Rothe's method for the heat equation and boundary integral equations (Q1366816)

The paper deals with the exterior initial boundary value problem for the heat equation in two space variables in the finite time interval. Discretizing the time derivative by the Euler backward difference quotient (Rothe's method) a system \((B_n)\) of Dirichlet boundary value problems is obtained. Now a singular solution to \(B_n\) is constructed and the corresponding single-layer potential \(U_n\) and double-layer potential \(V_n\) are defined. These potentials solve the system \((B_n)\) provided its densities satisfy the recurrence system of integral equations: the system \((S_n)\) of the first kind in the case of the potentials \(U_n\) and the system \((D_n)\) of the second kind if the potentials \(V_n\) are used. It is the advantage of the presented method that the obtained equations contain the boundary integrals only, so the numerical integration is more simple than in the traditional method using volume potentials. The paper contains two theorems concerning the unique solvability of systems \((S_n)\), \((D_n)\), \((B_n)\) (the proofs only sketched) and an error estimate which is proved in detail. Some remarks concerning the numerical solution of the integral equations \((S_n)\) and \((D_n)\) are given and two numerical examples are presented.