A monotone weighted average method for a non-linear reaction–diffusion problem

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The author considers the first initial-boundary value problem for the two-dimensional heat equation with a right-hand side \(f\) depending on the solution \(u\). This problem is discretized in a standard manner using the fully implicit or the Crank-Nicolson scheme. To solve the obtained system of nonlinear equations (and assuming \(0\leq f_u\leq const\) for the derivative of \(f\) with respect to \(u)\), an iteration is set up which converges monotonously when started from a lower or upper solution. The latter are found solving additional linear difference problems. The author does not investigate questions of existence or smoothness of the analytical solution but proves convergence to the discrete solution with a rate essential linear in the time step. Moreover, using a Shishkin-type grid, he proves that the convergence is uniform in the heat conduction coefficient. He also provides numerical results illustrating his theory.











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