A finite difference method for symmetric positive differential equations

Liu, Jinn Liang

doi:10.1090/S0025-5718-1994-1208839-5

A finite difference method for symmetric positive differential equations
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by Jinn Liang Liu PDF

Math. Comp. 62 (1994), 105-118 Request permission

Abstract:

A finite difference method is developed for solving symmetric positive differential equations in the sense of Friedrichs. The method is applicable to partial differential equations of mixed type with more general boundary conditions. The method is shown to have a convergence rate of $O({h^{1/2}})$, h being the size of mesh grid. Some numerical results are presented for a model problem of forward-backward heat equations.

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