Indexes and special discretization methods for linear partial differential algebraic equations
convergencefull discretizationlinear partial differential algebraic equationsmethod of linesnumerical examples
Initial value problems for second-order parabolic equations (35K15) Partial functional-differential equations (35R10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)
The authors consider linear partial differential algebraic equations with constant matrix coefficients of the form \[ Au_t (t,x)+Bu_{xx} (t,x)+Cu(t,x)=f(x,t)\tag{1} \] where \(A, B, C \in R^{n\times n}\), at least one of the matrices \(A\) and \(B\) is singular and none of the matrices \(A\) or \(B\) is the zero matrix. The equation (1) is supplemented by the boundary (BCs) and initial conditions (ICs) at that, in general, any ICs and BCs cannot be prescribed for all components of the solution vector \(u(t,x)\). Two numerical schemes by means of the method of lines and the scheme of the full discretization (BTCS) of initial boundary value problems for (1) are constructed. The influence of the differential spatial and the uniform differential time index on the convergence of the numerical solution to the exact solution is studied. Numerical examples using the BTCS scheme are presented.
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