Numerical method of bicharacteristics for hyperbolic partial functional differential equations

Classical solutions of mixed problems for first-order partial functional differential equations in several independent variables are approximated in this paper by solutions of a difference problem of Euler type. The mesh for the approximate solutions is obtained by the numerical solution of equations of bicharacteristics. Convergence of explicit difference schemes is proved by consistency and stability arguments. It is assumed that the given functions satisfy nonlinear estimates of Perron type. Differential equations with deviated variables and differential integral equations can be obtained from the general model by specifying the given operators.