Stability of difference schemes for hyperbolic-parabolic equations (Q813219)

The author study the stability of finite difference schemes for the hyperbolic-parabolic equation with a nonlocal initial condition: \[ \begin{alignedat}{3} u_{tt}(t)+Au(t)&=f(t),&\quad 0&\leq t\leq 1,&\quad &u(-1)= \alpha u(\mu )+\beta u'(\lambda )+\varphi ,\\ u_t(t)+Au(t)&=g(t), &\quad-1&\leq t\leq 0, &\quad &| \alpha| ,| \beta | \leq 1, \quad 0<\mu ,\lambda\leq 1, \end{alignedat} \] in a Hilbert space \(H\) with a self-adjoint positive definite operator \(A\). The numerical approximation of the above hyperbolic-parabolic equation has been extensively studied for the case \(\beta =0\). This paper is concerned with \(\beta\not =0\). First, the authors present a first-order resp. a second-order finite difference schemes for the above hyperbolic-parabolic equation. Then, using straightforward calculations and Abel's formula, the authors establish the stability of the schemes under suitable assumptions. Finally, a numerical example is presented to demonstrate the theoretical analysis.