A second-order linearized difference scheme on nonuniform meshes for nonlinear parabolic systems with Dirichlet boundary value conditions

A linearized three-level difference scheme on nonuniform meshes is derived by the method of the reduction of order for the Dirichlet boundary value problem of the nonlinear parabolic systems. It is proved that the difference scheme is uniquely solvable and second order convergent in L-infinity-norm. (C) 2003 Wiley Periodicals, Inc.