Convergence rates of finite difference schemes for the linear advection and wave equation with rough coefficient

被引:1
|
作者
Weber, Franziska [1 ]
机构
[1] Swiss Fed Inst Technol, Seminar Appl Math SAM, Ramistr 101, Zurich, Switzerland
基金
欧洲研究理事会;
关键词
linear advection equation; linear wave equation; rough coefficient; finite difference scheme; convergence rate; MULTILEVEL MONTE-CARLO; HYPERBOLIC-EQUATIONS; TRANSPORT;
D O I
10.1093/imanum/drw046
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We prove convergence rates of explicit finite difference schemes for the linear advection and wave equation in one space dimension with Holder continuous coefficient. The obtained convergence rates explicitly depend on the Holder regularity of the coefficient and the modulus of continuity of the initial data. We compare the theoretically established rates with the experimental rates of a couple of numerical examples.
引用
收藏
页码:1586 / 1634
页数:49
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