A linearized difference scheme for semilinear parabolic equations with nonlinear absorbing boundary conditions (Q426546)

The authors develop a three level linearized difference scheme to numerically approximate the solution of the semilinear parabolic equation \(u_t-u_{xx}=u^p\) \(x\in \mathbb{R}\), \(t>0\), subject to the initial condition \(u(x,0)=u_0(x)\). The difference scheme is coupled with an adaptive time step size in order to deal with the fact that the analytic solution blows up in finite time. Solvability, stability and convergence of the proposed numerical scheme is obtained by energy methods. Various numerical experiments are presented to support the theoretical findings.