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On a difference scheme of the second order of accuracy for elliptic-parabolic equations

Okan Gercek1* and Allaberen Ashyralyev12

Author Affiliations

1 Department of Mathematics, Fatih University, Büyükçekmece, Istanbul, Turkey

2 Department of Mathematics, ITTU, Ashgabat, Turkmenistan

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Boundary Value Problems 2012, 2012:80  doi:10.1186/1687-2770-2012-80

The electronic version of this article is the complete one and can be found online at: http://www.boundaryvalueproblems.com/content/2012/1/80


Received:13 March 2012
Accepted:10 July 2012
Published:27 July 2012

© 2012 Gercek and Ashyralyev; licensee Springer

This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

The second order of accuracy difference scheme generated by Crank-Nicholson difference scheme for approximately solving multipoint nonlocal boundary value problem is considered. Well-posedness of this difference scheme in Hölder spaces is established. Furthermore, as applications, coercivity estimates in Hölder norms for approximate solutions of the multipoint nonlocal boundary value problems for mixed type equations are obtained. Moreover, the method is illustrated by numerical examples.

Keywords:
difference scheme; elliptic-parabolic equation; well-posedness

1 Introduction

In recent years, more and more mathematicians have been studying nonlocal problems for ordinary differential equations and partial differential equations because of their existence in many applied problems included in applied sciences. Theory and numerical methods of solutions of the nonlocal boundary value problems for these partial differential equations were investigated by many researchers (see, e.g., [1-13] and the references therein). Several types of problems in fluid mechanics, other areas of physics, and mathematical biology led to partial differential equations of elliptic-parabolic type (see, [14-18]). The purpose of this paper is to study the second order of accuracy difference schemes of elliptic-parabolic problem with nonlocal boundary value problems.

In [19], we established the well-posedness of multipoint nonlocal boundary value problem

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M1','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M1">View MathML</a>

(1)

in a Hilbert space H with the self-adjoint positive definite operator A under assumption

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M2','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M2">View MathML</a>

(2)

The well-posedness of multipoint nonlocal boundary value problem (1) in Hölder spaces with a weight was established. In applications, coercivity inequalities for the solutions of nonlocal boundary value problems for elliptic-parabolic equations were obtained.

In [20], we studied the well-posedness of the first order of accuracy difference scheme for the approximate solution of boundary value problem (1) under assumption (2).

In the present paper, we consider the second order of accuracy difference scheme generated by Crank-Nicholson difference scheme

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M3','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M3">View MathML</a>

(3)

for the approximate solution of boundary value problem (1) under assumption (2).

The well-posedness of difference scheme (3) in Hölder spaces is established. In applications, the stability, almost coercivity stability, coercivity stability estimates for solutions of the second order of accuracy difference scheme for elliptic-parabolic equations are obtained. Furthermore, the theoretical statements for the solution of the first and second order of accuracy schemes for one-dimensional elliptic-parabolic differential equation are supported by the results of a numerical example.

2 Main theorems

Let us give some auxiliary lemmas we need below. Throughout the paper, H is a Hilbert space and we denote <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M4','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M4">View MathML</a>, where A is a self-adjoint positive definite operator. Then, it is clear that B is a self-adjoint positive definite operator and <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M5','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M5">View MathML</a>, where <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M6','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M6">View MathML</a>, and <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M7','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M7">View MathML</a> which is defined on the whole space H is a bounded operator. The following operators

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M8','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M8">View MathML</a>

and

(4)

exist and are bounded for a self-adjoint positive operator A. Here,

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M10','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M10">View MathML</a>

and I is the identity operator.

Lemma 2.1For any<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M11','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M11">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M12','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M12">View MathML</a>and<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M13','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M13">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M14','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M14">View MathML</a>, the solution of problem (3) exists and the following formulas hold:

(5)

(6)

(7)

Proof Clearly, the solution formula of the problem

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M18','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M18">View MathML</a>

(8)

is [22]:

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M19','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M19">View MathML</a>

(9)

for any <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M20','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M20">View MathML</a> and γ. Equation (9) and the fact that <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M21','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M21">View MathML</a> yield Equation (6).

