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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 1998 Volume 1, Number 4, Pages 347–362 (Mi sjvm315)

On the locally one-dimensional schemes for solving the third boundary value parabolic problems in nonrectangular domains

Yu. M. Laevsky, O. V. Rudenko

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Abstract: The paper deals with studying some modifications of the local one-dimensional schemes for solving the mixed and the third boundary value parabolic problems in nonrectangular domains. Contrary to the usual schemes with the error estimate $O(h+\tau/\sqrt h)$, these modifications have unconditional convergence with the error estimate $O(h+\tau)$ for the problem with the mixed boundary conditions of special type and $O(h+\tau^{5/6})$ for the third boundary value problem.

UDC: 519.63

Received: 09.04.1998



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