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On Error Bounds of Finite Difference Approximations to Partial Differential Equations—Temporal Behavior and Rate of Convergence
Authors:Saul Abarbanel  Adi Ditkowski  Bertil Gustafsson
Affiliation:(1) School of Mathematical Sciences, Department of Applied Mathematics, Tel-Aviv University, Tel-Aviv, 69978, Israel;(2) Division of Applied Mathematics, Brown University, Providence, RI 02912;(3) Department of Scientific Computing, Uppsala University, S-751 04 Uppsala, Sweden
Abstract:This paper considers a family of spatially semi-discrete approximations, including boundary treatments, to hyperbolic and parabolic equations. We derive the dependence of the error-bounds on time as well as on mesh size.
Keywords:finite difference  error bounds
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