- Stability and convergence