International Journal of Applied Mathematics

& Statistical Sciences (IJAMSS)

ISSN(P): 2319–3972; ISSN(E): 2319–3980
Vol. 8, Issue 6, Oct–Nov 2019; 37–50
© IASET

DIFFERENCE SCHEMES FOR MIXED PROBLEM FOR HEAT EQUATION IN

ANGULAR DOMAIN

M. U. Khudayberganov1, S. U. Dadabayev2, H.D.Yuldashev3 & O. M. Raxmonov4

1
Faculty, Department of Mathematics, National University of Uzbekistan, Tashkent, Uzbekistan
2, 3, 4
Faculty, Department of Physics and Mathematics, Andijan State University, Andijan, Uzbekistan

ABSTRACT

In the paper, it is constructed with difference schemes which approximately mixed problem for heat equation and shown
their stability. There exist various methods to develop difference schemes which are mainly based on exchanging
derivatives with difference schemes.

KEYWORDS: Difference Schemes, Wave Equation, Approximation, Finite Difference, Stability, Boundary Conditions

Article History
Received: 10 Apr 2019 | Revised: 05 Oct 2019 | Accepted: 12 Nov 2019

INTRODUCTION
Preliminaries

Problem 1: We consider the following mixed problem for the equation below

u tt − u xx − u yy = 0 (1)

With boundary conditions for x = 0, (t , y ) ∈ R+2

ut − a1u x − b1u y = 0 , (2)

For y = 0, (t , x) ∈ R+2

ut − a 2 u x − b2 u y = 0 , (3)

And initial condition for t = 0, ( x, y ) ∈ R+2

u (0, x, y ) = ϕ ( x, y ), u t (0, x, y ) = ψ ( x, y ) (4)

In the domain R+
3
= { (t , x, y) t , x, y > 0}.

Here a1 , b1 , a2 , b2 ∈ R and r → 0

u t = o( r − 2 ), u x = o( r − 2 ), u y = o( r − 2 ), r = x 2 + y 2 .
1 1 1

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38 M. U. Khudayberganov, S. U. Dadabayev, H. D. Yuldashev & O. M. Raxmonov

If for the conditions (2), (3) Shapiro–Lopatinski condition holds [17,50]

• x = 0 in a1 > 0, b1 < 1 ;

• y = 0 in a2 > 0, b2 < 1 ;

We rewrite the problem (1)–(4) in new coordinates system ξ , θ ( x = r cos θ , y = r sin θ , ξ = ln r )

π
e 2ξ utt − uθθ − uξξ = 0, for t > 0, 0 < θ < , ξ ∈ R1 (5)
2

π
eξ ut + a1uθ − b1uξ = 0 , for θ = , t > 0, ξ ∈ R 1 (6)
2

eξ ut − a2uθ − b2uξ = 0 . for θ = 0, t > 0, ξ ∈ R1 (7)

π
Then boundary conditions, t = 0, 0 < θ <
2

u t = 0 = ϕ~(ξ ,θ ) = ϕ (eξ cosθ , eξ sin θ ) 

 (8)
ut t =0 = ψ~(ξ ,θ ) = ψ (eξ cosθ , eξ sin θ )

− 12ξ 2ξ 2ξ
In ξ → ∞ an initial conditions ut = o(e ), uθ = o(e− ), uξ = o(e −
1 1
) . Obtained problem (5)-(8) in the

domain t > 0, 0 < θ < π , ξ ∈ R1 is reduced to the following mixed problem consisting of system of symmetric t-hyperbolic
2
equations

 ξ ∂ ∂ ∂ 
e A0 − B0 − C0 + Q0 V = 0 (9)
 ∂t ∂θ ∂ξ 

Boundary conditions

π
θ= , t > 0, ξ ∈ R1 for ϑ1 + a1ϑ2 − b1ϑ3 = 0 , (10)
2

θ = 0, t > 0, ξ ∈ R1 for ϑ1 − a2ϑ2 − b2ϑ3 = 0 , (11)

π ′
Initial condition, for t = 0, 0 < θ < , ξ ∈ R V = ( eξψɶ (θ , ξ ), ϕɶθ′ (θ , ξ ), ϕɶξ′ (θ , ξ ) ) and when
2

