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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 Hj 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.