Numerical method of lines for parabolic functional differential equations

Abstract

Initial boundary value problems for nonlinear parabolic functional differential equations are transformed by discretization in space variables into systems of ordinary functional differential equations. A comparison theorem for differential difference inequalities is proved. Sufficient conditions for the convergence of the numerical method of lines are given. An explicit Euler method is proposed for the numerical solution of systems thus obtained. This leads to difference scheme for the original problem. A complete convergence analysis for the method is given.

Keywords:

• method of lines
• parabolic functional differential equations
• stability and convergence
• nonlinear estimates of the Perron type

AMS Subject Classifications::

• 35R10
• 39A11
• 65N10