ξ → ∞ V = o (e ξ )
1
2
(12)

Here

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Difference Schemes for Mixed Problem for Heat Equation in Angular Domain 39

 k l m l k 0  m 0 k  m 0 0
       
A0 =  l k 0 , B0 =  k l m , C0 =  0 − m l , Q0 =  0 0 0 ,
m 0 k  0 m −l  k l m   k 0 0
      

 ϑ1   e ut 
ξ

 
V =  ϑ2  =  uθ  ,
 
ϑ   u 
 3  ξ 
µξ
according to [8], taking notation V = e Y , we get equality of dissipative energy integral

d
eξ ( A0Y , Y )t − ( B0Y , Y )θ − (C0Y , Y )ξ + ([Q0 + Q0* − 2 µC0 + B0 ]Y , Y ) = 0, (13)
dθ

= (Y , Y ) → 0 , we integrate it in the domain

1
µ= as well as when ξ → ∞
2
And assuming Y
2
 π
Π = (θ , ξ ) ξ ∈ R, 0 ≤ θ ≤ 
 2

d  ξ
dt  Π

 ∫∫ e ( A0Y , Y ) d ξ dθ  − ∫
 R
{( B Y ,Y )
0 θ = π2 }
− ( B0Y , Y ) θ = 0 d ξ +

 d  
+ ∫∫  Q0 + Q0* − C0 + B0  Y , Y  d ξ dθ = 0
Π 
dθ  

We use the following equalities (see [3],):

 H (θ ) O 
• A0 (θ ) = T0*  T0 ;
 O H (θ ) 

 O − H (θ ) 
• B0 (θ ) = T0*  T0 ;
 − H (θ ) O 

 − H (θ ) O 
• C0 (θ ) = T0*  T0 ;
 O H (θ ) 

 2m(θ ) 0 k (θ ) 
   − H (θ ) L(θ ) 
• Q0 (θ ) + Q (θ ) =  0
*
0 0  = T0*  T0 ;
0
 k (θ ) 0  L (θ ) H (θ ) 
 0 

 0 0  − l (θ ) m(θ ) 
O =   , L(θ ) =   ,
 0 0  m(θ ) l (θ ) 

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40 M. U. Khudayberganov, S. U. Dadabayev, H. D. Yuldashev & O. M. Raxmonov

 k (θ ) − m(θ ) − l (θ ) 
H (θ ) =  ,
 − l (θ ) k (θ ) + m(θ ) 

 1 0 − 1
 
1  0 −1 0 
T0 =
2  0 − 1 0 
1 0 1 
 

Now we study eξ ( A0Y , Y ) and  Q0 + Q0* − C0 + d B0 Y , Y  .

 
In order that this inequality
 dθ  
holds e ξ ( A0Y , Y ) = ( A0V , V ) = (HW1 , W1 ) + (HW2 , W2 ) > 0 , it has to be H > 0 , where

 w1 
 
 W1   w2 
W =   =   = T0V
W2   w3 
w 
 4

If k = k (θ ) > 0, k 2 (θ ) − m 2 (θ ) − l 2 (θ ) > 0 , then H > 0 .

 d     − H L  − H O  O − H ′  
 Q0 + Q0* − C0 + B0 Y , Y  = e −ξ   −  +  V ,V 
 dθ     L
 H   O H   − H ′ O  


d
If H′ = H = L , that’s if ( k − m )′ = −l , ( k + m)′ = l , − l ′ = m , then square form is equal to 0.
dθ
Finding the solution of these differential equations, we have

 k (0) l (0) cos θ − m(0)sin θ  m(0) cos θ + l (0)sin θ

  
k (θ ) =   π  , l (θ ) =   π  π  , m(θ ) =   π  π 
 k  2  m
  2  cos θ + l   sin θ  −l   cos θ + m   sin θ .
   
2    2 2

Now we consider square forms − (B0Y , Y ) θ = π and (B0Y , Y ) θ = 0 .

