Numerical Methods for Solving the Second Boundary Value Problem for a Multidimensional Sobolev Type Equation
Author(s):
M. KH. Beshtokov
Department of Computational Methods,
Institute of Applied Mathematics and Automation, KBSC RAS
Address: Shortanova 89A, Nalchik, 360000, Russia
North-Caucasus Federal University,
North-Caucasus Center for Mathematical Research,
Address: Pushkin 1, Stavropol, 355017, Russia
beshtokov-murat@yandex.ru
Abstract:
The second boundary value problem is investigated for a multidimensional
Sobolev-type differential equation with variable coefficients. The considered equation
is reduced to an integro-differential equation of parabolic type with a small parameter.
For an approximate solution of the obtained problem, a locally one-dimensional
difference scheme is constructed. Using the method of energy inequalities,
an a priori estimate is obtained for the solution of a locally one-dimensional difference scheme,
which implies its stability and convergence. For a two-dimensional problem, an algorithm
is constructed for the numerical solution of the second boundary value problem
for a partial differential equation of Sobolev type.
Keywords
- a priori estimate
- Boundary value problems
- convergence
- integro-differential equation
- locally one-dimensional scheme
- Sobolev type differential equation
- stability
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