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Three-Layer Finite-Difference Method for Linear Partial Differential-Algebraic Systems

Авторы: Gaidomak S.V.

Журнал: Differential Equations

Том: 46

Номер: 4

Год: 2010

Отчётный год: 2010

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Аннотация: We consider a boundary value problem for a linear partial differential-algebraic system with a special structure of the matrix pencil, which permits one to split the system by an appropriate transformation into a system of ordinary differential equations, a hyperbolic system, and a linear algebraic system. For the numerical solution of such problems, we use a three-layer method. We prove the theorem on the stability and convergence of the suggested numerical method. The results of numerical experiments are presented as well.

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