Abstract:
A boundary value problem for linear partial differential algebraic systems of equations with multiple characteristic curves is examined. It is assumed that the pencil of matrix functions associated with this system is smoothly equivalent to a special canonic form. The spline collocation is used to construct for this problem a difference scheme of an arbitrary approximation order with respect to each independent variable. Sufficient conditions are found for this scheme to be absolutely stable.
Key words:linear partial differential algebraic equation, spline collocation difference scheme, stability of an implicit difference scheme.