Convergence analysis of an iterative scheme for solving initial value problem for multidimensional partial differential equations

DOI10.1016/J.CAMWA.2015.07.018zbMATH Open1443.35028arXiv1412.8756OpenAlexW2301825533MaRDI QIDQ2006469FDOQ2006469

Authors: Josef Rebenda, Zdeněk Šmarda 

Publication date: 11 October 2020

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Abstract: A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization, linearization or small perturbations and therefore significantly reduces numerical computations. Rigorous convergence analysis of presented technique and an error estimate are included as well. Several numerical examples for high dimensional initial value problem for heat and wave type partial differential equations are presented to demonstrate reliability and performance of proposed iterative scheme.

Full work available at URL: https://arxiv.org/abs/1412.8756

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zbMATH Keywords

convergence analysiserror estimateinitial value problemiterative schemepartial differential equationBanach fixed-point theorem

Mathematics Subject Classification ID

Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Theoretical approximation in context of PDEs (35A35) Initial-boundary value problems for nonlinear higher-order PDEs (35G31) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)

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Cited In (4)

• High-order nonlinear initial-value problems countably determined
• Title not available (Why is that?)
• Choice of an initial guess for Newton's method to solve nonlinear differential equations
• Convergence analysis of iterative methods by pseudodifference operators

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