The solution of the problem

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M22','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M22">View MathML</a>

(10)

satisfies the following formula [21]:

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M23','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M23">View MathML</a>

(11)

Equation (5) follows from Equations (9) and (11), initial condition <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M21','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M21">View MathML</a>, and

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M25','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M25">View MathML</a>

Finally, let us obtain formula (7). Combining (5), (6), and the condition

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M26','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M26">View MathML</a>

we get

From Equation (4), it follows that

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M28','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M28">View MathML</a>

This finishes the proof of Lemma 2.1. □

Here, we study well-posedness of problem (3). First, we give some necessary estimates for <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M29','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M29">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M30','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M30">View MathML</a> and <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M31','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M31">View MathML</a>.

Lemma 2.2For a self-adjoint positive operatorAthe following estimates are satisfied[21,22,24]:

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M32','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M32">View MathML</a>

(12)

where<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M33','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M33">View MathML</a>is independent ofτ.

From these estimates, it follows that

(13)

Now, we study well-posedness of problem (3). Let <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M35','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M35">View MathML</a> be the linear space of mesh functions <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M36','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M36">View MathML</a> defined on <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M37','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M37">View MathML</a> with values in the Hilbert space H. Next, on <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M38','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M38">View MathML</a> we denote <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M39','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M39">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M40','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M40">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M41','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M41">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M42','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M42">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M43','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M43">View MathML</a>, and <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M44','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M44">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M45','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M45">View MathML</a> Banach spaces with the norms

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M46','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M46">View MathML</a>

Theorem 2.1Nonlocal boundary value problem (3) is stable in<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M47','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M47">View MathML</a>norm.

Proof By [21], we have

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M48','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M48">View MathML</a>

(14)

for the solution of boundary value problem (10).

By [22], we have

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M49','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M49">View MathML</a>

(15)

for the solution of inverse Cauchy difference problem (8).

Then, the proof of Theorem 2.1 is based on stability inequalities (14), (15), and on estimates

(16)

(17)

for the solution of boundary value problem (3). Estimates (16) and (17) follow from formula (7) and estimates (12), (13). Theorem 2.1 is proved. □

Theorem 2.2Assume that<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M52','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M52">View MathML</a>and<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M53','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M53">View MathML</a>. Then, for the solution of difference problem (3), we have the following almost coercivity inequality:

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M54','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M54">View MathML</a>

where<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M33','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M33">View MathML</a>is independent not only of<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M56','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M56">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M57','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M57">View MathML</a>, φbut also ofτ.

Proof By [24], we have

(18)

for the solution of inverse Cauchy difference problem (8).

By [21], we have

(19)

for the solution of boundary value problem (10). Then, the proof of Theorem 2.2 is based on almost coercivity inequalities (18), (19), and on the estimates

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M60','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M60">View MathML</a>

for the solution of boundary value problem (3). The proof of these estimates follows the scheme of papers [21,24] and relies on both formula (7) and estimates (12), (13). This finalizes the proof of Theorem 2.2. □

Theorem 2.3Let the assumptions of Theorem 2.2 be satisfied. Then, boundary value problem (3) is well-posed in Hölder spaces<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M61','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M61">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M43','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M43">View MathML</a>and the following coercivity inequalities hold:

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M63','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M63">View MathML</a>

whereMis independent of<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M56','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M56">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M65','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M65">View MathML</a>, φ, τandα.

Proof By [24],

(20)

(21)

for the solution of inverse Cauchy difference problem (8).

By [21], we have

(22)

for the solution of boundary value problem (10). Then, the proof of Theorem 2.3 is based on coercivity inequalities (20)-(22) and estimates

for the solution of difference scheme (3). The proof of these estimates follows the scheme of the papers [21,24] and relies on both formula (7) and estimates (12), (13). This is the end of the proof of Theorem 2.3. □

3 Application

Now, the application of the abstract result is considered. In <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M70','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M70">View MathML</a>, let us consider the boundary value problem for multi-dimensional elliptic-parabolic equation

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M71','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M71">View MathML</a>

(23)

where <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M72','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M72">View MathML</a> (<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M73','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M73">View MathML</a>), <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M74','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M74">View MathML</a> (<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M75','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M75">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M76','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M76">View MathML</a>), <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M77','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M77">View MathML</a> (<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M78','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M78">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M79','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M79">View MathML</a>), and <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M80','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M80">View MathML</a> (<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M81','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M81">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M79','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M79">View MathML</a>) are given smooth functions. Here, Ω is the unit open cube in the n-dimensional Euclidean space <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M83','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M83">View MathML</a> (<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M84','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M84">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M85','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M85">View MathML</a>) with boundary S, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M86','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M86">View MathML</a>, and <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M87','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M87">View MathML</a>.

