Grid Method for Solving an Initial-Boundary-value Problem for a General Multidimensional Equation of Parabolic Type

Abstract

The problems concerning the physical process studies that lead to mathematical models based on a parabolic type equation are of great practical importance.When solving the parabolic equation, a transition from the one-dimensional equation to the multidimensional one gives a rise to some difficulties. The trouble is that amount of computations significantly increases in the transition from the one-dimensional problems to the multidimensional ones In this regard a task to build the economical difference schemes for a numerical solution of multidimensional problems is a challenge.A difference scheme that approximates the problem over time is economical, if it is unconditionally stable and the desirable number of arithmetic operations in the transition from layer to layer is proportional to the number of nodes in each time layer.The paper dwells on the construction of a locally one-dimensional (economical) difference scheme for the approximate solution of a parabolic type equation of a general form in a multidimensional domain, the main idea of which is to reduce a complex problem to a sequential solution of boundary value problems of a simpler structure. At the same time, there is a construction of the economical, unconditionally stable difference scheme for each of the intermediate problems. To have a numerical solution of the problem, there is a construction of the locally one-dimensional difference scheme of A.A. Samarsky. Using a method of energy inequalities allows us to obtain a priori estimates in the differential and difference interpretations, whence it follow that there are the uniqueness, stability, as well as the convergence of the solution of the locally one-dimensional difference scheme to the solution of the original differential problem. For a bi-dimensional problem, a numerical solution algorithm is constructed.