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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2014 Volume 54, Number 7, Pages 1186–1193 (Mi zvmmf10066)

This article is cited in 1 paper

Stable difference schemes for certain parabolic equations

N. M. Afanas'evaa, P. N. Vabishchevichb

a North-Eastern Federal University, ul. Belinskogo 58, Yakutsk, 677000, Russia
b Nuclear Safety Institute, Russian Academy of Sciences, Bol’shaya Tul’skaya ul. 52, Moscow, 115191, Russia

Abstract: In some applications, boundary value problems for second-order parabolic equations with a special nonself-adjoint operator have to be solved approximately. The operator of such a problem is a weighted sum of self-adjoint elliptic operators. Unconditionally stable two-level schemes are constructed taking into account that the operator of the problem is not self-adjoint. The possibilities of using explicit-implicit approximations in time and introducing a new sought variable are discussed. Splitting schemes are constructed whose numerical implementation involves the solution of auxiliary problems with self-adjoint operators.

Key words: Cauchy problem, second-order parabolic equation, convection-diffusion equation, operator-difference schemes, splitting schemes.

UDC: 519.693

MSC: 35K40,35K57,65M06

Received: 14.10.2013

DOI: 10.7868/S0044466914040036


 English version:
Computational Mathematics and Mathematical Physics, 2014, 54:7, 1159–1166

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