Combined iterative methods for numerical solutions of parabolic problems with time delays (Q1126647): Difference between revisions

Parabolic boundary value problems with time delays are studied, especially from the numerical point of view. Two monotone iterative schemes for solving these problems are derived. These schemes include a combination of the method of upper-lower solutions and the Jacobi or the Gauss-Seidel method. Existence of a unique numerical solution of the problem between the lower and upper solutions is proved (Theorem 2.1). Sequences of iterates of lower and upper solutions converge to the continuous solution in each point of the time-space mesh (Theorem 3.1). Numerical stability of the monotone iterative algorithm is proved (Theorem 3.2).