Bs. Jovanovich et al., Finite difference schemes on nonuniform meshes for parabolic equation withvariable coefficients and generalized solutions, DAN BELARUS, 42(6), 1998, pp. 38-44
The convergence rate of finite difference schemes approximating the first i
nitial-boundary value problem for one-dimensional heat equation with variab
le coefficient on nonuniform meshes is studied. For an implicit second orde
r difference scheme with averaged right-hand side a convergence rate estima
te in discrete L-2-norm of order O(h(2)+tau) is obtained for the case of ge
neralized solutions from W-2(2,1)(Q).