A PROBLEM WITH PARAMETER FOR THE INTEGRO-DIFFERENTIAL EQUATIONS

The article proposes a numerically approximate method for solving a boundary value problem for an integro-differential equation with a parameter and considers its convergence, stability, and accuracy. The integro-differential equation with a parameter is approximated by a loaded differential equation with a parameter. A new general solution to the loaded differential equation with a parameter is introduced and its properties are described. The solvability of the boundary value problem for the loaded differential equation with a parameter is reduced to the solvability of a system of linear algebraic equations with respect to arbitrary vectors of the introduced general solution. The coefficients and the right-hand sides of the system are compiled through solutions of the Cauchy problems for ordinary differential equations. Algorithms are proposed for solving the boundary value problem for the loaded differential equation with a parameter. The relationship between the qualitative properties of the initial and approximate problems is established, and estimates of the differences between their solutions are given.

A grid method for solving the first initial boundary value problem for a loaded differential equation of fractional order convection diffusion

Рассмотрена первая начально-краевая задача для нагруженного дифференциального уравнения конвекции диффузии дробного порядка. На равномерной сетке построена разностная схема, аппроксимирующая эту задачу. Для решения поставленной задачи в предположении существования регулярного решения получены априорные оценки в дифференциальной и разностной формах. Из этих оценок следуют единственность и непрерывная зависимость решения от входных данных задачи, а также сходимость со скоростью $O(h^2+\\tau^2)$. The first initial boundary value problem for a loaded differential equation of fractional order convection diffusion is considered. A difference scheme approximating this problem is constructed on a uniform grid. To solve the problem, assuming the existence of a regular solution, a priori estimates in differential and difference forms are obtained. From these estimates follow the uniqueness and continuous dependence of the solution on the input data of the problem, as well as the convergence with the rate $O(h^2+\\tau^2)$.

Well-posedness of problem with parameter for an integro-differential equation

A problem with parameter for an integro-differential equation is approximated by a problem with parameter for a loaded differential equation. The well-posedness of a problem with parameter for the integro-differential equation is established in the terms of the well-posedness of a problem with parameter for the loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are set. A new general solution to the loaded differential equation with parameter is presented, and its properties are described. The problem with parameter for the loaded differential equation is reduced to a system of linear algebraic equations with respect to the arbitrary vectors of a general solution introduced. The system’s coefficients and right-hand sides are computed by solving the Cauchy problems for ordinary differential equations.