Application of splines to the approximate determination of the classical solution of the Cauchy problem for a first-order quasilinear equation (Q1098249)

For the semilinear, scalar equation \(u_ t+a(u)u_ x=0\) the Cauchy problem may be solved by the method of characteristics, so long as no shocks form. This idea serves as the basis of the following numerical method. Consider partitions of the real line and of the t-axis. Suppose that at time \(t_{i-1}^ a \)cubic spline \(s_{i-1}\) approximating u is given. The equation \(v(x,t_ i)=s_{i-1}(x-(t_ i-t_{i-1})a(v(x,t_ i)))\) is solved for \(v(x_ j,t_ i)\) at the knots \(x_ j\), and \(s_ i\) is defined as the cubic spline which interpolates \(v(x_ j,t_ i)\). A convergence theorem is proved.