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Three-layer finite difference method for solving linear differential algebraic systems of partial differential equations

Авторы: Gaidomak S.V.

Журнал: Computational Mathematics and Mathematical Physics

Том: 49

Номер: 9

Год: 2009

Отчётный год: 2009


Местоположение издательства:


Аннотация: A boundary value problem is examined for a linear differential algebraic system of partial differential equations with a special structure of the associate matrix pencil. The use of an appropriate transformation makes it possible to split such a system into a system of ordinary differential equations, a hyperbolic system, and a linear algebraic system. A three-layer finite difference method is applied to solve the resulting problem numerically. A theorem on the stability and the convergence of this method is proved, and some numerical results are presented.

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