Error estimates and step-size control for the approximate solution of a first order evolution equation

نویسندگان

  • GÜNTER LIPPOLD
  • G. LIPPOLD
چکیده

— Rigorous and computable error bounds are derived for the approximate solution of afirst order évolution équation by means of the implicit Euler method. Ail effects resulting from space discretization, approximation of coefficients or truncation of itérative methods for the nonlinear différence équations, respectively, are controlled step by step in a very simple manner. Hence time and space discretization may be treated separately. The paper is complétée by a pilot investigation of a step-size control for a linear équation of parabolic type. Résumé. -— On déduit des majorations rigoureuses et computables de l'erreur pour la résolution approchée d'une équation d'évolution du premier ordre par la méthode implicite d'Euler. On contrôle pas-à-pas les effets résultant de la discrétisation en espace, de l'approximation des coefficients et de la troncation des méthodes itératives pour les équations aux différences non linéaires dans une manière très simple. Alors on peut traiter séparément les discrétisations en temps et en espace. Ce papier est complété par une investigation pilote d'un contrôle des pas pour une équation parabolique linéaire.

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تاریخ انتشار 2017