volume 34, issue 3, P1033-1052 2018
DOI: 10.1002/num.22244
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Abstract: We introduce and analyze a strongly stable numerical method designed to yield good performance under challenging conditions of irregular or mismatched initial data for solving systems of coupled partial integral differential equations (PIDEs). Spatial derivatives are approximated using second order central difference approximations by treating the mixed derivative terms in a special way. The integral operators are approximated using one and two–dimensional trapezoidal rule on an equidistant grid. Computationa…

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