2

We rewrite Boundary

π
condition (10) as W1 = SW2 when θ = , where
2

 2a1 1 − b1 
 − 
S =  1 + b1 1 + b1  .
 1 0 


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Difference Schemes for Mixed Problem for Heat Equation in Angular Domain 41

With the help of this equality, we get

([
− (B0Y , Y ) θ = π = e −ξ S * H + HS W2 ,W2 ] )
θ=
π
2 2

And analogously for θ = 0 rewriting boundary condition (11) as W1 = RW2 we find

( B0Y ,Y ) θ =0 = −e−ξ (  R* H + HR  W2 ,W2 ) θ =0 ,

Where

 2a 2 1 − b2 
− − 
R =  1 + b2 1 + b2  .
 1 0 


For n + 1 , solutions are obtained by a formula explicitly while the solutions for n of the difference schemes are
known, this scheme is called explicit. Even though samples of some difference schemes to be considered look like the
samples of explicit schemes, they are not actually.

Explicit Right Difference Scheme: To solve problem-1 numerically, we employ explicit right difference scheme which
approximates differential problem. For this, we rewrite the system (9) in the following form (7):

∂Y ∂[B0Y ] ∂Y  d 
e ξ A0 − − C0 + Q0 − µC 0 + B0 Y = 0 , (14)
∂t ∂θ ∂ξ  dθ 

∂Y ∂Y ∂Y
eξ A0 − B0 − C0 + [Q0 − µC0 ]Y = 0 (15)
∂t ∂θ ∂ξ

We multiply the systems (14) and (15) by D = diag ( y1 , y2 , y3 ) from left side. Adding obtained systems, we find

∂Y ∂Y ∂[ B0Y ] ∂Y ∂Y
eξ DA0 + eξ DA0 −D − DB0 − DC0 − (16)
∂t ∂t ∂θ ∂θ ∂ξ
∂Y d
− DC0 + D[Q0 − µC0 + B ]Y + D[Q0 − µC0 ]Y = 0.
∂ξ dθ

In the domain t > 0, (θ , ξ ) ∈ П , we employ mesh with step-sizes respectively

∆t = ∆ t , ∆θ = ∆ θ , ∆ξ = ∆ ξ .

We take the following notations and define norm as follows:

Yijn = Y (n ∆t , i ∆θ , j ∆ξ ) = ( y1 (n ∆t , i ∆θ , j ∆ξ ), y2 (n ∆ t , i ∆θ , j ∆ξ ), y3 (n ∆ t , i ∆θ , j ∆ξ ))′,
i = 0, I , n, j = 0,1,…;

I −1 ∞
ξj
= ∆θ ∆ ξ ∑ ∑e
2
Yn ( A0Yijn , Yijn ) ,
A0
i = 0 j = −∞

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42 M. U. Khudayberganov, S. U. Dadabayev, H. D. Yuldashev & O. M. Raxmonov

1
L = (1, 1, 1)′ , µ = .
2
Using the above notations, we develop difference scheme approximating (16):

Yijn +1 − Yijn Yijn +1 − Yijn (B0Y )in+1 j − (B0Y )ijn

e D (A 0 )i (A0 )i
ξj ξj n +1
n
+e D −D n
−
∆t ∆t ∆θ
ij ij ij

Yi n+1 j − Yijn Yijn+1 − Yijn Yijn+1 − Yijn

− Din+1 j (B0 )i +1 − Dijn (C0 )i − Dijn+1 (C0 )i
(17)
+
∆θ ∆ξ ∆ξ
 d 
+ Dijn 2Q0 − 2µC0 + B0  Yijn = 0, i = 0, I - 1, j = 0,1,2,.., n = 0, N − 1,
 d θ i

for i = 0 , j = 0,1,2,…

( y1 ) 0n j − a2 ( y 2 ) 0n j − b2 ( y3 ) 0n j = 0 , (18)

for i = I , j = 0,1,2,…

( y1 ) nI j + a1 ( y2 ) nI j − b1 ( y3 ) nI j = 0 , (19)

for n = 0 , i = 0,1,...,I , j = 0,1,2,…

′
1ξ

( 1ξ 1ξ
Yij0 = e 2 jψɶ (ξ j , θ i ), e 2 j ϕɶθ′ (ξ j , θ i ), e 2 j ϕɶξ′ (ξ j , θ i ) . ) (20)

