Three-layer finite-difference method for linear partial differential-algebraic systems (Q610326)
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English | Three-layer finite-difference method for linear partial differential-algebraic systems |
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Three-layer finite-difference method for linear partial differential-algebraic systems (English)
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8 December 2010
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The paper deals with numerical approximation for solutions of initial boundary value problems of first order linear partial differential-algebraic systems that have a special structure of a matrix pencil. This allows to split the system into a system of ordinary differential equations, a hyperbolic system and a linear algebraic system. The numerical approach is based on a three-layer finite difference method that relies on the spline-collocation method. In this framework, convergence and stability of the method are achieved.
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three-layer finite difference method
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collocation method
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initial boundary value problems
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first order linear partial differential-algebraic systems
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matrix pencil
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hyperbolic system
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spline-collocation method
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convergence
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stability
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