Uniform convergence of the implicit difference scheme of a nonlinear boundary-value problem for a second-order nonlinear parabolic equation
M. N. Yakovlev
Abstract:
The nonlinear boundary-value problem for the parabolic equation
\begin{gather}
\dfrac{\partial u}{\partial t}=F(t,x,u,\dfrac{\partial u}{\partial x},\dfrac{\partial^2u}{\partial x^2})\quad
0<t\leqslant T,\quad 0\leqslant x<1
\tag{1}
\\
u(0,x)=\omega(x),\quad 0<x\leqslant1
\tag{2}
\\
\dfrac{\partial u(t,0)}{\partial x}=\varphi(t,u(t,0)),\quad u(t,1)=0,\quad 0<t\leqslant T
\tag{3}
\end{gather}
is approximated by the boundary-value difference problem
\begin{gather}
P_{i0}(u_{ij})=\dfrac{u_{i0}-u_{i-1,0}}{\tau}-F(t_1,0,u_{i0},\varphi(t_i,u_{i0}),\quad
\dfrac{2}{h}\biggl[\dfrac{u_{i1}-u_{i0}}{h}-\varphi(t_i,u_{i0})\biggr]\quad i=1,\dots,m
\tag{4}
\\
P_{ij}(u_{ij})=\dfrac{u_{ij}-u_{i-1,j}}{\tau}-F(t_i,x_j,\delta u_{ij},\Delta u_{ij}),\quad
i=1,2,\dots,m,\quad j=1,\dots,n
\tag{5}
\\
u_{0j}=\omega_j\quad j=0,1,\dots,n;\quad u_{i,n+1}=0\quad i=1,\dots,m
\tag{6}
\\
\delta u_{ij}=\dfrac{1}{2h}[u_{i,j+1}-u_{i,j-1}],\quad
\Delta u_{ij}=\dfrac{1}{h^2}[u_{i,j+1}-2u_{ij}+u_{i,j-1}].
\tag{7}
\end{gather}
Under certain assumptions on the solutions of the original problem and functions
$F$ and
$\varphi$, for small
$\tau$ and
$h$ we prove the existence of a solution of
problem (4)–(6) and derive a bound on the approximation error. Under certain restrictions
on the steps
$h$ and
$\tau$ and the functions
$F$ and
$\varphi$, we prove
that the problem (4)–(6) has a nonnegative solution.
UDC:
518.517.949.8