Finite difference approximation of a parabolic problem with variable coefficients

DOI10.2298/PIM1409049JMaRDI QIDQ2815243zbMATH OpenFDO

Authors Boško S. Jovanović, Zorica D. Milovanović

Publication date 27 June 2016

Published in Publications de l'Institut Mathématique. Nouvelle Série (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/PIM1409049J

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zbMATH Keywords

convergenceerror boundsfinite differencesoblique derivative boundary conditionparabolic initial-boundary-value problemSobolev spacesvariable coefficients

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Review text

The convergence of a finite difference scheme that approximates the third initial-boundary-value problem for parabolic equation with variable coefficients on a unit square is considered. We assume that the generalized solution of the problem belongs to the Sobolev space \(W_2^{s,s/2}\), \(\,s\leq 3\). An almost second-order convergence rate estimate (with additional logarithmic factor) in the discrete \(W^{1,1/2}_2\) norm is obtained. The obtained error bounds are compatible with the smoothness of the data. The result is based on some nonstandard a priori estimates involving fractional order discrete Sobolev norms.

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