Skip to main content

Finite Difference Approximation of Hyperbolic Problems

  • Chapter
Analysis of Finite Difference Schemes

Part of the book series: Springer Series in Computational Mathematics ((SSCM,volume 46))

  • 3150 Accesses

Abstract

Chapter 4 is concerned with the construction and the convergence analysis of finite difference schemes for hyperbolic initial-boundary-value problems. A key contribution of the chapter is the derivation of optimal-order bounds on the error between the analytical solution and its finite difference approximation for hyperbolic equations with variable coefficients under minimal regularity hypotheses on the coefficients and the solution, the minimal regularity hypotheses on the coefficients being expressed in terms of spaces of multipliers in anisotropic Sobolev spaces.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Bergh, J., Löfström, J.: Interpolation Spaces, an Introduction. Grundlehren der mathematischen Wissenschaften, vol. 228. Springer, Berlin (1976)

    Book  MATH  Google Scholar 

  2. Dzhuraev, I.N., Moskal’kov, M.N.: Convergence of the solution of a weighted difference scheme to a generalized solution in \(W_{2}^{2}(Q_{T})\) of the vibrating-string equation. Differ. Equ. 21, 1453–1459 (1985)

    MathSciNet  MATH  Google Scholar 

  3. Dzhuraev, I.N., Kolesnik, T.N., Makarov, V.L.: Accuracy of the method of straight lines for second-order quasilinear hyperbolic equations with a small parameter at the highest time derivative. Differ. Equ. 21, 784–789 (1985)

    MathSciNet  MATH  Google Scholar 

  4. Jovanović, B.S.: Convergence of finite-difference schemes for hyperbolic equations with variable coefficients. Z. Angew. Math. Mech. 72, 493–496 (1992)

    MathSciNet  Google Scholar 

  5. Jovanović, B.S.: On the convergence rate of finite-difference schemes for hyperbolic equations. Z. Angew. Math. Mech. 73, 656–660 (1993)

    MathSciNet  Google Scholar 

  6. Jovanović, B.S.: On the estimates of the convergence rate of the finite difference schemes for the approximation of solutions of hyperbolic problems (Part II). Publ. Inst. Math. 55(69), 149–155 (1994)

    Google Scholar 

  7. Jovanović, B.S.: Finite difference approximation of a hyperbolic transmission problem. In: Gautschi, W., Mastroianni, G., Rassias, T. (eds.) Approximation and Computation. Springer Optimization and Its Applications, vol. 42, pp. 319–329 (2010)

    Google Scholar 

  8. Jovanović, B.S., Ivanović, L.D.: On the convergence of the difference schemes for the equation of vibrating string. In: Milovanović, G.V. (ed.) Numerical Methods and Approximation Theory, Proc. Conf. Held in Niš 1984, University of Niš, Niš, pp. 155–159 (1984)

    Google Scholar 

  9. Jovanović, B.S., Vulkov, L.G.: On the convergence of difference schemes for the string equation with concentrated mass. In: Ciegis, R., Samarskiĭand, A., Sapagovas, M. (eds.) Finite-Difference Schemes: Theory and Applications, Proc. of 3rd Int. Conf. Held in Palanga (Lithuania) 2000, IMI, Vilnius, pp. 107–116 (2000)

    Google Scholar 

  10. Jovanović, B.S., Vulkov, L.G.: On the convergence of difference schemes for hyperbolic problems with concentrated data. SIAM J. Numer. Anal. 41(2), 516–538 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  11. Jovanović, B.S., Vulkov, L.G.: Numerical solution of a hyperbolic transmission problem. Comput. Methods Appl. Math. 8(4), 374–385 (2008)

    MathSciNet  MATH  Google Scholar 

  12. Jovanović, B.S., Vulkov, L.G.: Numerical solution of a two-dimensional hyperbolic transmission problem. J. Comput. Appl. Math. 235, 519–534 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  13. Jovanović, B.S., Ivanović, L.D., Süli, E.: Sur la convergence des schémas aux differences finies pour l’équation des ondes. Z. Angew. Math. Mech. 66, 308–309 (1986)

    MathSciNet  Google Scholar 

  14. Jovanović, B.S., Ivanović, L.D., Süli, E.: Convergence of a finite-difference scheme for second-order hyperbolic equations with variable coefficients. IMA J. Numer. Anal. 7, 39–45 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  15. Lazarov, R.D., Makarov, V.L.: Difference scheme of second order of accuracy for the axisymmetric Poisson equation in generalized solutions. USSR Comput. Math. Math. Phys. 21(5), 95–107 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  16. Samarskiĭ, A.A.: The Theory of Difference Schemes. Nauka, Moscow (1983). (Russian); English edn.: Monographs and Textbooks in Pure and Applied Mathematics, vol. 240. Dekker, New York (2001)

    Google Scholar 

  17. Triebel, H.: Interpolation Theory, Function Spaces, Differential Operators. Deutscher Verlag der Wissenschaften, Berlin (1978)

    Google Scholar 

  18. Wloka, J.: Partial Differential Equations. Cambridge Univ. Press, Cambridge (1987)

    Book  MATH  Google Scholar 

  19. Zlotnik, A.A.: Convergence rate estimates of finite-element methods for second-order hyperbolic equations. In: Marchuk, G.I. (ed.) Numerical Methods and Applications, pp. 155–220. CRC Press, Boca Raton (1994)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2014 Springer-Verlag London

About this chapter

Cite this chapter

Jovanović, B.S., Süli, E. (2014). Finite Difference Approximation of Hyperbolic Problems. In: Analysis of Finite Difference Schemes. Springer Series in Computational Mathematics, vol 46. Springer, London. https://doi.org/10.1007/978-1-4471-5460-0_4

Download citation

Publish with us

Policies and ethics