IMA Journal of Numerical Analysis Advance Access published online on February 26, 2009
IMA Journal of Numerical Analysis, doi:10.1093/imanum/drn075
A second-order accurate numerical method for a semilinear integro-differential equation with a weakly singular kernel

Department of Mathematics and Statistics, King Fahd University of Petroleum and Minerals, Dhahran 31261, Saudi Arabia

Department of Mining and Materials Engineering, McGill University, Montreal, Canada
Corresponding author. Email: kassem{at}kfupm.edu.sa
Email: hussein.mustapha{at}mcgill.ca
Received on 30 August 2007. Revised on 1 May 2008.
| Abstract |
|---|
We study a generalized extrapolated Crank–Nicolson scheme for the time discretization of a semilinear integro-differential equation with a weakly singular kernel, in combination with a space discretization by linear finite elements. The scheme uses variable grids in time to compensate for the singular behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the error is of order k2 + h2, where k and h are the parameters for the time and space meshes, respectively. The results of numerical computations demonstrate the convergence of our scheme.
Key Words: integro-differential equation; weakly singular kernel; nonuniform time steps; quadrature error; finite elements; Gronwall's lemma