scientific article; zbMATH DE number 1431661

Publication date 13 April 2000

convergence finite-difference approximation scheme forward-backward parabolic equation nonclassical problem

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)

Review text

A numerical approach is suggested for solving a nonclassical initial-boundary value problem of the form \[ \begin{gathered} c(x,t)u_t = u_{xx} -du + f(x,t), \quad (x,t)\in Q_T,\\ \begin{alignedat}{2} u(x,0) &= 0, \quad l_1\leq x\leq l_2, &\qquad\qquad u(l_1,t) &= 0, \quad 0\leq t\leq T,\\ u(x,T) &= 0, \quad l_1\leq x\leq l_2, &\qquad\qquad u(l_2,t) &=0, \quad 0\leq t\leq T \end{alignedat} \end{gathered} \] in the domain \(Q_T = Q_T^+\cup Q_T^-\), where \[ \begin{aligned} Q^+_T & = \{(x,t)\mid\xi(t) <x<l_2,\;0<t\leq T\}, \quad l_1=\xi(0);\\ Q^-_T & = \{(x,t)\mid l_1 <x<\xi(t),\;0<t\leq T\}, \quad l_2=\xi(T), \end{aligned} \] and \(c(x,t) > 0\) \((c(x,t)< 0)\) for \((x,t)\in Q_T^+ \;((x,t)\in Q_T^-)\). The curve \(\xi(t)\) is determined by the equation \(c(\xi(t),t)=0\) and is assumed to be a sufficiently smooth nondecreasing function. A finite-difference approximation scheme is applied to the above problem and its convergence in \(L_2\) is proven.

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