Finite difference schemes on grids with local refinement in time and space for parabolic problems I. Derivation, stability, and error analysis

Computing ◽  
1990 ◽  
Vol 45 (3) ◽  
pp. 193-215 ◽  
Author(s):  
R. E. Ewing ◽  
R. D. Lazarov ◽  
P. S. Vassilevski
1996 ◽  
Vol 06 (08) ◽  
pp. 1169-1185 ◽  
Author(s):  
GRIGORII I. SHISHKIN ◽  
PETR N. VABISHCHEVICH

For a model of two-dimensional boundary value problem for a second-order parabolic equation, finite difference schemes on the base of a domain decomposition method, oriented on modern parallel computers, is constructed. In the used finite difference schemes iterations at time levels are not applied; some subdomains overlap. We study two classes of schemes characterized by synchronous and asynchronous implementations. It is shown that, under refining grids, the approximate solutions do converge to the exact one in the uniform grid norm.


Sign in / Sign up

Export Citation Format

Share Document