A numerical method is proposed for solving multi‐dimensional hyperbolic‐parabolic differential equations with the nonlocal boundary condition in t and Dirichlet condition in space variables. The first and second orders of accuracy difference schemes are presented. The stability estimates for the solution and its first‐ and second‐orders difference derivatives are established. A procedure of modified Gauss elimination method is used for solving these difference schemes in the case of a one‐dimensional hyperbolic‐parabolic partial differential equations with variable in x coefficients.

Topics
Fourier analysis, Partial differential equations, Algebraic geometry
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© 2010 American Institute of Physics.
2010
American Institute of Physics
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