Convergence Analyses of Crank-Nicolson Orthogonal Spline Collocation Methods for Linear Parabolic Problems in Two Space Variables

Convergence Analyses of Crank-Nicolson Orthogonal Spline Collocation Methods for Linear Parabolic Problems in Two Space Variables

Year:    2016

International Journal of Numerical Analysis and Modeling, Vol. 13 (2016), Iss. 1 : pp. 58–72

Abstract

The Crank-Nicolson (CN) orthogonal spline collocation method and its alternating direction implicit (ADI) counterpart are considered for the approximate solution of a class of linear parabolic problems in two space variables. It is proved that both methods are second order accurate in time and of optimal order in certain $H^j$ norms in space. Also, $L^∞$ estimates in space are derived.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2016-IJNAM-426

International Journal of Numerical Analysis and Modeling, Vol. 13 (2016), Iss. 1 : pp. 58–72

Published online:    2016-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    15

Keywords:    parabolic problems orthogonal spline collocation Crank-Nicolson method alternating direction implicit method optimal global error estimates.