Convergence Estimates for a Locally One-Dimensional Finite Difference Scheme for Parabolic Initial-Boundary Value Problems

Error estimates for a locally one-dimensional finite difference scheme for parabolic initial-boundary value problems are presented. Techniques from Bramble, Hubbard and Thomee [1] are applied to a method proposed by Samarskii [5]. It is shown that if the right-hand side of the differential equation...

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Veröffentlicht in:SIAM journal on numerical analysis Jg. 13; H. 4; S. 514 - 519
1. Verfasser: Caldwell, C. S.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Philadelphia Society for Industrial and Applied Mathematics 01.09.1976
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ISSN:0036-1429, 1095-7170
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Zusammenfassung:Error estimates for a locally one-dimensional finite difference scheme for parabolic initial-boundary value problems are presented. Techniques from Bramble, Hubbard and Thomee [1] are applied to a method proposed by Samarskii [5]. It is shown that if the right-hand side of the differential equation has "smoothness" λ for 1 ≤ λ ≤ 2 and the initial and boundary data have "smoothness" μ where 0 ≤ μ ≤ 4 then the truncation error is bounded by C{hλ|f|(λ)L + hμ/2|(φ, Φ)|(μ)R × ∂L}.
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ISSN:0036-1429
1095-7170
DOI:10.1137/0713044