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Stability of θ-schemes in the numerical solution of a partial differential equation with piecewise continuous arguments

  • Hui Liang*
  • , M. Z. Liu
  • , Wanjin Lv
  • *Corresponding author for this work
  • Heilongjiang University
  • Harbin Institute of Technology

Research output: Contribution to journalArticlepeer-review

Abstract

A finite difference method, namely the θ-scheme, is used to solve a partial differential equation with piecewise continuous arguments. First, an example is given to show that the results for original PDEs do not hold for PDEs with piecewise continuous arguments. Next, for the mesh ratio satisfying certain conditions, the stability of this scheme is obtained.

Original languageEnglish
Pages (from-to)198-206
Number of pages9
JournalApplied Mathematics Letters
Volume23
Issue number2
DOIs
StatePublished - Feb 2010
Externally publishedYes

Keywords

  • Asymptotic stability
  • Finite difference method
  • PDEs
  • Piecewise continuous arguments
  • θ-scheme

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