smoothing properties in multistep backward difference method and time derivative approximation for linear parabolic equations平滑特性在多步向后差分法和时间导数近似线性抛物方程.pdfVIP

SMOOTHING PROPERTIES IN MULTISTEP BACKWARD DIFFERENCE METHOD AND TIME DERIVATIVE APPROXIMATION FOR LINEAR PARABOLIC EQUATIONS YUBIN YAN Received 11 May 2004 and in revised form 6 December 2004 A smoothing property in multistep backward difference method for a linear parabolic problem in Hilbert space has been proved, where the operator is selfadjoint, positive def- inite with compact inverse. By using the solutions computed by a multistep backward difference method for the parabolic problem, we introduce an approximation scheme for time derivative. The nonsmooth data error estimate for the approximation of time derivative has been obtained. 1. Introduction Consider the nonhomogeneous linear parabolic equation ut +Au = f , for t 0, with u(0) = v, (1.1) in a Hilbert space H with norm · , inner product ( ·, ·), where ut = du/dt and A is a linear, selfadjoint, positive definite, not necessarily bounded operator with a compact inverse, densely defined in (A) ⊂ H , where v ∈ H and f is a function of t with values in H . Since A −1 is compact, we assume that A has eigenvalues {λ }∞ and a corresponding j j =1 basis of orthonormal eigenfunctions {ϕ }∞ . For any arbitrary function g (λ), defined on j j =1 the spectrum σ (A) = {λ }∞ of A, the operator norm of g (A) can be computed by j j =1 g (A) = sup g λj = sup g (λ) , (1.2) j λ ∈σ (A) which will be used frequently in this paper. Let Un, n ≥ 0, be an approximation of the solution u(t ) of (1.1)