.

,
.

:

u1
a11 . . .
u(t, x)
u(t, x)
..
..
..
+A
= f, u = . , A = .
.
t
x
un
an1 . . .

a1n
..
.
ann

,
(A)




(t, x)
(t, x)
+c
=f
t
x

(, (t, x)) c.

2
2 E (t, x)
2 E (t, x)

c
=f
t 2
x 2

(, E (t, x))
c .




2
2 E (t, x)
2 E (t, x)

c
=f
t 2
x 2

E
u = E
x , v = t :

u
v
c2
=f
t
x
u v

=0
t
x


  
   
u
0 c 2 u
f
+
=
1
0
0
t v
x v
, (A) = c
.

,
, . ,
, . ,
(t, x) (
)
,
n
. um
u n m

n+1 u
um
.
(n + 1, m) .
,
:



(n + 1, m). ,
n+1 .
um
.
.

,
(n + 1, m)


.
.
tn+1 , xm ,


,
u
u
+c
=0
t
x
x ct = const.
x ct = xm ctn+1 , t < tn+1


--

,
.
, ,
,
.
,
- .
(
h), .

, ,

y (t, x)
n
um
= [y ]nm
n.
m
0
n
[y ]m0

(tn , xm ).

,

,
.




n
n+1 u n
u n um1
um
m
+c m
= fmn

n
n+1 u n
u n um
um
m
+ c m+1
= fmn

n
n+1 u n
u n um1
um
m
+ c m+1
= fmn

2h

n+1
um

1
2

n
n
n
um1
+ um+1
u n um1
+ c m+1
= fmn

2h




2
[ytt ]nm + O( 3 )
2
h2
h3
h4
= [y ]nm h[yx ]nm + [yxx ]nm [yxxx ]nm + [yxxxx ]nm + O(h5 )
2
6
24

[y ]n+1
= [y ]nm + [yt ]nm +
m
[y ]nm1




h
n
n
2
n
n
2
[yt ]m + [ytt ]m + O( ) + c [yx ]m [yxx ]m + O(h ) = fmn +
2
2



h
n
n
n
n
2
n
2
([yt ]m + c[yx ]m fm ) + [ytt ]m + O( ) c
[yxx ]m + O(h ) =
2
2

ch
= [ytt ]nm [yxx ]nm + O( 2 + h2 ) = O( + h)
2
2




2
[ytt ]nm + O( 3 )
2
h2
h3
h4
= [y ]nm h[yx ]nm + [yxx ]nm [yxxx ]nm + [yxxxx ]nm + O(h5 )
2
6
24

[y ]n+1
= [y ]nm + [yt ]nm +
m
[y ]nm1



h2

n
n
2
n
n
4
[yt ]m + [ytt ]m + O( ) + c [yx ]m + [yxxx ]m + O(h ) = fmn +
2
6
 2


h
n
n
n
n
2
n
4
([yt ]m + c[yx ]m fm ) + [ytt ]m + O( ) + c
[yxxx ]m + O(h ) =
2
6
ch2

= [ytt ]nm +
[yxxx ]nm + O( 2 + h4 ) = O( + h2 )
2
6




2
[ytt ]nm + O( 3 )
2
h2
h3
h4
[y ]nm = [y ]nm h[yx ]nm + [yxx ]nm [yxxx ]nm + [yxxxx ]nm + O(h5 )
2
6
24

 4
h
h2

n
n
2
n
[yt ]m + [ytt ]m + O( ) + [yxx ]m + O
+
2
2



h2
n
n
4
+ c [yx ]m + [yxxx ]m + O(h ) = fmn +
6
 4

h2
h
([yt ]nm + c[yx ]nm fmn ) + [ytt ]nm + O( 2 ) + [yxx ]nm + O
+
2
2


 2
h
n
4
+c
[yxxx ]m + O(h ) =
6

[y ]n+1
= [y ]nm + [yt ]nm +
m




h2
h2
h4
n
n
n
4
2
= [ytt ]m + [yxx ]m + c [yxxx ]m + O +
+h
2
2
6





h2
h2
2
=O +
+h =O +

h.
, = O(h),
, = O(h2 ),
O(1), . (
)

.
c
, c
h > 1 h < 0
, , . (
+ =
).



0
um
= m

u0n = n

c n
n+1
n
n
um
= um
+
um1 um
+ fmn , m = 1, M
h
h
c i n
c n
n+1
um
= 1
um1 + fmn , m = 1, M
um +
h
h
 c 

c  n
  n

n+1
|u
|
+
|um
| 1
 m
  |um1 | + |fmn |, m = 1, M
h
h

n
|,
ku n k = max |um
m=0,M

kuk = max ku n k,
n=0,N




c 
c
n
n
ku n+1 k max |u0n+1 |, 1
max |um
|+
max |um1
| + kf n k
h m>0
h m>0

ku

n+1


k max

|u0n+1 |,


c
c 
n
n
n
max |u
| + kf k
max |u | +
1
h m>0 m
h m>0 m1

n
n | ku n k
max |um1
| ku n k, max |um
m>0

m>0

ku n+1 k max{| n+1 |, ku n k + kf n k} max{| n+1 |, ku n k} + kf k

max{| n+1 |, | n |, ku n1 k} + 2 kf k max{kk, kk} + T kf k

kuk kk + kk + T kf k
,
.



,
X
n+1
n
um
=
um+

> 0,

. . ,

.




1 c
1 c
n
n
n+1
+
um1 +

um+1
um =
2 2h
2 2h
 

 c
h 1,
.




.
.
, .

, ,
.
,
0.

0 = e im .
um
, .


O( + h2 )

n
n+1 u n
u n um1
um
m
+ c m+1
=0

2h
0
um
= e im
1
um
1
0
um
= um
+



0
0
um1
c
c um+1
0
= um
1+i
sin
h
2
h

,

n
c
n
um
= 1+i
sin e im
h

n = n e im .
um


O( + h2 )
n
um

kuk = max max |n e im | = max |n | = max(1, ||N )

m

n=0,N

n=0,N

|| 1, (C = 1),
,
.
|| = 1 + D ,
(C = (1 + D )T / e DT ), .
, D,

, .
||1
, .

|| > 1,
.


O( + h2 )

=1+i

c
sin
h

c 2 2 2
sin > 1
h2


= O(h), ||1
= O 1 . .

p
2
= O(h2 ), || = 1 + c sin2 1 + c sin2 1 + c2 .
|| =

1+

C = e

cT
2

 !
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