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In this paper, we solve a non-linear reaction–diffusion system with Dirichlet–Neumann mixed boundary conditions using a finite difference method (FDM) in space and the implicit midpoint method in time. This type of system appears, e.g., in the mathematical modeling of light-controlled drug delivery. One of the key results of this paper is the proof that the method has superconvergence second-order in space in a discrete H 1 -norm and optimal second-order convergence in time in a discrete L 2 -norm. Our result relies on the direct analysis of a suitable error equation, avoiding the classic construction of consistency plus stability implies convergence. One advantage of such an analysis technique is the establishment of the method's non-linear stability in an elegant way. Numerical examples support the theoretical convergence result. [ABSTRACT FROM AUTHOR]

Abstract: In this paper we study numerical methods for integro-differential initial boundary value problems that arise, naturally, in many applications such as heat conduction in materials with memory, diffusion in polymers and diffusion in porous media. Here, we propose finite difference methods to compute approximations for the continuous solutions of such problems. We analyze stability and study convergence for those methods. Supraconvergent estimates are obtained. As such methods can be seen as lumped mass methods, our supraconvergent result corresponds to a superconvergent property in the context of finite element methods. Numerical results illustrating the theoretical results are included. [ABSTRACT FROM AUTHOR]