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Preprint 2009-046

Error bound between monotone difference schemes and their modified equations

Zhen-huan Teng

Abstract: It is widely believed that if monotone difference schemes are applied to the linear convection equation with discontinuous initial data, then solutions of the monotone schemes are closer to solutions of their parabolic modified equations than that of the original convection equation. We will confirm the conjecture in this paper. It is well known that solutions of the monotone schemes and their parabolic modified equations approach discontinuous solutions of the linear convection equation at a rate only half in the L1-norm. We will prove that the error bound between solutions of the monotone schemes and that of their modified equations is order one in the L1-norm. Therefore the conclusion shows that the monotone schemes solve the modified equations more accurately than the original convection equation even if the initial data is discontinuous. As a consequence of the main result, we will show that the half-order rate of convergence for the monotone schemes to the convection equation is the best possible.

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Zhen-huan Teng,
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; 2009-08-19.