On Construction and Analysis of Finite Difference Schemes for Pseudoparabolic Problems with Nonlocal Boundary Conditions

In this paper the one- and two-dimensional pseudoparabolic equations with nonlocal boundary conditions are approximated by the Euler finite difference scheme. In the case of classical boundary conditions the stability of all schemes is investigated by the spectral method. Stability regions of finite...

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Main Authors: Raimondas Čiegis, Natalija Tumanova
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2014-04-01
Series:Mathematical Modelling and Analysis
Subjects:
Online Access:https://journals.vgtu.lt/index.php/MMA/article/view/3290
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author Raimondas Čiegis
Natalija Tumanova
author_facet Raimondas Čiegis
Natalija Tumanova
author_sort Raimondas Čiegis
collection DOAJ
description In this paper the one- and two-dimensional pseudoparabolic equations with nonlocal boundary conditions are approximated by the Euler finite difference scheme. In the case of classical boundary conditions the stability of all schemes is investigated by the spectral method. Stability regions of finite difference schemes approximating pseudoparabolic problem are compared with the stability regions of the classical discrete parabolic problem. These results are generalized for problems with nonlocal boundary conditions if a matrix of the finite difference scheme can be diagonalized. For the two-dimensional problem an efficient algorithm is constructed, which is based on the combination of the FFT method and the factorization algorithm. General stability results, known for the three level finite difference schemes, are applied to investigate the stability of some explicit approximations of the two-dimensional pseudoparabolic problem with classical boundary conditions. A connection between the energy method stability conditions and the spectrum Hurwitz stability criterion is shown. The obtained results can be applied for pseudoparabolic problems with nonlocal boundary conditions, if a matrix of the finite difference scheme can be diagonalized.
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spelling doaj.art-3c7b40399ec841678c544972976ce8b52022-12-21T20:21:02ZengVilnius Gediminas Technical UniversityMathematical Modelling and Analysis1392-62921648-35102014-04-0119210.3846/13926292.2014.910562On Construction and Analysis of Finite Difference Schemes for Pseudoparabolic Problems with Nonlocal Boundary ConditionsRaimondas Čiegis0Natalija Tumanova1Vilnius Gediminas Technical University Saulėtekio al. 11, LT-10223 Vilnius, LithuaniaVilnius Gediminas Technical University Saul_etekio al. 11, LT-10223 Vilnius, LithuaniaIn this paper the one- and two-dimensional pseudoparabolic equations with nonlocal boundary conditions are approximated by the Euler finite difference scheme. In the case of classical boundary conditions the stability of all schemes is investigated by the spectral method. Stability regions of finite difference schemes approximating pseudoparabolic problem are compared with the stability regions of the classical discrete parabolic problem. These results are generalized for problems with nonlocal boundary conditions if a matrix of the finite difference scheme can be diagonalized. For the two-dimensional problem an efficient algorithm is constructed, which is based on the combination of the FFT method and the factorization algorithm. General stability results, known for the three level finite difference schemes, are applied to investigate the stability of some explicit approximations of the two-dimensional pseudoparabolic problem with classical boundary conditions. A connection between the energy method stability conditions and the spectrum Hurwitz stability criterion is shown. The obtained results can be applied for pseudoparabolic problems with nonlocal boundary conditions, if a matrix of the finite difference scheme can be diagonalized.https://journals.vgtu.lt/index.php/MMA/article/view/3290pseudoparabolic problemsnonlocal boundary conditionsfinite difference methodstability
spellingShingle Raimondas Čiegis
Natalija Tumanova
On Construction and Analysis of Finite Difference Schemes for Pseudoparabolic Problems with Nonlocal Boundary Conditions
Mathematical Modelling and Analysis
pseudoparabolic problems
nonlocal boundary conditions
finite difference method
stability
title On Construction and Analysis of Finite Difference Schemes for Pseudoparabolic Problems with Nonlocal Boundary Conditions
title_full On Construction and Analysis of Finite Difference Schemes for Pseudoparabolic Problems with Nonlocal Boundary Conditions
title_fullStr On Construction and Analysis of Finite Difference Schemes for Pseudoparabolic Problems with Nonlocal Boundary Conditions
title_full_unstemmed On Construction and Analysis of Finite Difference Schemes for Pseudoparabolic Problems with Nonlocal Boundary Conditions
title_short On Construction and Analysis of Finite Difference Schemes for Pseudoparabolic Problems with Nonlocal Boundary Conditions
title_sort on construction and analysis of finite difference schemes for pseudoparabolic problems with nonlocal boundary conditions
topic pseudoparabolic problems
nonlocal boundary conditions
finite difference method
stability
url https://journals.vgtu.lt/index.php/MMA/article/view/3290
work_keys_str_mv AT raimondasciegis onconstructionandanalysisoffinitedifferenceschemesforpseudoparabolicproblemswithnonlocalboundaryconditions
AT natalijatumanova onconstructionandanalysisoffinitedifferenceschemesforpseudoparabolicproblemswithnonlocalboundaryconditions