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JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2013 Volume 14, Issue 1, Pages 58–76 (Mi vmp92)

This article is cited in 5 papers

Вычислительные методы и приложения

Improvement of the rate of convergence estimates for some classes of difference schemes for solving an ill-posed Cauchy problem

M. M. Kokurin

Mari State University, Physics and Mathematics School

Abstract: A number of difference schemes for solving an ill-posed Cauchy problem in a Banach space are studied. The aim of this paper is finding the rate of convergence estimates for the schemes and the corresponding error estimates in dependence of error levels in initial data. The previously known estimates of convergence rate and the error estimates are improved by an optimal choice of the initial elements of the schemes. The classes of the schemes allowing the further strengthening of these estimates are specified. The results of numerical experiments showing the usefulness of the developed approach to the solution of ill-posed Cauchy problems are discussed.

Keywords: abstract Cauchy problem; Banach space; ill-posed problems; difference schemes; rate of convergence; error estimates; operator calculus.

UDC: 517.988

Received: 02.10.2012



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