On a class of three-layer difference schemata and the method of fictitious domains (Q1975805)

In the computational practice of solving grid elliptic boundary value problems by iterations, algorithms based on using simple invertible preconditioning operators spectrally equivalent to the original grid operator are of great importance. The problem arises in applying spectrally equivalent preconditioning operators to noniterative solutions of nonstationary grid problems. The author solves this problem in general form in the class of three-layer difference schemes in Hilbert spaces. This approach enables one to use arbitrary operators which are spectrally equivalent to the operator of the Crank--Nicolson scheme. Moreover, the estimate \(O(\tau)\) is obtained for the energy norm of the error. The construction of a concrete preconditioning operator is illustrated by an example of a version of the method of fictitious domains by \textit{S.~V.~Nepomnyashchikh} [Sov. J. Numer. Anal. Math. Model. 6, No. 3, 223-242 (1991; Zbl 0816.65097)].