Stability and error estimates for the \(\theta\)-method for strongly monotone and infinitely stiff evolution equations (Q5944726)

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scientific article; zbMATH DE number 1655032
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Stability and error estimates for the \(\theta\)-method for strongly monotone and infinitely stiff evolution equations
scientific article; zbMATH DE number 1655032

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    Stability and error estimates for the \(\theta\)-method for strongly monotone and infinitely stiff evolution equations (English)
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    29 September 2002
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    The authors consider the well-known \(\theta\)-method for the equations named in the title and prove error estimates which are independent of the stiffness and show a convergence order between 1 and 2. By chosing the parameter \(\theta\) suitably near to \(1/2\), the order \(4/3\) is obtained without requiring special time step sequences nor differentiabilty of the right-hand operator. Second order is proved for nearly constant time steps. This results circumvent the order reduction phenomenon. The theoretical findings are also supported by several numerical experiments.
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    \(\theta\)-method
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    stability
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    error estimates
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    infinite stiffness
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    evolution equations
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    converbence
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    numerical experiments
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