Semi-discrete finite difference schemes for the nonlinear Cauchy problems of the normal form

Abstract

We consider the Cauchy problems of nonlinear partial differential equations of the normal form in the class of analytic functions. We apply semi-discrete finite difference approximation which discretizes the problems only with respect to the time variable, and we give a proof for its convergence. The result implies that there are cases of convergence of finite difference schemes applied to ill-posed Cauchy problems.