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Numerical solution of partial integrodifferential equations of diffusion type. (English) Zbl 1427.65280

Summary: A collocation method based on linear Legendre multiwavelets is developed for numerical solution of one-dimensional parabolic partial integrodifferential equations of diffusion type. Such equations have numerous applications in many problems in the applied sciences to model dynamical systems. The proposed numerical method is validated by applying it to various benchmark problems from the existing literature. The numerical results confirm the accuracy, efficiency, and robustness of the proposed method.

MSC:

65M70 Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
65R20 Numerical methods for integral equations
65T60 Numerical methods for wavelets
45K05 Integro-partial differential equations
Full Text: DOI

References:

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