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A priori estimates for some classes of difference schemes. (English) Zbl 0855.65057

The well-posedness of difference parabolic problems is investigated. The following abstract initial value problem with a parameter \(h\) is considered: \[ {dy \over dt} + A_h y = f_h, \quad t \in \mathbb{R}, \quad y(0) = y_{0h}, \tag{1} \] where \(A_h\) is a linear bounded operator acting on a Banach space \(E_h\), \(f_h\) is a given \(E_h\)-valued function, \(y_{0h} \in E_h\) and \(y = y(t)\) is an \(E_h\)-valued function interpreted as a solution of (1). A general difference schemes corresponding to (1) may be put in the following canonical form \[ y(t_{k+1})= [I - \tau U_{\tau h}] y(t_k) + \tau F_{\tau k} (t_k) \quad k = 0,1,\dots;\;y(t_0) = y_{0h}, \tag{2} \] with suitable linear operator \(U_{\tau h}\) and function \(F_{\tau h}\), where \(\tau > 0\) is a mesh stepsize and \(t_k = k\tau\), \(k = 0,1,\dots\).
The main result concerns the well-posedness of the scheme (2) under the hypotheses that the operator \(A_h\) is uniformly almost sectorial of a natural power on \(E_h\) and a discretization method leading to (2) is \(A\)-stable. It is shown that some Runge-Kutta methods (like the Radau methods and the Lobatto methods) and the ones studied by Butcher, Vinokurov and Iuvchenko satisfy the above hypotheses. The main result is applied to the analysis of the difference schemes for multidimensional parabolic problems considered in the mesh analogues of the Lebesgue spaces.

MSC:

65J10 Numerical solutions to equations with linear operators
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
34G10 Linear differential equations in abstract spaces
35G10 Initial value problems for linear higher-order PDEs
35K25 Higher-order parabolic equations
65L12 Finite difference and finite volume methods for ordinary differential equations
47E05 General theory of ordinary differential operators
65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
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