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A linearized difference scheme for semilinear parabolic equations with nonlinear absorbing boundary conditions
Authors:Zhi-zhong Sun  Xiaonan Wu
Affiliation:a Department of Mathematics, Southeast University, Nanjing 210096, PR China
b Department of Mathematics, Hong Kong Baptist University, Kwoloon Tong, Hong Kong, PR China
c Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore 637371, Singapore
Abstract:A novel three level linearized difference scheme is proposed for the semilinear parabolic equation with nonlinear absorbing boundary conditions. The solution of this problem will blow up in finite time. Hence this difference scheme is coupled with an adaptive time step size, i.e., when the solution tends to infinity, the time step size will be smaller and smaller. Furthermore, the solvability, stability and convergence of the difference scheme are proved by the energy method. Numerical experiments are also given to demonstrate the theoretical second order convergence both in time and in space in L-norm.
Keywords:Unified approach   Nonlinear local absorbing boundary conditions   Parabolic problems in unbounded domains   Finite difference scheme   Nonuniform time step   Solvability   Stability   Convergence
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