Uniform convergence of the method of lines in the case of the first boundary-value problem for a nonlinear second-order parabolic equation
M. N. Yakovlev
Abstract:
Let
$u(t,x)$ be a solution of the first initial–boundary-value problem for the
nonlinear equation
$$
\dfrac{\partial u}{\partial t}=F\biggl(t,x,u,\dfrac{\partial u}{\partial x},\dfrac{\partial^2u}{\partial x^2}\biggr),\qquad 0<t\leqslant T,\quad 0<x<1
$$
with initial condition
$$
u(0,x)=\omega(x),\quad 0<x<1
$$
and boundary conditions
$u(t,0)=u(t,1)=0$,
$0<t\leqslant t$, such that $\biggl|\dfrac{\partial^4u}{\partial x^4}(t,x)\biggr|\leqslant C$. Assume that the function
$F(t,x,u,p,r)$ is smooth and is such that
$$
\dfrac{1}{r-\overline{r}}\biggl[F(t,x,u,p,r)-F(t,x,u,p,\overline{r})\biggr]\geqslant\alpha>0
$$
in a small neighborhood of the solution under consideration. Then, the
longitudinal scheme of the method of lines converges uniformly with order
$h^2$ to the solution under consideration. One considers the case of less
smooth solutions and of more general equations. One gives theorems which
show explicit estimates for the step
$h$, under which one can guarantee
a nonlocal solvability of the Cauchy problem for systems of ordinary differential
equations by the method of lines.
UDC:
518.517.949.8