Smoothing properties of implicit finite difference methods for a diffusion equation in maximum norm

We prove a regularity property of finite difference schemes for the heat or diffusion equation μ t = δμ in maximum norm with large time steps. For a class of time discretizations including L-stable single-step methods and the second-order backward difference formula, with the usual second-order Laplacian, we show that solutions of the scheme gai n first spatial differences boundedly, and also second differences except for logarithmic factors, with respect to nonhomogeneous terms. A weaker property is shown for the Crank-Nicolson method. As a consequence we show that the numerical solution of a convection-diffusion equation with an interface can allow O(h) truncation error near the interface and still have a solution with uniform O(h ²) accuracy and first differences of uniform accuracy almost O(h ²). © 2009 Society for Industrial and Applied Mathematics.

Duke Scholars

Author J. Thomas Beale Mathematics