No label defined (Q4936469)

The authors present a finite difference scheme for the problem \[ \begin{gathered} \frac{\partial u}{\partial t}- a \frac{\partial^2 u}{\partial x^2}+\sum \limits_{j=1}^n a_{j}(t)u(x_{j},t)=f(x,t), \quad x_j \in [0,1], \tag{1} \\ u(x,0)=\varphi(x), \quad \frac{\partial u}{\partial x}(0,t)=0,\quad \frac{\partial u}{\partial x}(l,t)=0. \end{gathered} \] The equation (1) is approximated by a finite difference scheme on the uniform grid \(x_i= \Delta i\), \(t_k=\tau k\), \(i=0,\dots, I\), \(k=0,1, \dots\) . Here \(\Delta\) is the step on the \(x\)-axis and \(\tau\) is the time step. The authors obtain an estimate for the approximate solution to this initial-boundary value problem in the uniform grid norm which implies its unconditional stability and convergence.