On error bounds of finite difference approximations to partial differential equations. -- Temporal behavior and rate of convergence

DOI10.1023/A:1007688522777zbMath0984.65095MaRDI QIDQ5942833

Bertil Gustafsson, Saul S. Abarbanel, Adi Ditkowski

Publication date: 30 April 2002

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007688522777

zbMATH Keywords

convergence; finite difference method; numerical experiments; error bounds; parabolic equation; hyperbolic equation

Mathematics Subject Classification ID

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

35K15: Initial value problems for second-order parabolic equations

65M20: Method of lines for initial value and initial-boundary value problems involving PDEs

35L15: Initial value problems for second-order hyperbolic equations

Related Items

Linear and Nonlinear Boundary Conditions for Wave Propagation Problems, Time-Dependent Two-Dimensional Fourth-Order Problems: Optimal Convergence, Semi-discrete Time-Dependent Fourth-Order Problems on an Interval: Error Estimate, Numerical investigation of the parabolic mixed derivative diffusion equation via alternating direction implicit methods, Review of summation-by-parts schemes for initial-boundary-value problems, A note on \(L^{\infty }\) bounds and convergence rates of summation-by-parts schemes, High-order embedded finite difference schemes for initial boundary value problems on time dependent irregular domains, A simple second order Cartesian scheme for compressible Euler flows, On the order of accuracy for difference approximations of initial-boundary value problems, High-order compact ADI methods for parabolic equations, Convergence of summation-by-parts finite difference methods for the wave equation, On long time error bounds for the wave equation on second order form, Finite volume methods, unstructured meshes and strict stability for hyperbolic problems, Recent advances in the study of a fourth-order compact scheme for the one-dimensional biharmonic equation, Optimal convergence for time-dependent Stokes equation: a new approach, Convergence of energy stable finite-difference schemes with interfaces, The convergence rate for difference approximations to fractional boundary value problems, An energy stable coupling procedure for the compressible and incompressible Navier-Stokes equations, On the convergence rates of energy-stable finite-difference schemes, Error boundedness of discontinuous Galerkin methods with variable coefficients, Error boundedness of discontinuous Galerkin spectral element approximations of hyperbolic problems, On the impact of boundary conditions on dual consistent finite difference discretizations, A stable hybrid method for hyperbolic problems, Error Estimates for well-balanced and time-split schemes on a locally damped wave equation, High Order Finite Difference Schemes for the Heat Equation Whose Convergence Rates are Higher Than Their Truncation Errors, Convergence of finite difference methods for the wave equation in two space dimensions