Abstract
A complete stability and convergence analysis is given for two- and three-level, piecewise Hermite bicubic orthogonal spline collocation, Laplacemodified and alternating-direction schemes for the approximate solution of linear parabolic problems on rectangles. It is shown that the schemes are unconditionally stable and of optimal-order accuracy in space and time.
Original language | British English |
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Pages (from-to) | 545-573 |
Number of pages | 29 |
Journal | Mathematics of Computation |
Volume | 60 |
Issue number | 202 |
DOIs | |
State | Published - Apr 1993 |