Stability of weighted difference schemes (Q2638738)

The stability (in the norms \(C_ h\), or \(L_{ph}\), \(1\leq p<\infty)\) of weighted difference schemes for the partial differential equation \(\frac{\partial u}{\partial t}=a(x)\frac{\partial^ 2u}{\partial x^ 2}+b(x)\frac{\partial u}{\partial x}+c(x)u,\) \(0<x<1\), \(0<t<T\) with boundary value conditions of the 1st, 2nd or 3rd kind, respectively, is studied. Here \(a>0\) is continuous, b, c are bounded. Let \(\sigma\) be the weight and h(\(\tau\)) be the step on the x-axis. Conditions are given between \(\tau\), \(\sigma\) under which the schemes are stable for arbitrary h.