Convergence of Finite Fifference Method for Parabolic Problem

2003 ◽  
Vol 3 (1) ◽  
pp. 45-58 ◽  
Author(s):  
Dejan Bojović
Keyword(s):  
Convergence Rate ◽  
Boundary Value Problem ◽  
Heat Equation ◽  
Parabolic Problem ◽  
Initial Boundary ◽  
Initial Boundary Value Problem ◽  
Variable Coefficients ◽  
Rate Estimate ◽  
Convergence Rate Estimate ◽  
Initial Boundary Value

Abstract In this paper we consider the first initial boundary-value problem for the heat equation with variable coefficients in a domain (0; 1)x(0; 1)x(0; T]. We assume that the solution of the problem and the coefficients of the equation belong to the corresponding anisotropic Sobolev spaces. Convergence rate estimate which is consistent with the smoothness of the data is obtained.

scholarly journals Fractional order convergence rate estimate of finite-difference method for the heat equation with concentrated capacity

Filomat ◽  
2021 ◽  
Vol 35 (1) ◽  
pp. 331-338
Author(s):  
Bratislav Sredojevic ◽  
Dejan Bojovic
Keyword(s):  
Convergence Rate ◽  
Heat Equation ◽  
Fractional Order ◽  
Initial Boundary ◽  
Initial Boundary Value Problem ◽  
Order Convergence ◽  
Rate Estimate ◽  
Convergence Rate Estimate ◽  
Sobolev Norms ◽  
Initial Boundary Value

The convergence of difference scheme for initial-boundary value problem for the heat equation with concentrated capacity and time-dependent coefficient of the space derivatives, is considered. Fractional order convergence rate estimate in a special discrete Sobolev norms, compatible with the smoothness of the coefficient and solution, is proved.

scholarly journals Additive difference scheme for two-dimensional fractional in time diffusion equation

Filomat ◽  
2017 ◽  
Vol 31 (2) ◽  
pp. 217-226 ◽  
Author(s):  
Sandra Hodzic-Ivanovic ◽  
Bosko Jovanovic
Keyword(s):  
Finite Difference ◽  
Diffusion Equation ◽  
Difference Scheme ◽  
Numerical Approximation ◽  
Initial Boundary ◽  
Initial Boundary Value Problem ◽  
Two Dimensional ◽  
Rate Estimate ◽  
Convergence Rate Estimate ◽  
Initial Boundary Value

An additive finite-difference scheme for numerical approximation of initial-boundary value problem for two-dimensional fractional in time diffusion equation is proposed. Its stability is investigated and a convergence rate estimate is obtained.

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