The boundary conditions for locally one-dimensional schemes for multi- dimensional parabolic equations (Q1803141)

The decomposition of parabolic initial-boundary value problems in multi- dimensional domains into a sequence of locally one-dimensional problems is considered. Especially, the important question of the formulation of the boundary conditions for the locally one-dimensional problems is discussed. The authors propose a formulation using the decomposition of the elliptic differential operator. Convergence is proved for the resulting finite difference schemes of first and second order of accuracy with respect to the time parameter \(t\). Numerical examples show that the discretization error does not deteriorate for increasing \(t\).