*(English)*Zbl 0941.65096

The authors consider linear partial differential algebraic equations with constant matrix coefficients of the form

where $A,B,C\in {R}^{n\times n}$, at least one of the matrices $A$ and $B$ is singular and none of the matrices $A$ or $B$ is the zero matrix. The equation (1) is supplemented by the boundary (BCs) and initial conditions (ICs) at that, in general, any ICs and BCs cannot be prescribed for all components of the solution vector $u(t,x)$.

Two numerical schemes by means of the method of lines and the scheme of the full discretization (BTCS) of initial boundary value problems for (1) are constructed. The influence of the differential spatial and the uniform differential time index on the convergence of the numerical solution to the exact solution is studied. Numerical examples using the BTCS scheme are presented.

##### MSC:

65M20 | Method of lines (IVP of PDE) |

65M15 | Error bounds (IVP of PDE) |

65M06 | Finite difference methods (IVP of PDE) |

35R10 | Partial functional-differential equations |

35K15 | Second order parabolic equations, initial value problems |

65M12 | Stability and convergence of numerical methods (IVP of PDE) |