We consider a locally one-dimensional scheme for an equation of parabolic type of the general form in a p-dimensional parallelepiped, obtain an a priori estimate for its solution, and prove… Click to show full abstract
We consider a locally one-dimensional scheme for an equation of parabolic type of the general form in a p-dimensional parallelepiped, obtain an a priori estimate for its solution, and prove that the solutions of this scheme converge to a solution of the equation at the rate O(|h|2 + τ), where |h|2 = h12 + · · · + hp2 and pα, α = 1,..., p, and τ are the steps in the space and time variables. We do not assume that the operator in the leading part of the equation is sign definite.
               
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