A second-order BDF compact difference scheme for fractional-order Volterra equation

Chen Hongbin Gan Siqing Xu Da Liu Qiwen · 2016

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期刊名称：

International Journal of Computer Mathematics 2016 年 93 卷 7 期

发表日期：

2016.07.02

摘要：

In this paper, a second-order backward differentiation formula compact difference scheme with the truncation error of order (Formula presented.) for time and 4 for space to fractional-order Volterra equation is considered. The integral term is treated by means of the second-order convolution quadrature suggested by Lubich and fourth-order accuracy compact approximation is applied for the second-order space derivative. The stability and convergence of the compact difference scheme in a new norm are proved by the energy method. Numerical experiments that are in total agreement with our analysis are reported.