Abstract:
In this paper, a loaded multidimensional diffusion equation with non-homogeneous boundary conditions of the first kind is considered. For an approximate solution of the initial-boundary value problem, a locally one-dimensional scheme proposed by A. A. Samarskiy with an approximation order of $O(h^2+\tau)$ is developed. Using the method of energy inequalities, a priori estimates in difference form are obtained, which allows us to establish the uniqueness, stability and convergence of the solution of the locally one-dimensional scheme to the solution of the original differential problem with a convergence rate corresponding to the approximation order of the scheme. For the two-dimensional problem, an algorithm for a numerical solution was developed, and numerical experiments were carried out, which confirm the theoretical results obtained in the work.
Keywords:multidimensional problem, first initial-boundary value problem, loaded equation, diffusion equation, locally one-dimensional difference scheme, a priori estimate, stability, convergence.