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Variable time-step ϑ-scheme for nonlinear evolution equations governed by a monotone operator.

Authors :
Emmrich, Etienne
Source :
Calcolo; Sep2009, Vol. 46 Issue 3, p187-210, 24p
Publication Year :
2009

Abstract

The single-step ϑ-scheme on a variable time grid is employed for the approximate solution of the initial-value problem for a nonlinear first-order evolution equation. The evolution equation is supposed to be governed by a possibly time-dependent hemicontinuous operator that is (up to a shift) monotone and coercive, and fulfills a certain growth condition. A piecewise constant as well as piecewise linear prolongation of the time-discrete solution is shown to converge towards the exact solution if ϑ≥1/2 (including the Crank-Nicolson scheme). In the appearance of a strongly continuous perturbation of the monotone main part, the method is still convergent if ϑ>1/2 and if the ratio of adjacent step sizes is bounded from above by a power of ϑ/(1− ϑ). Besides convergence also well-posedness of the time-discrete problem as well as a priori error estimates are studied. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00080624
Volume :
46
Issue :
3
Database :
Complementary Index
Journal :
Calcolo
Publication Type :
Academic Journal
Accession number :
52539562
Full Text :
https://doi.org/10.1007/s10092-009-0007-8