Implicit Difference Inequalities Corresponding to First-Order Partial Differential Functional Equations

Z. Kamont and K. Kropielnicka

International Journal of Stochastic Analysis, 2009, vol. 2009, 1-18

Abstract:

We give a theorem on implicit difference functional inequalities generated by mixed problems for nonlinear systems of first-order partial differential functional equations. We apply this result in the investigations of the stability of difference methods. Classical solutions of mixed problems are approximated in the paper by solutions of suitable implicit difference schemes. The proof of the convergence of difference method is based on comparison technique, and the result on difference functional inequalities is used. Numerical examples are presented.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:254720

DOI: 10.1155/2009/254720

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