Abstract
In this note we prove convergence results, including error estimates, for the dynamic iteration scheme where the forward Euler and backward Euler method are used to compute the iterates. The proofs are interesting in that they are exact analogues of the proof for the continuous case, using discrete versions of Gronwall's inequality.
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Bjørhus, M. A note on the convergence of discretized dynamic iteration. Bit Numer Math 35, 291–296 (1995). https://doi.org/10.1007/BF01737168
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DOI: https://doi.org/10.1007/BF01737168