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DIFFERENtIAl & DIFFERENCE EqUAtIONS ANd APPlICAtIONS

DIFFERENtIAl & DIFFERENCE EqUAtIONS ANd APPlICAtIONS

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ON THE STABILITY OF THE <strong>DIFFERENCE</strong> SCHEMES<br />

FOR HYPERBOLIC EQUATIONS<br />

ALLABEREN ASHYRALYEV AND MEHMET EMIR KOKSAL<br />

The second order of accuracy unconditional stable difference schemes approximately<br />

solving the initial value problem d 2 u(t)/(dt 2 )+A(t)u(t) = f (t) (0≤ t ≤ T), u(0) = ϕ,<br />

u ′ (0) = ψ,fordifferential equation in a Hilbert space H with the selfadjoint positive definite<br />

operators A(t) is considered. The stability estimates for the solution of these difference<br />

schemes and first- and second-order difference derivatives are presented. The numerical<br />

analysis is given. The theoretical statements for the solution of these difference<br />

schemes are supported by the results of numerical experiments.<br />

Copyright © 2006 A. Ashyralyev and M. E. Koksal. This is an open access article distributed<br />

under the Creative Commons Attribution License, which permits unrestricted use,<br />

distribution, and reproduction in any medium, provided the original work is properly<br />

cited.<br />

1. Introduction<br />

It is known (see, e.g., [3, 4]) that various initial boundary value problems for the<br />

hyperbolic equations can be reduced to the initial value problem<br />

d 2 u(t)<br />

dt 2 + A(t)u(t) = f (t) (0≤ t ≤ T),<br />

u(0) = ϕ, u ′ (0) = ψ,<br />

(1.1)<br />

for differential equation in a Hilbert space H. HereA(t) are the selfadjoint positive definite<br />

operators in H with a t-independent domain D = D(A(t)).<br />

A large cycle of works on difference schemes for hyperbolic partial differential equations<br />

(see, e.g., [1, 5–7] and the references given therein) in which stability was established<br />

under the assumption that the magnitudes of the grid steps τ and h withrespecttothe<br />

time and space variables are connected. In abstract terms this means, in particular, that<br />

the condition τ‖A τ,h ‖→0whenτ → 0 is satisfied.<br />

Of great interest is the study of absolute stable difference schemes of a high order<br />

of accuracy for hyperbolic partial differential equations, in which stability was established<br />

without any assumptions to respect of the grid steps τ and h. Suchtypestability<br />

Hindawi Publishing Corporation<br />

Proceedings of the Conference on Differential & Difference Equations and Applications, pp. 117–130

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