Finite difference schemes on grids with local refinement in time and space for parabolic problems. I: Derivation, stability, and error analysis (Q2641090)

A finite-volume method with mesh refinement is proposed for the parabolic equation \(\partial_ tu=\partial_ x(a\partial_ xu)+\partial_ y(a\partial_ yu)+f\) on a set \(\Omega\times [0,T]\), where \(\Omega\) is a domain in the plane. It is assumed that refinement is done by adding points to a given coarse grid. Furthermore, the temporal grid is refined wherever the spatial grid is refined. Finally, the method is used implicitly, so that the matrix equation for a single coarse time step includes a number of fine time steps. The boundary condition between the coarse and fine grids is implemented so as to be conservative. An energy inequality is used to prove stability and convergence of the method.