Sample of this difference scheme as shown in figure-1.1, consists of the systems of equations which are not linear.
It is easily seen that, this scheme approximates differential equation with first order. The boundary conditions are precisely
approximated. As we mentioned above to compute schemes approximation error exact solution is calculated by the scheme

(17) and we denote this error δ fh as the norm of the vector E (t n , θ i , ξ j ) . Approximation of difference scheme for the

sample equation is shown in the figures 2-4 and table-1. Here t10 = 0.3, t20 = 0.6, t30 = 0.9, θ 2 = 0.524, ξ6 = 3.2 ,

max ( E10 ) = 7.015 × 10−7 , max ( E20 ) = 5.729 × 10 ,

−7
max ( E30 ) = 4.719 × 10−7 .
i, j i, j i, j

Figure 1: Difference Scheme.

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Difference Schemes for Mixed Problem for Heat Equation in Angular Domain 43

Figure 2: Values At t20 = 0.6, θ 2 = 0.524 of the

Error ( En ) of the Sample Problem.
i j

Figure 3: Values At θ 2 = 0.524, ξ6 = 3.2 .

Figure 4:. Values At t20 = 0.6, ξ6 = 3.2 of the Error

( En ) of the Error ( En ) .
i j i j

Table 1: Value At t30 = 0.9 ( En ) of Approximation Error

i j
I=0 I=1 I=2 I=3 I=4 I=5
j=0 4.719e-7 1.911e-7 6.868e-8 1.762e-8 1.244e-7 3.42e-7
j=1 3.457e-7 1.367e-7 4.735e-8 1.546e-8 9.432e-8 2.455e-7
j=2 2.482e-7 9.721e-8 3.410e-8 9.628e-9 6.457e-8 1.734e-7
j=3 1.755e-7 6.815e-8 2.416e-8 5.942e-9 4.378e-8 1.208e-7
j=4 1.224e-7 4.718e-8 1.687e-8 3.638e-9 2.943e-8 8.310e-8
j=5 8.437e-8 3.231e-8 1.164e-8 2.213e-9 1.963e-8 5.659e-8
j=6 5.754e-8 2.191e-8 7.942e-9 1.337e-9 1.301e-8 3.818e-8
j=7 3.889e-8 1.473e-8 5.369e-9 8.037e-10 8.572e-9 2.555e-8
j=8 2.607e-8 9.832e-9 3.601e-9 4.802e-10 5.616e-9 1.698e-8
j=9 1.955e-8 7.938e-9 3.517e-9 7.528e-10 2.541e-9 9.788e-9

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44 M. U. Khudayberganov, S. U. Dadabayev, H. D. Yuldashev & O. M. Raxmonov

Theorem 1: If for (18)–(19) it holds Shapiro–Lopatinski condition, that’s if a1 > 0, b1 < 1 any a2 > 0, b2 < 1 , then difference

scheme (17)-(20) is stable with respect to J n energetic norm, here I −1 +∞

.
J n = ∆θ ∆ξ ∑ ∑ ( A V ,V )
i =0 j =−∞
0
n
ij

Proof. We multiply (17) by vector L and for convenience, we perform this operation for each variable separately:

 n Yijn +1 − Yijn   n +1 Yijn +1 − Yijn  1

 ij ( 0 )i

D A
∆ t
, L   ij ( 0 )i
+
 
D A
∆ t
 ∆ ( 0 )i ( ij
,L =
 t
n
(
A Y n +1 − Yijn ) , ( DL )ij + )
•
+
∆t
(
1 n +1
Yij − Yijn , ( A0 )i ( DL )ij =
n +1 1
∆t
) ( 1
[ A0Y ]ij − [ A0Y ]ij , Yijn + Yijn+1 − Yijn , [ A0Y ]ij =
n +1 n

∆t
n +1
) ( )
=
1
∆t
{(( A ) (Y
0 i
n +1
ij ) ( ( A ) (Y
− Yijn ) , Yijn + 0 i
n +1
ij − Yijn ) , Yijn +1 )} =
=
1
∆t
{(( A ) Y
0 i
n +1
ij ) ( ) ( ) (
, Yijn − ( A0 )i Yijn , Yijn + ( A0 )i Yijn+1 , Yijn+1 − ( A0 )i Yijn , Yijn+1 = )}
=
1
∆t
(( A ) Y0 i
n +1
ij )
, Yijn+1 −
1
∆t
(( A ) Y
0 i
n
ij )
, Yijn =
1
∆t
( A0Y , Y )ijn+1 − 1 ( A0Y , Y )ijn ;
∆t

