Efficient and accurate temporal second‐order numerical methods for multidimensional multi‐term integrodifferential equations with the Abel kernels

Abstract This work develops two temporal second‐order alternating direction implicit (ADI) numerical schemes for solving multidimensional parabolic‐type integrodifferential equations with multi‐term weakly singular Abel kernels. For the two‐dimensional (2D) case, applying the Crank–Nicolson method and product integration rule to discretizations of temporal derivative and integral terms, respectively, and the spatial discretization is proposed using a compact difference formulation combined with the ADI algorithm; for the three‐dimensional case, the method of temporal discretization is the same as the 2D case, and then we employ the standard finite difference in space to construct a fully discrete ADI finite difference scheme. The ADI technique is used to reduce the calculation cost of the high‐dimensional problem. Besides, the stability and convergence of two ADI schemes are rigorously proved by the energy argument, in which the first scheme converges to the order , where , , and denote the time‐space step sizes, respectively, and the second scheme converges to the space‐time second‐order accuracy. Finally, the numerical results verify the correctness of the theoretical analysis and show that the method of this article is competitive with the existing research work.