Sharp error estimates for a discretisation of the 1D convection/diffusion equation with Dirac initial data
نویسنده
چکیده
This paper derives sharp l∞ and l1 estimates of the error arising from an explicit approximation of the constant coefficient 1D convection/diffusion equation with Dirac initial data. The analysis embeds the discrete equations within a semi-discrete system of equations which can be solved by Fourier analysis. The error estimates are then obtained though asymptotic approximation of the integrals resulting from the inverse Fourier transform. This research is motivated by the desire to prove convergence of approximations to adjoint partial differential equations.
منابع مشابه
Sharp error estimates for discretizations of the 1D convection–diffusion equation with Dirac initial data
This paper derives sharp estimates of the error arising from explicit and implicit approximations of the constant-coefficient 1D convection–diffusion equation with Dirac initial data. The error analysis is based on Fourier analysis and asymptotic approximation of the integrals resulting from the inverse Fourier transform. This research is motivated by applications in computational finance and t...
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تاریخ انتشار 2004