Here we used Dijn L = Yijn , Dijn +1 L = Yijn +1 and A0 = A0* .

 n [B0Y ]in+1 j − [B0Y ]ijn   n

• D
 ij ∆θ
, L +  Di +1 j [B0 ]i +1



Yi +n1 j − Yijn  1
∆θ
, L  = [B0Y ]in+1 j − [B0Y ]ijn , Yijn + ( )
    ∆θ

+
1
∆θ
(
[B0Y ]in+1 j , Yi +n1 j − Yijn = 1
∆θ
) (((B ) Yn
0 i +1 i +1 j ) ( ) (
, Yijn − (B0 )i Yijn , Yijn + (B0 )i +1 Yi +n1 j , Yi +n1 j − )
(
− (B0 )i +1 Yijn , Yi +n1 j = )) 1
∆θ
(B0Y , Y )in+1 j − 1 (B0Y , Y )ijn ;
∆θ

 n Y n − Yijn   n Y n − Yijn 
 Dij (C 0 ) ij +1
 ∆ξ
, L  +  Dij +1 (C 0 ) ij +1
  ∆ξ
, L =

1
((
(C 0 )i Yijn+1 , Dijn L − (C 0 )i Yijn , Dijn L + ) ( )
 ∆ξ
i i
•   
( ) (
+ (C 0 )i Yijn+1 , Dijn+1 L − (C 0 )i Yijn , Dijn+1 L =
1
∆ξ
))
(C 0Y , Y )ijn +1 − 1 (C 0Y , Y )ijn ;
∆ξ

 n d    d  
 Dij  2Q0 − C0 + B0  Yijn , L  =   2Q0 − C0 + B0  Yijn , Dijn L  =
  dθ  i   dθ  i 
•
 d    d  
=   2Q0 − C0 + B0  Yijn , Yijn  =  Q0 + Q0* − C0 + B0  Yijn , Yijn 
 dθ  i   dθ  

here it is employed (Q Y n
0 ij ) ((Q Y
, Yijn = 1
2
n
0 ij ) (
, Yijn + Q0*Yijn , Yijn . ))
Summing up above equalities, we get discreet analogue of differential representation of energy integral:

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Difference Schemes for Mixed Problem for Heat Equation in Angular Domain 45

e
ξj 1
∆t
{( A Y , Y )
0
n +1
ij
− ( A0Y , Y )ij −
n
} 1
∆θ
{( B Y , Y )
0
n
i +1 j
− ( B0Y , Y )ij −
n
}
(21)

{(C Y , Y ) }
n
1  d  
− − ( C0Y , Y )ij +  Q0 + Q0* − C0 + B0  Y , Y  = 0
n n

∆ξ ij +1
dθ 
0
 ij

Multiplying both sides of (21) by ∆ ξ , ∆θ , we sum up in i from 0 to I − 1 , in j from − ∞ to + ∞ and using

(
Y n = Yijn , Yijn ) 1
2
→ 0 when ξ → ∞ , we have
2 2
Y n +1 − Yn =
A0 A0

∑ {( B Y , Y ) }
+∞ I −1 ∞ n
 d  
= ∆θ ⋅ ∆ξ ⋅ − ( B0Y , Y )0 j − ∑ ∑  Q0 + Q0* − C0 +
n n
B0  Y , Y 
dθ 
0
i = 0 j =−∞  
I j
j =−∞ ij

One can easily check that the equalities hold:

 H (θi ) O  *
O − H (θ i ) 
A0 (θi ) = T0*  T0 , B0 (θ i ) = T0  T0 ,
 O H (θi )   − H (θ i ) O 

