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Difference Schemes with Operator Factors

✍ Scribed by A. A. Samarskii, P. P. Matus, P. N. Vabishchevich (auth.)


Publisher
Springer Netherlands
Year
2002
Tongue
English
Leaves
390
Series
Mathematics and Its Applications 546
Edition
1
Category
Library

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✦ Synopsis


Two-and three-level difference schemes for discretisation in time, in conjunction with finite difference or finite element approximations with respect to the space variables, are often used to solve numerically nonΒ­ stationary problems of mathematical physics. In the theoretical analysis of difference schemes our basic attention is paid to the problem of staΒ­ bility of a difference solution (or well posedness of a difference scheme) with respect to small perturbations of the initial conditions and the right hand side. The theory of stability of difference schemes develops in various diΒ­ rections. The most important results on this subject can be found in the book by A.A. Samarskii and A.V. Goolin [Samarskii and Goolin, 1973]. The survey papers of V. Thomee [Thomee, 1969, Thomee, 1990], A.V. Goolin and A.A. Samarskii [Goolin and Samarskii, 1976], E. TadΒ­ more [Tadmor, 1987] should also be mentioned here. The stability theory is a basis for the analysis of the convergence of an approximative soluΒ­ tion to the exact solution, provided that the mesh width tends to zero. In this case the required estimate for the truncation error follows from consideration of the corresponding problem for it and from a priori esΒ­ timates of stability with respect to the initial data and the right hand side. Putting it briefly, this means the known result that consistency and stability imply convergence.

✦ Table of Contents


Front Matter....Pages i-x
Introduction....Pages 1-8
Two-Level Difference Schemes....Pages 9-53
Difference Schemes with Operator Factors....Pages 55-78
Three-Level Difference Schemes....Pages 79-120
Three-Level Schemes with Operator Factors....Pages 121-147
Difference Schemes for Non-Stationary Equations....Pages 149-234
Schemes on Adaptive Grids....Pages 235-320
Difference Schemes of Domain Decomposition for Non-Stationary Problems....Pages 321-365
Back Matter....Pages 367-384

✦ Subjects


Partial Differential Equations; Operator Theory; Computational Mathematics and Numerical Analysis; Applications of Mathematics; Mathematical Modeling and Industrial Mathematics


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