Smoothing properties and approximation of time derivatives for parabolic equations: constant time steps (Q4457847)

The author analyses the time discretisation of a homogeneous linear parabolic problem \[ u_{t}+Au=0 \,\, for \,\, t>0, \quad u(0)=v \tag{1} \] by one-step methods based on using rational functions \(r(z)\). It is assumed that \(r(z)\) is \(A(\Theta)\)-stable for suitable \(\Theta \in [0,\pi/2)\) and satisfies \(r(\infty)<1\). Error estimates for smooth and rough initial data \(v\) can be found in the literature considering ({ref} {1}) in Hilbert spaces, and also in Banach spaces imposing the more restrictive condition \(r(\infty)=0\). The purpose of the present paper is the analysis in Banach spaces \(B\) assuming \(r(\infty)<1\) only. Let \(Q^j_{k}\) be an order \(p\) finite difference approximation of the \(j\)-th order time derivative with time step \(k\). Let \(U_{n}\) be the approximate solution at time \(nk\). The author proves optimal convergence for \(Q^j_{k}U_{n}\). In the case of initial data \(v \in B\) the expected factor \(t_{n}^{-p+j}\) enters the error bound reflecting the smoothing property of the parabolic equation. The abstract results are applied to the case where \(A\) is the Ritz projection of the Laplacian on the space of linear finite elements considered in \(B=L_{\infty}\). Considerable additional analysis is done to obtain error bound that include also the contributons coming from the space discretisation. Some numerical illustrations complete the paper.