Difference schemes with different time mesh-sizes in subdomains for solving multidimensional parabolic equations (Q1921798)

The author introduces difference schemes for the following parabolic initial-boundary value problem \[ \partial u/\partial t + {\mathcal A}u = f \text{ in }\Omega \times [0,T], \quad u = u_0 \text{ on } \partial \Omega \times [0,T], \quad u(x,0) = u_0(x) \text{ in } \Omega, \tag{1} \] where \(\Omega \subset \mathbb{R}^l\) and the data are such that there exists a unique solution of (1) in the space \(C^{2,4} (\Omega \times [0,T])\). A grid \(\omega_h \times \omega_\tau\) in the domain \(\Omega \times [0,T]\) with \(\omega_\tau = \{t_n = n\tau,\;n = 0,\dots, N\}\) and \(\tau = T/N\) is constructed. For every \(t \in [t_n, t_{n+1}]\), the grid \(\omega_h\) is assumed to be partitioned into two subdomains in such a way that all singularities of the solution remain in one of these subdomains. An algorithm of constructing systems of implicit difference equations is given. It uses different time steps in each subdomain and some interpolation procedures on the interface between them. Under suitable hypotheses on the sequence of grids \(\{\omega_h\}_h\), the following convergence result is proved: if the operator \(\mathcal A\) is approximated by a suitable difference one with order \(h^\alpha\) with \(\alpha \geq 1\), then the solution of the difference scheme converges to the solution of (1) with an error of order \(O(\tau, h^\alpha)\). In the situation when the gradient front appears in the domain, a mixed implicit-explicit scheme is proposed. In this case the convergence theorem for the algorithm is also presented.