Let us estimate the local error thus assuming that u

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Unformatted text preview: ouglas and H.H. Rachford. On the numerical solution of heat conduction problems in two and three space variables. Trasactions of the American Mathematics Society, 82:421{439, 1956. 3] E. Isaacson and H.B. Keller. Analysis of Numerical Methods. John Wiley and Sons, New York, 1966. 4] A.R. Mitchell and D.F. Gri ths. The Finite Di erence Method in Partial Di erential Equations. John Wiley and Sons, Chichester, 1980. 5] D.W. Peaceman and Jr. H.H. Rachford. The numerical solution of parabolic and elliptic equations. Journal of SIAM, 3:28{41, 1955. 6] G. Strang. On the construction and comparison of di erence schemes. SIAM Journal on Numerical Analysis, 5:506{517, 1968. 7] J.C. Strikwerda. Finite Di erence Schemes and Partial Di erential Equations. Chapman and Hall, Paci c Grove, 1989. 8] N. Yanenko. The Method of Fractional Steps. Springer-Verlag, Heidelberg, 1971. 19...
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