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Autori principali: Chatterjee, Soham, Natarajan, Vivek
Natura: Preprint
Pubblicazione: 2025
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Accesso online:https://arxiv.org/abs/2509.20960
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author Chatterjee, Soham
Natarajan, Vivek
author_facet Chatterjee, Soham
Natarajan, Vivek
contents We consider an 1D partial integro-differential equation (PIDE) comprising of an 1D parabolic partial differential equation (PDE) and a nonlocal integral term. The control input is applied on one of the boundaries of the PIDE. Partitioning the spatial interval into $n+1$ subintervals and approximating the spatial derivatives and the integral term with their finite-difference approximations and Riemann sum, respectively, we derive an $n^{\rm th}$-order semi-discrete approximation of the PIDE. The $n^{\rm th}$-order semi-discrete approximation of the PIDE is an $n^{\rm th}$-order ordinary differential equation (ODE) in time. We establish some of its salient properties and using them prove that the solution of the semi-discrete approximation converges to the solution of the PIDE as $n\to\infty$. We illustrate our convergence results using numerical examples. The results in this work are useful for establishing the null controllability of the PIDE considered.
format Preprint
id arxiv_https___arxiv_org_abs_2509_20960
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On the convergence of a numerical scheme for a boundary controlled 1D linear parabolic PIDE
Chatterjee, Soham
Natarajan, Vivek
Systems and Control
We consider an 1D partial integro-differential equation (PIDE) comprising of an 1D parabolic partial differential equation (PDE) and a nonlocal integral term. The control input is applied on one of the boundaries of the PIDE. Partitioning the spatial interval into $n+1$ subintervals and approximating the spatial derivatives and the integral term with their finite-difference approximations and Riemann sum, respectively, we derive an $n^{\rm th}$-order semi-discrete approximation of the PIDE. The $n^{\rm th}$-order semi-discrete approximation of the PIDE is an $n^{\rm th}$-order ordinary differential equation (ODE) in time. We establish some of its salient properties and using them prove that the solution of the semi-discrete approximation converges to the solution of the PIDE as $n\to\infty$. We illustrate our convergence results using numerical examples. The results in this work are useful for establishing the null controllability of the PIDE considered.
title On the convergence of a numerical scheme for a boundary controlled 1D linear parabolic PIDE
topic Systems and Control
url https://arxiv.org/abs/2509.20960