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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2001 Volume 4, Number 2, Pages 137–150 (Mi sjvm390)

This article is cited in 1 paper

Crank–Nicolson's scheme with different time-step in subdomains for the solution of parabolic problems

V. I. Drobyshevich, L. N. Katkova

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences

Abstract: A method of constructing difference schemes with different time-step in subdomains based on Crank–Nicolson's scheme is suggested. It is associated with interpolation of the solution on the boundary of subdomains. It is proved that the solution of the difference problem converges in uniform norm to that of differential problem with the order $O(\tau^2+h^2)$.

UDC: 519.63

Received: 29.02.2000
Revised: 06.07.2000



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