Compact finite difference methods for high order integro-differential equations

摘要

High order integro-differential equations (IDEs), especially nonlinear, are usually difficult to solve even numerically. In this chapter, we give a highly accurate compact finite difference method to efficiently solve integro-differential equations, including high order and nonlinear problems. By numerical experiments, we show that compact finite difference method for integro-differential equations is fast and can obtain a high accuracy.