Numerical methods for a class of nonlinear integro-differential equations

  • Authors:
  • R. Glowinski;L. Shiau;M. Sheppard

  • Affiliations:
  • Department of Mathematics, University of Houston, Houston, USA 77204;Department of Mathematics, University of Houston, Clear Lake, Houston, USA 77058;Department of Mathematics, University of Houston, Clear Lake, Houston, USA 77058

  • Venue:
  • Calcolo: a quarterly on numerical analysis and theory of computation
  • Year:
  • 2013

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Abstract

In a previous article (Glowinski, J. Math. Anal. Appl. 41, 67---96, 1973) the first author discussed several methods for the numerical solution of nonlinear equations of the integro-differential type with periodic boundary conditions. In this article we discuss an alternative methodology largely based on the Strang's symmetrized operator-splitting scheme. Several numerical experiments suggest that the new method is robust and accurate. It is also easier to implement than the various methods discussed by Glowinski in J. Math. Anal. Appl. 41, 67---96 (1973).