An analysis for a high-order difference scheme for numerical solution to uxx = F(x, t, u, ut, ux)

This article is concerned with a high-order difference scheme presented by Jain, Jain, and Mohanty for the nonlinear parabolic equation u(xx) = F(x, t, u, u(t), u(x)) with Dirichlet boundary conditions. The solvability of the difference scheme is proved by Brower's fixed point theorem and the uniqueness of the difference solution is obtained by showing that the coefficient matrix is strictly column-wise diagonal dominant. The boundedness and convergence of the difference scheme are obtained. The convergence order is 4 in space and 2 in time in L-infinity-norm. A numerical example is provided to illustrate the validity of the theoretical results. (C) 2005 Wiley Periodicals, Inc.