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Difference Schemes with Operator Factors (Paperback, Softcover reprint of hardcover 1st ed. 2002)
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Difference Schemes with Operator Factors (Paperback, Softcover reprint of hardcover 1st ed. 2002)
Series: Mathematics and Its Applications, 546
Expected to ship within 10 - 15 working days
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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 non stationary problems of mathematical
physics. In the theoretical analysis of difference schemes our
basic attention is paid to the problem of sta 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 di 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. Tad more [Tadmor, 1987] should
also be mentioned here. The stability theory is a basis for the
analysis of the convergence of an approximative solu 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
es 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.
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