SHARP ERROR-BOUNDS FOR THE CRANK-NICOLSON AND SAULYEV DIFFERENCE SCHEME IN CONNECTION WITH AN INITIAL-BOUNDARY VALUE-PROBLEM FOR THE INHOMOGENEOUS HEAT-EQUATION
H. Esser et al., SHARP ERROR-BOUNDS FOR THE CRANK-NICOLSON AND SAULYEV DIFFERENCE SCHEME IN CONNECTION WITH AN INITIAL-BOUNDARY VALUE-PROBLEM FOR THE INHOMOGENEOUS HEAT-EQUATION, Computers & mathematics with applications, 30(3-6), 1995, pp. 59-68
For an initial boundary value problem of the inhomogeneous heat equati
on, the present paper studies the sharpness of error bounds, obtained
for approximate solutions via the Crank-Nicolson and Saulyev differenc
e scheme, respectively. Whereas the direct estimates in terms of parti
al moduli of continuity for partial derivatives of the (exact) solutio
n follow by standard methods (stability inequality plus Taylor expansi
on of the truncation error), the sharpness of these bounds is establis
hed by an application of a quantitative extension of the uniform bound
edness principle. To verify the relevant resonance condition, use is m
ade of some basic properties of the discrete Green's function associat
ed. It may be mentioned that the methods of this paper, though specifi
c, do not rely on any positivity properties of the discrete Green's fu
nction, in contrast to our previous investigations which were concerne
d with boundary value problems for ordinary as well as for elliptic di
fferential equations.