An Implicit Compact Finite Di?????Erence Method For Partial Integro-Di?????Erential Di?????Usion Equations

Abstract

This Thesis Deals With Numerical Solution Of Some Partial Integro-Di??��Erential Equations Which Occur In Di??��Usion Partial Di??��Erential Equations. The Numerical Solution Described In This Thesis Is Based On The Compact ???Nite Di??��Erence Method (Cfdm), A Numerical Method Based On Second Order ???Nite Di??��Erence Method, Is Presented For The Solution Of Partial Integro-Di??��Erential Equation (Pide). A Composite Weighted Trapezoidal Rule Is Manipulated To Handle The Numerical Integrations Which Results In A Closed-Form