Abstract
We are concerned with an implicit scheme for the finite difference solution to a nonlinear parabolic equation with a multivalued coefficient that describes the fast diffusion in a porous medium. The boundary conditions contain the multivalued function as well. We prove the stability and the convergence of the scheme, emphasizing the precise nature of convergence in this specific case, and compute the error level of the approximating solution. The method is aimed to simplify the numerical computations for the solutions to equations of this type, without performing an approximation of the multivalued function. The theory is illustrated by numerical results.
ACKNOWLEDGMENT
This work was carried out as part of the projects PN II IDEI ID_404 and CEEX-05-D11-36/2005, financed by the Romanian Ministry of Education, Research and Youth.