Abstract
In this paper we study in an abstract setting the structure of estimates for the global (accumulated) error in semilinear finite-difference methods. We derive error estimates, which are the most refined ones (in a sense specified precisely in this paper) that are possible for the difference methods considered. Applications and (numerical) examples are presented in the following fields: 1. Numerical solution of ordinary as well as partial differential equations with prescribed initial or boundary values. 2. Accumulation of local round-off error as well as of local discretization error. 3. The problem of fixing which methods out of a given class of finite-difference methods are “most stable”. 4. The construction of finite-difference methods which are convergent but not consistent with respect to a given differential equation.
Similar content being viewed by others
References
Ceschino, F., Kuntzmann, J.: Problèmes différentiels de conditions initiales. Paris: Dunod 1963.
Forsythe, G. E., Wasow, W. R.: Finite-difference methods for partial differential equations. New York: J. Wiley & Sons 1960.
Godunov, S. K., Ryabenki, V. S.: Theory of difference schemes. Amsterdam: North-Holland Publishing Company 1964.
Gragg, W. B., Stetter, H. J.: Generalized multistep predictor-corrector methods. J. Assoc. Comput. Mach.11, 188–209 (1964).
Henrici, P.: Discrete variable methods in ordinary differential equations. New York: J. Wiley & Sons 1962.
Hull, T. E., Luxemburg, W. A. J.: Numerical methods and existence theorems for ordinary differential equations. Numer. Math.2, 30–41 (1960).
Isaacson, E., Keller, H. B.: Analysis of numerical methods. New York: J. Wiley & Sons 1966.
Lees, M.: Discrete methods for nonlinear two-point boundary value problems. In: Numerical solution of partial differential equations, e. d. J. H. Bramble. New York: Academic Press 1966.
Metté, A.: Essai de résolution du problème de Goursat par la methode de Runge-Kutta pour une equation aux dérivées partielles du type hyperbolique. Rev. Francaise Informat. Recherche Opérationnelle1, 67–90 (1967).
Spijker, M. N.: Convergence and stability of step-by-step methods for the numerical solution of initial-value problems. Numer. Math.8, 161–177 (1966).
Spijker, M. N.: Stability and convergence of finite-difference methods (Thesis). Leiden University 1968.
Spijker, M. N.: Reduction of round-off error by splitting of difference formulae. J. Soc. Indust. Appl. Math. Ser. B. Num. Anal., to appear.
Stetter, H. J.: A study of strong and weak stability in discretization algorithms. J. Soc. Indust. Appl. Math. Ser. B. Numer. Anal.2, 265–280 (1965).
—: Stability of nonlinear discretization algorithms. In: Numerical solution of partial differential equations, ed. J. H. Bramble. New York: Academic Press 1966.
—: Asymptotic expansions for the error of discretization algorithms for nonlinear functional equations. Numer. Math.7, 18–31 (1965).
—: Instability and non-monotonicity phenomena in discretizations to boundaryvalue problems. Numer. Math.12, 139–145 (1968).
—, Törnig, W.: General multistep finite difference methods for the solution ofu xy =f(x, y, u, u x ,u y ). Rend. Circ. Mat. Palermo12, 281–298 (1963).
Törnig, W.: Zur numerischen Behandlung von Anfangswertproblemen partieller hyperbolischer Differentialgleichungen zweiter Ordnung in zwei unabhängigen Veränderlichen. Arch. Rat. Mech. Anal.4, 428–466 (1960).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Spijker, M.N. On the structure of error estimates for finite-difference methods. Numer. Math. 18, 73–100 (1971). https://doi.org/10.1007/BF01398460
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01398460