(1) National Taras Shevchenko University, Kyiv, Ukraine
Abstract:
An initial–boundary-value problem for a multidimensional integro-differential equation with degenerate parabolicity is considered.
Based on the maximum-principle theorem and splitting method, a nonlinear monotonic high-order (higher than the first) numerical
scheme is constructed for an implicit two-layer scheme. For the error of a numerical solution, a priori estimates are obtained
and the sufficient convergence conditions are proved. A posteriori estimates for the numerical error of the solution are analyzed.
Translated from Kibernetika i Sistemnyi Analiz, No. 2, pp. 83–96, March–April 2009.