two new approaches for construction of the high order of accuracy difference schemes for hyperbolic differential equations两个新施工方法的高阶精度差分方案双曲微分方程.pdf

TWO NEW APPROACHES FOR CONSTRUCTION OF THE HIGH ORDER OF ACCURACY DIFFERENCE SCHEMES FOR HYPERBOLIC DIFFERENTIAL EQUATIONS ALLABEREN ASHYRALYEV AND PAVEL E. SOBOLEVSKII Received 30 March 2004 We consider the abstract Cauchy problem for differential equation of the hyperbolic type v (t) + Av (t) = f (t) (0 ≤ t ≤ T), v(0) = v , v (0) = v in an arbitrary Hilbert space H 0 0 with the selfadjoint positive definite operator A. The high order of accuracy two-step dif- ference schemes generated by an exact difference scheme or by the Taylor decomposition on the three points for the numerical solutions of this problem are presented. The stabil- ity estimates for the solutions of these difference schemes are established. In applications, the stability estimates for the solutions of the high order of accuracy difference schemes of the mixed-type boundary value problems for hyperbolic equations are obtained. 1. The Cauchy problem We consider the abstract Cauchy problem for hyperbolic equations v (t) +Av (t) = f (t) (0 ≤ t ≤ T), v(0) = v , v (0) = v (1.1) 0 0 in a Hilbert space H with the selfadjoint positive definite operator A. A function v(t) is called a solution of the problem (1.1) if the following conditions are satisfied. (i) v(t) is twice continuously differentiable on the segment [0, T]. The derivatives at the endpoints of the segment are understood as the appropriate unilateral derivatives. (ii) The element v(t) belongs to D (A) for all t ∈ [0,T], and the function Av (t) is con- tinuous on the segment [0, T]. (iii) v(t) satisfies the equations and the initial conditions (1.1). It is known (see, e.g., [7,