TY - JOUR T1 - Convergence Analysis for a Three-Level Finite Difference Scheme of a Second Order Nonlinear ODE Blow-up Problem AU - Chien-Hong Cho & Chun-Yi Liu JO - East Asian Journal on Applied Mathematics VL - 4 SP - 679 EP - 696 PY - 2018 DA - 2018/02 SN - 7 DO - http://doi.org/10.4208/eajam.220816.300517a UR - https://global-sci.org/intro/article_detail/eajam/10713.html KW - Blow-up, numerical blow-up time, finite difference method, nonlinear ODE. AB -
We consider the second order nonlinear ordinary differential equation $u′′(t)=u^{1+α}(α>0)$ with positive initial data $u(0)=a_0$ , $u′(0)=a_1$ , whose solution becomes unbounded in a finite time $T$. The finite time $T$ is called the blow-up time. Since finite difference schemes with uniform meshes can not reproduce such a phenomenon well, adaptively-defined grids are applied. Convergence with mesh sizes of certain smallness has been considered before. However, more iterations are required to obtain an approximate blow-up time if smaller meshes are applied. As a consequence, we consider in this paper a finite difference scheme with a rather larger grid size and show the convergence of the numerical solution and the numerical blow-up time. Application to the nonlinear wave equation is also discussed.