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Spatial two-grid compact difference method for nonlinear Volterra integro-differential equation with Abel kernel

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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.

Funding

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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X. Zheng: Funding acquisition, writing—review and editing, writing—original draft.

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Correspondence to Wenlin Qiu.

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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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