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

DOI10.1016/J.CAMWA.2015.07.018MaRDI QIDQ2006469zbMATH OpenOpenAlexFDO

Authors Josef Rebenda, Zdeněk Šmarda

Publication date 11 October 2020

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

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

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)

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.

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Cited in

(4)

• High-order nonlinear initial-value problems countably determined
• scientific article; zbMATH DE number 5630877 (Why is no real title available?)
• 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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