 − H (θ i ) O  ,  − l (θ i )
 0 0  , L(θ ) = 
m(θ i )   k (θ ) − m(θ i ) − l (θ i ) 
C0 (θ i ) = T0*  T0 O =   m(θ )  , H (θi ) =  i ,
k (θ i ) + m(θ i ) 

l (θi )   − l (θ i )
i
 O H (θ i )  0 0  i

 2m(θi ) 0 k (θi ) 
   − H (θi ) L(θi ) 
Q0 (θi ) + Q0* (θi ) =  0 0 0  = T0*  T0 ,
 k (θ ) 0   L(θi ) H (θi ) 
 i 0 

 1 0 − 1
 
1  0 −1 0 
T0 = , θ i = i ∆θ , i = 0,1,..., I .
2  0 −1 0 
 
1 0 1 
 

According to the above

e j ( ( A0 )i Yijn , Yijn ) = e j( A0Y , Y )ij = e ( A0 V, V )ijn

ξ ξ (1− 2 µ ) ξ j
=
n

=e
(1− 2 µ ) ξ j
{( H (θ )W ,W ) 1
n
1 ij + ( H (θ )W2 ,W2 )ijn },

if k (θ i ) > 0, k 2 (θ i ) − m 2 (θ i ) − l 2 (θ i ) > 0, i = 0, I , then H (θ i ) > 0 and hence

e
ξj
(( A ) Y n
0 i ij )
, Yijn > 0 , (22)

where Wijn = T0Vijn .

If

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46 M. U. Khudayberganov, S. U. Dadabayev, H. D. Yuldashev & O. M. Raxmonov

d  k ′(θ ) − m′(θ ) − l ′(θ )   − l (θ ) m(θ ) 

H (θ ) =  =  = L(θ )
dθ  − l ′(θ ) k ′(θ ) + m′(θ )   m(θ ) l (θ ) 

then

 d     − H (θi ) L(θi ) 
 Q0 + Q0 − C0 + B0  Yijn , Yijn  =   −
*

 dθ  i    L(θi ) H (θi )  (23)

 − H (θi ) O   O − H ′(θi )   n n 
−  +  W ,W  = 0.
 O H (θi )   − H ′(θi ) O   ij ij 

′
Hence we find (k (θ ) − m(θ ) ) = −l (θ ), (k (θ ) + m(θ ))′ = l (θ ), − l ′(θ ) = m(θ ) or

k ′(θ ) = 0, l ′(θ ) = − m(θ ), m′(θ ) = l (θ ) . Solving these differential equations, we obtain

k (θ 0 ) l (θ0 ) cos θi − m (θ0 ) sin θi m (θ 0 ) cos θi + l (θ 0 ) sin θi

k (θi ) =  , l (θi ) =  , m(θi ) = 
k (θ I ) m (θ I ) cos θi + l (θ I ) sin θi  −l (θ I ) cos θi + m (θ I ) sin θi .

− (B0Y , Y )I j = − (B0 )I e
n
( − 12 ξ j
VInj , e
− 12 ξ j
)
VInj = −e
−ξ j
(B0V ,V )nI j =
n

= −e
−ξ j  * O
 T0 
  − H (π )
− H ( π2 ) 
O

T0V , V  = e j (H ( π2 )W2 , W1 )nI j + (H ( π2 )W1 , W2 )nI j

−ξ
{ }
  2  I j

We rewrite boundary condition (19) as (W1 )nI j = S (W2 )nI j , where

 2a1 1 − b1 
 − .
S =  1 + b1 1 + b1 
 1 0 


Due to this equality, it holds

− ( B0Y , Y ) I j = e (  S H ( )
−ξ j n
) + H ( π2 ) S  W2 ,W2
n * π
2 .
Ij

According to lemma D.L. Tkachev, M.V. Gomolina ([7]) if for boundary conditions a1 > 0 and b1 < 1 ,

[S H (
* π
2
) + H ( π2 ) S ]
i= I
>0

From this it yields

− ( B0Y , Y ) I j ≥ 0.
n
(24)

Analogously we rewrite (B0Y , Y )0n j taking into account that boundary condition (18) is (W1 )0n j = R(W2 )0n j as

( B0Y , Y )0 j = −e −ξ (  R H (0) + H (0)R W ,W )

n n
*
j
2 2 ,
0j

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Difference Schemes for Mixed Problem for Heat Equation in Angular Domain 47

