ON THE CHOICE OF INITIAL CONDITIONS OF DIFFERENCE SCHEMES FOR PARABOLIC EQUATIONS

被引:0
|
作者
Berikelashvili, G. [1 ,2 ]
Gupta, M. M. [3 ]
Mirianashvili, M. [4 ]
机构
[1] I Javakhishvili Tbilisi State Univ, A Razmadze Math Inst, 2 Univ Str, Tbilisi 0186, Georgia
[2] Georgian Tech Univ, Dept Math, Tbilisi 0175, Georgia
[3] George Washington Univ, Dept Math, Washington, DC 20052 USA
[4] N Muskhelishvili Inst Computat Math, Tbilisi 0193, Georgia
来源
MEMOIRS ON DIFFERENTIAL EQUATIONS AND MATHEMATICAL PHYSICS | 2011年 / 53卷
关键词
Heat equation; ADI difference scheme; high order convergence rate;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
when the exact solution belongs to the anisotropic Sobolev spaceWe consider the first initial-boundary value problem for linear heat conductivity equation with constant coefficient in Omega x (0, T], where Omega is a unit square. A high order accuracy ADI two level difference scheme is constructed on a 18-point stencil using Steklov averaging operators. We prove that the finite difference scheme converges in the discrete L2 -norm with the convergence rate O(h(s) + T-s/2), when the exact solution belongs to the anisotropic Sobolev space W-2(s,s/2) , s epsilon (2, 4].
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页码:29 / 38
页数:10
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