ABSTRACT

The method of lines is applied to the boundary-value problem for third order partial differential equation. Explicit expression and order of convergence for the approximate solution are obtained.

Keywords:Method of Lines; Partial Differential Equation; Convergence; Error Estimates

1. Introduction

We consider the boundary value problem for the third order differential equation in the domain

:

(1)

(2)

(3)

(4)

where are sufficiently smooth functions.

The problems of type (1)-(4) arise in many mathematical and scientific applications [1-3]. In this study, we construct first order accurate differential difference scheme for this problem and give error estimate for its solutions. The approach to the construction of the discrete problem and the error analysis for the approximate solution are similar to those in [4].

Let the solution of the problem (1)-(4) have a bounded derivative in the domain.

2. Differential-Difference Algorithm and Convergence

We divide the domain into stripe by lines On this lines the problem (1)-(4) we approximate by the following differential difference problem:

(5)

(6)

(7)

(8)

Let we rewrite the problem (5)-(8) in the form

(9)

where

I-unit matrix,

The matrix can be diagonalized as [5,6]

with

Multiplying equation (9) on the left by we have

(10)

(11)

(12)

where

The solution of (10)-(12) containing the third order ordinary differential equation with constant coefficients can be explicitly found

where

Therefore the solution of (5)-(8) can be expressed as

where

.

Now we investigate the error of the approximate solution. For the error we have the following boundary value problem:

where

or

Next for

By the mean value theorem we have

Then

Since then it follows that

Further, we note that and

Hence

Using here the inequality, and taking into account

it follows that

i.e., fourth order convergence for the approximate solution is established.

REFERENCES