Convergence for PDEs with an arbitrary odd order spatial derivative term

2017/12/06 by Courtès, Clémentine
#65M12 (Primary) 65M06 (Secondary) #FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.1712.02295

Abstract

We compute the rate of convergence of forward, backward and central finite difference θ-schemes for linear PDEs with an arbitrary odd order spatial derivative term. We prove convergence of the first or second order for smooth and less smooth initial data.

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