Crank-Nicolson/quasi-wavelets method for solving fourth order partial integro-differential equation with a weakly singular kernel

  • Authors:
  • Xuehua Yang;Da Xu;Haixiang Zhang

  • Affiliations:
  • Department of Mathematics, Hunan Normal University, 410081 Changsha, PR China;Department of Mathematics, Hunan Normal University, 410081 Changsha, PR China;School of Mathematics, Central South University, 410075 Changsha, PR China

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2013

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Abstract

In this paper, we study a novel numerical scheme for the fourth order partial integro-differential equation with a weakly singular kernel. In the time direction, a Crank-Nicolson time-stepping is used to approximate the differential term and the product trapezoidal method is employed to treat the integral term, and the quasi-wavelets numerical method for space discretization. Our interest in the present paper is a continuation of the investigation in Yang et al. [33], where we study discretization in time by using the forward Euler scheme. The comparisons of present results with the previous ones show that the present scheme is more stable and efficient for numerically solving the fourth order partial integro-differential equation with a weakly singular kernel. We also tested the method proposed on several one and two dimensional problems with very promising results. Besides, in order to demonstrate the power of the quasi-wavelets method in comparison with standard discretization methods we also consider the high-frequency oscillation problems with the integro-differential term.