Abstract
The numerical solution of a parabolic problem is studied. The equation is discretized in time by means of a second order two step backward difference method with variable time step. A stability result is proved by the energy method under certain restrictions on the ratios of successive time steps. Error estimates are derived and applications are given to homogenous equations with initial data of low regularity.
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Communicated by Olavi Nevanlinna.
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Becker, J. A second order backward difference method with variable steps for a parabolic problem. Bit Numer Math 38, 644–662 (1998). https://doi.org/10.1007/BF02510406
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DOI: https://doi.org/10.1007/BF02510406