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On Error Bounds of Finite Difference Approximations to Partial Differential Equations—Temporal Behavior and Rate of Convergence

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Abstract

This paper considers a family of spatially semi-discrete approximations, including boundary treatments, to hyperbolic and parabolic equations. We derive the dependence of the error-bounds on time as well as on mesh size.

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Abarbanel, S., Ditkowski, A. & Gustafsson, B. On Error Bounds of Finite Difference Approximations to Partial Differential Equations—Temporal Behavior and Rate of Convergence. Journal of Scientific Computing 15, 79–116 (2000). https://doi.org/10.1023/A:1007688522777

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