The convergence and stability of splitting finite-difference schemes for nonlinear evolutionary equations (Q852291)

The main aim of this paper is to investigate the initial boundary value problem for a two-dimensional nonlinear evolutionary equation of the type \[ \begin{aligned} u_t=a\Delta u +f(u,u^*), &\quad (x,t) \in \Omega \times [0,T],\\ u(x,0)=u_0(x), &\quad x \in \overline \Omega,\\ u(x,t)=0,&\quad (x,t) \in \partial \Omega \times [0,T], \end{aligned} \] where \(\Omega = [0,1]\times[0,1]\), \( a = a_1+i a_2, \;\;a_1\geq 0, | a| \geq 0\) is a complex valued constant, \(u\) is a complex valued function and \(u^*\) denotes the complex conjugate function. The partial derivatives of the function \(f\) of both variables are continuous up to second order and bounded in some sense. This problem, depending on the shape of value \(a\) represents the Schrödinger equation, the Kuramoto-Tsuzuki equation or the heat equation. A numerical finite difference scheme is derived for this problem. This scheme uses splitting method. First the problem is splitted into a linear and a nonlinear part. The linear part then can also be split into a locally one dimensional problem. For the nonlinear part the authors propose an iteration scheme of the form \[ {z^{(n+1)}-z\over\tau} = f\left( {z^{(n)}+z \over2},{z^{(n)*}+z^*\over2}\right), \quad z^{(0)}=z, \;n \rightarrow \infty \] where \( \tau\) is the time step. For the linear part the usual finite difference scheme or a dimension splitting and then the finite difference scheme is used. First some properties of the grid function and the nonlinear function \(f\) are proved. Then the convergence of the proposed scheme to the continuous solution and some stability estimation are proved in \(L_2\) and \(C\) functional spaces.