 2a2 1 − b2 
where −
R =  1 + b2
−  . If a 2 > 0 and b2 < 1 for boundary conditions, then according to Lyuapunov
1 + b2 
 1 0 


[ ]
theorem R * H (0) + H (0) R i = 0 < 0 . Consequently, it yields

( B0Y , Y )0 j ≥ 0.
n
(25)

According to (22)-(25), we have the following energetic estimate

2 2
Y n +1 ≤ Yn .
A0 A0

− µξ j
From Yijn = e Vijn it is easy to understand that

(( A ) e )
I −1 ∞ I −1 ∞
ξ ξj − 12 ξ j − 12 ξ j
∆θ ∆ξ ∑ ∑ e j ( A0Y , Y )ijn+1 = ∆θ ∆ξ ∑ ∑ e 0 i Vijn +1 , e Vijn +1 =
i =0 j =−∞ i =0 j =−∞
I −1 ∞ I −1 ∞
= ∆θ ∆ξ ∑ ∑ ( ( A0 )i Vijn+1 ,Vijn+1 ) =∆θ ∆ξ ∑ ∑ ( A0V ,V )ijn +1 .
i = 0 j =−∞ i =0 j =−∞

Therefore, it holds

I −1 ∞ I −1 ∞
J n = ∆θ ∆ξ ∑ ∑ ( A V ,V ) 0
n
ij ≤ ∆θ ∆ξ ∑ ∑ ( A V ,V ) 0
0
ij =J 0 (26)
i = 0 j = −∞ i = 0 j = −∞

Theorem is proved.

To solve the first problem, we make use the following difference scheme:

U ijn +1 − U ijn
− (U t )ij = 0.
n
(27)
∆t

The above difference scheme is obtained using U t − U t ≡ 0 . Now we multiply (27) by the vector 2U ijn+1 :

(
2 (U ijn +1 ,U ijn +1 ) − 2 (U ijn , U ijn +1 ) − 2∆t (U t )ij , U ijn +1 = 0
n
)
and from this equality, we have

(U n +1
ij ( n n
)
, U ijn +1 ) − (U ijn , U ijn ) − ∆ t (U t )ij , (U t )ij − ∆t (U ijn +1 , U ijn+1 ) ≤ 0 .

Here Cauchy–Bunyakovsky 2 (U ,V ) ≤ (U ,U ) + (V ,V ) is employed. Obtained inequality is multiplied by

∆θ ∆ξ and is summed up with respect i from 0 till I − 1 , with respect to j from −∞ till +∞ :

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48 M. U. Khudayberganov, S. U. Dadabayev, H. D. Yuldashev & O. M. Raxmonov

I −1 ∞ I −1 ∞
∆θ ∆ξ ∑ ∑ (U
i =0 j =−∞
n +1
ij , U ijn +1 ) ≤ ∆θ ∆ξ ∑ ∑ (U
i = 0 j =−∞
n
ij , U ijn ) +

∑ {( (U ) , (U ) ) + (U }
I −1 ∞
+ ∆ t ∆θ ∆ξ ∑ n +1
,U ijn +1 ) .
n n
t ij t ij ij
i = 0 j =−∞

We rewrite above inequality

+ ∆ t (U t )
n +1
U n +1 ≤ Un + ∆ t U n +1 . (28)
A0 A0 A0 A0

Writing (26) as

 I −1 +∞
n +1 
C1 ∆θ ∆ξ ∑ ∑ (U t ,U t )ij + (U x , U x )ij + (U y , U y )  ≤ J n ≤
n +1 n +1
ij
 i = 0 j =−∞ 
 I −1 +∞
n
≤ C2  ∆θ ∆ξ ∑ ∑ (U t , U t )ij + (U x , U x )ij + (U y , U y )ij 
n n

 i = 0 j =−∞ 

we add it to (28). It yields discreet analogue of (0.10)

2 2
U n +1 ≤ const U n
A1 A1

∑ {(U ,U ) + (U ,U ) + (U ,U x )ij + (U y ,U y )ij .}

I −1 +∞
= ∆θ ∆ ξ ∑
2 n n n n
where Un ij t t ij x
A1
i = 0 j = −∞

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