Besse relaxation difference scheme for a nonlinear integro-differential equation

Abstract

In this paper, Besse relaxation difference and compact difference scheme for a nonlinear integro-differential equation, which is crucial in modeling complex systems with memory and nonlocal effects, are proposed. A Besse relaxation difference scheme is developed by combining Besse relaxation time discretization with second-order spatial discretization, in which the Besse relaxation technique enhanced the accuracy and stability of dealing with nonlinear terms. To further improve spatial accuracy, a fourth-order compact finite difference approximation is used to construct the Besse relaxation compact difference scheme. To verify the effectiveness of the proposed Besse relaxation difference schemes, we have established the unconditional stability and optimal convergence of both methods in the discrete L2 norms. Numerical experiments demonstrate that these relaxation schemes attain the predicted convergence rates and high accuracy for smooth solutions, singular solutions, as well as featuring unbounded derivatives solutions.