Finite difference methods and spatial a posteriori error estimates for solving parabolic equations in three space dimensions on grids with irregular nodes

Authors
Citation
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
Citations number
21
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN journal
00361429 → ACNP
Volume
36
Issue
4
Year of publication
1999
Pages
1044 - 1064
Database
ISI
SICI code
0036-1429(19990629)36:4<1044:FDMASA>2.0.ZU;2-H
Abstract
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.