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

被引:0
|
作者
S. V. Gaidomak
机构
[1] Russian Academy of Sciences,Institute of Dynamic Systems and Control Theory, Siberian Branch
来源
Computational Mathematics and Mathematical Physics | 2009年 / 49卷
关键词
differential algebraic systems of partial differential equations; three-layer finite difference method; stability; convergence;
D O I
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中图分类号
学科分类号
摘要
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.
引用
收藏
页码:1521 / 1534
页数:13
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