Three-layer finite-difference method for linear partial differential-algebraic systems (Q610326)

The paper deals with numerical approximation for solutions of initial boundary value problems of first order linear partial differential-algebraic systems that have a special structure of a matrix pencil. This allows to split the system into a system of ordinary differential equations, a hyperbolic system and a linear algebraic system. The numerical approach is based on a three-layer finite difference method that relies on the spline-collocation method. In this framework, convergence and stability of the method are achieved.