A Compact Difference Scheme for the Time-Fractional Partial Integro-Differential Equation with a Weakly Singular Kernel

Abstract

In this paper, we construct a compact difference scheme for the time-fractional partial integro-differential equation. This model involves two nonlocal terms in time, i.e., a Caputo time-fractional derivative and an integral term with memory. We obtain the stability and the discrete $L_{2}$ convergence with second-order in time and fourth-order in space by the energy method. Two numerical examples are provided to confirm the theoretical results.