scientific article; zbMATH DE number 1498360
convergencedegenerate parabolic equationfinite difference methodmixed-type equationnonclassical boundary value problemnumerical examples
Initial value problems for second-order parabolic equations (35K15) Degenerate parabolic equations (35K65) PDEs of mixed type (35M10) 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)
The author studies a nonclassical boundary value problem for a parabolic equation with variable time direction of the following form: \[ \begin{alignedat}{2} &\frac{\partial u}{\partial t}=mx\frac{\partial^2 u}{\partial^2 x},& & \\ &u(x,0)=\varphi (x), & \quad 0\leq & \;x\leq l,\\ &u(x,T)=\Phi (x), & \quad -l\leq & \;x\leq 0,\\ &u(\pm l,t)=\mu_{\pm}(t),& \quad 0\leq & \;t\leq T, \end{alignedat} \] in the rectangle domain \(Q = \{(x,t) \mid -l<x<l,\;0<t<T\}\). Here \(m=m_1>0\) for \(x<0\) and \(m=m_2>0\) for \(x>0\). The basic observation that guarantees solvability of the problem under consideration is the so-called sew condition for the function \(u\) and its derivative \(\partial u/\partial x\) [see \textit{I.~E.~Egorov}, Sov. Math., Dokl. 38, No. 3, 659-661 (1989; Zbl 0696.35092)]. The author studies sew conditions which depend on the behavior of the function \(mxu_{xx}\) as \(|x|\to 0\). Existence and uniqueness is proven for a difference solution to the corresponding discrete problem as well as convergence of the solution to an exact solution to the initial problem in \(W^{2,1}_2\). Numerical calculations are also discussed which illustrate the above theoretical conclusions.
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