Inhalt des Dokuments
Preprint 671-2000
Quantitative error estimates for the implicit Euler scheme for linear evolutionary problems with rough data.
Author(s) :
Etienne Emmrich
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 671-2000
MSC 2000
- 65M15 Error bounds
-
65J10 Equations with linear operators
-
76D07 Stokes and related flows
-
34G10 Linear equations
Abstract :
For the initial-boundary value problem for a non-homogeneous linear parabolic
differential equation with time-dependent coefficients, the discretization in time
by the backward Euler method is considered. The method is shown to be convergent
of first order even for rough data. Attention is directed, in particular, to estimates
of the appearing constants as well as to restrictions on the step size
in dependence on the problem's parameters. In addition, the temporal discretization
of the incompressible Stokes problem and the dependence of the error on the
Reynolds number is analysed.
Keywords :
Linear parabolic PDE, parabolic smoothing, discretization in time, backward Euler, a priori error estimates, incompressible Stokes equation