Finite difference methods and spatial a posteriori error estimates for solving parabolic equations in three space dimensions on grids with irregular nodes
Pk. Moore, Finite difference methods and spatial a posteriori error estimates for solving parabolic equations in three space dimensions on grids with irregular nodes, SIAM J NUM, 36(4), 1999, pp. 1044-1064
Adaptive methods for solving systems of partial differential equations have
become widespread. Much of the effort has focused on finite element method
s. In this paper modified finite difference approximations are obtained for
grids with irregular nodes. The modifications are required to ensure consi
stency and stability. Asymptotically exact a posteriori error estimates of
the spatial error are presented for the finite difference method. These est
imates are derived from interpolation estimates and are computed using cent
ral difference approximations of second derivatives of the solution at grid
nodes. The interpolation error estimates are shown to converge for irregul
ar grids while the a posteriori error estimates are shown to converge for u
niform grids. Computational results demonstrate the convergence of the fini
te difference method and a posteriori error estimates for cases not covered
by the theory.