The discretization of problem (23) is carried out in two steps. In the first step, the grid sets

are defined. To the differential operator A generated by problem (23), we assign the difference operator <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M89','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M89">View MathML</a> by formula

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M90','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M90">View MathML</a>

(24)

acting in the space of grid functions <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M91','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M91">View MathML</a>, satisfying the conditions <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M92','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M92">View MathML</a> for all <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M93','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M93">View MathML</a>. With the help of <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M89','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M89">View MathML</a>, we arrive at the nonlocal boundary value problem

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M95','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M95">View MathML</a>

(25)

for an infinite system of ordinary differential equations (see [21]).

Secondly, problem (25) is replaced by difference scheme (3), so that the following second order of accuracy difference scheme

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M96','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M96">View MathML</a>

(26)

is obtained (see [21], [22]).

To formulate the results, we introduce the spaces <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M97','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M97">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M98','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M98">View MathML</a>, and <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M99','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M99">View MathML</a> of the grid functions <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M100','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M100">View MathML</a> defined on <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M101','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M101">View MathML</a>, equipped with the norms

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M102','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M102">View MathML</a>

and

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M103','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M103">View MathML</a>

Theorem 3.1Letτand<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M104','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M104">View MathML</a>be sufficiently small positive numbers. Then, solutions of difference scheme (26) satisfy the following stability and almost coercivity estimates:

whereMis independent not only ofτ, h, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M106','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M106">View MathML</a>but also of<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M107','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M107">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M14','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M14">View MathML</a>and<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M109','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M109">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M12','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M12">View MathML</a>.

The proof of Theorem 3.1 is based on Theorem 2.1, Theorem 2.2, the symmetry properties of the difference operator <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M89','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M89">View MathML</a> defined by formula (24) in <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M112','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M112">View MathML</a>, the estimate

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M113','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M113">View MathML</a>

and the following theorem in <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M112','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M112">View MathML</a>:

Theorem 3.2For the solution of the elliptic difference problem

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M115','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M115">View MathML</a>

the following coercivity inequality holds[23]:

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M116','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M116">View MathML</a>

HereMis independent ofhand<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M117','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M117">View MathML</a>.

Theorem 3.3Letτand<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M118','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M118">View MathML</a>be sufficiently small positive numbers. Then, the solutions of difference scheme (26) satisfy the following coercivity stability estimates:

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M119','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M119">View MathML</a>

Here, Mis independent not only ofτ, h, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M106','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M106">View MathML</a>but also of<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M107','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M107">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M14','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M14">View MathML</a>and<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M109','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M109">View MathML</a>, <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M12','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M12">View MathML</a>.

The proof of Theorem 3.3 is based on the abstract Theorem 2.3, Theorem 3.2, and the symmetry properties of the difference operator <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M89','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M89">View MathML</a> defined by formula (24).

4 Numerical Analysis

The theoretical statements for the solution of these difference schemes are supported by the results of numerical experiments of the nonlocal boundary value problem

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M126','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M126">View MathML</a>

for the elliptic-parabolic equation. The exact solution of this problem is

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M127','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M127">View MathML</a>

For the comparison, the errors computed by the following formula

<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M128','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M128">View MathML</a>

are recorded for different values of N and M, where <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M129','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M129">View MathML</a> represents the exact solution and <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M130','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M130">View MathML</a> represents the numerical solution at <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M131','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M131">View MathML</a>. The results are shown in Table 1 for <a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M132','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M132">View MathML</a> respectively.

Table 1. Error analysis for the solution<a onClick="popup('http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M133','MathML',630,470);return false;" target="_blank" href="http://www.boundaryvalueproblems.com/content/2012/1/80/mathml/M133">View MathML</a>

Therefore, the results indicate that the second order of accuracy difference scheme is more accurate than the first order of accuracy difference scheme.

Competing interests

The authors declare that they have no competing interests.

Authors’ contributions

The manuscript was drafted by OG and it is based on his PhD thesis. AA is the supervisor of the thesis and gave detailed comments on the manuscript. All authors read and approved the final manuscript.

Acknowledgement

The authors are very grateful to Prof. P. E. Sobolevskii (Jerusalem, Israel) for valuable comments to the improvement of this article.

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