Abstract

In this paper we show how the theory of interpolation of function spaces can be used to establish convergence rate estimates for finite difference schemes. As a model problem we consider the first initial-boundary value problem for the heat equation with variable coefficients. We assume that the solution of the problem and the coefficients of the equation belong to the corresponding Sobolev spaces. Using interpolation theory we construct a fractional-order convergence rate estimate which is consistent with the smoothness of the data.

Keywords: Initial-boundary Value Problems, Finite Differences, Interpolation of Function Spaces, Sobolev Spaces, Convergence Rate Estimates.

MSC: 65M15, 46B70

Pages:  99$-$107     

Volume  49 ,  Issue  2 ,  1997