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Monotone and economical difference schemes on nonuniform grids for a multidimensional parabolic equation with a boundary condition of the third kind. (English) Zbl 1064.65096

Monotone conservative difference schemes of the second order of local approximation in space for a differential problem with boundary conditions of the third kind on arbitrary nonuniform grids in both time and space are constructed. For the multidimensional parabolic equation, monotone local one-dimensional difference schemes of the second order of local approximation in space on the minimal stencil are proposed. A priori estimates in the norm \(C\) are obtained on nonuniform grids by means of the grid maximum principle. Two numerical experiments are presented.

MSC:

65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M15 Error bounds for initial value and initial-boundary value problems involving PDEs
65M50 Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs
35K05 Heat equation