scientific article; zbMATH DE number 1269446

Initial value problems for second-order parabolic equations (35K15) 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)

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The paper is concerned with the first boundary value problem \[ u(x,0)= u_0(x)\quad\text{for }x\in\Omega,\quad u(0,t)= u(\ell,t)= 0\quad\text{for }t> 0, \] for the one-dimensional parabolic equation \[ \partial u/\partial t= \partial^2u/\partial x^2+ f(x,t),\quad (x,t)\in Q_T, \] where \(\overline Q_T= \overline\Omega\times [0,T]\) and \(\overline\Omega= \{x:0\leq x\leq \ell\}\). This problem is approximated by the purely implicit finite difference scheme on nonuniform spatial grid in \(x\) and on the temporal grid in time \(t\) with a constant step. The main result here is the proof of the unconditional second-order convergence without any restriction on grid steps. For the two-dimensional parabolic equation \[ \partial u/\partial t= \partial^2u/\partial x^2_1+ \partial^2u/\partial x^2_2+ f(x,t), \] the authors newly construct and investigate finite difference schemes of the higher-order accuracy on arbitrary nonuniform rectangular grids, as well as obtain a priori estimates for the stability and convergence of the grid solution.

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