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

Zh. Vychisl. Mat. Mat. Fiz., 2013 Volume 53, Number 9, Pages 1460–1479 (Mi zvmmf9914)

This article is cited in 11 papers

On the stability of an implicit spline collocation difference scheme for linear partial differential algebraic equations

S. V. Gaidomak

Institute of Dynamical Systems and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova. 134, Irkutsk, 664033, Russia

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.

UDC: 519.63

Received: 28.02.2013

DOI: 10.7868/S004446691309007X


 English version:
Computational Mathematics and Mathematical Physics, 2013, 53:9, 1272–1291

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