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Artificial boundary conditions for parabolic Volterra integro-differential equations on unbounded two-dimensional domains
Institution:1. Department of Mathematics Sciences, Tsinghua University, Beijing 100084, PR China;2. Department of Mathematics and Statistics, Memorial University of Newfoundland, St. John''s, NL, Canada A1C 5S7;3. Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing 100080, PR China
Abstract:In this paper we study the numerical solution of parabolic Volterra integro-differential equations on certain unbounded two-dimensional spatial domains. The method is based on the introduction of a feasible artificial boundary and the derivation of corresponding artificial (fully transparent) boundary conditions. Two examples illustrate the application and numerical performance of the method.
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