A NUMERICAL METHOD FOR SOLVING BOUNDARY VALUE PROBLEMS FOR SOME EVOLUTION EQUATIONS

V. O. Lokutsievsky, O. V. Lokutsievsky
VANT. Ser. Metodiki i Programmy Chislennogo Resheniya Zadach Matematicheskoy Fiziki 1986. Вып.2. С. 90-94.

      A relatively cost-effective method is presented for obtaining approximate solutions of boundary value problems associated with parabolic equations. A class of applications is given where this method may be used. Our discussion is exemplified by the boundary value problem for a second-order equation. The method proposed is compared with others.