scientific article; zbMATH DE number 1086149

Authors Amiya K. Pani, Meekyong G. Park, S. K. Chung

Publication date 18 February 1998

backward Euler scheme convergence Crank-Nicolson method finite difference method method of lines Sobolev equation Steklov mollifier

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Review text

A partial differential equation of special form \[ u_t+Au_t+Bu= f(x,t), \qquad (x,t)\in\Omega\times(0,T]\tag{1,} \] \[ u(x,0)=u_0(x),\quad x\in\Omega,\qquad u(x,t)=0,\quad (x,t)\in\partial\Omega\times(0,T], \] where \[ \begin{aligned} A(x)u&=-\sum_{l,q=1}^2 \frac{\partial}{\partial x_l}\left( a_{lq}(x) \frac{\partial u}{\partial x_q}\right),\\ B(x,t)&u=- \sum_{l,q=1}^2 \frac{\partial}{\partial x_l} \left( b_{lq}(x) \frac{\partial u}{\partial x_q} \right)+\sum_{l=1}^2 b_l(x,t) \frac{\partial u}{\partial x_l}+b(x,t)u\end{aligned} \] is considered. It is assumed that the following conditions take place: (I) The coefficients of the operators \(A(x)\), \(B(x,t)\) and the right hand side are sufficiently smooth and bounded functions. (II) The operators \(A(x)\) and \(B(x,t)\) are elliptic. (III) There exists a unique generalized solution of problem (1) belonging to some Sobolev class. Using Steklov mollifiers three classes of finite difference schemes are constructed and investigated for the solution of problem (1): the method of lines, the backward Euler scheme and the Crank-Nicolson method. Using the Bramble-Hilbert lemma for the approximate solutions obtained by the method of lines, the authors prove convergence of the approximate solutions to the exact solution with rate \(\text{O}(h^2)\) under the assumption that \(u\), \(u_t \in H^\alpha(\Omega)\), \(1 \leq \alpha \leq 3\), \(t \in (0,T]\). By analogy it is shown that the solutions obtained by the backward Euler and the Crank-Nicolson method converge to the exact one with rate \(\text{O}(k+h^2)\) and \(\text{O}(k^2+h^2)\), if \(u\), \(u_t \in L^\infty(H^\alpha(\Omega))\), \(1 \leq \alpha \leq 2\), \(u_{tt} \in L^\infty(L^2(\Omega))\).

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