Chapter 3 Finite Difference Method
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Two techniques of analysis of convergence and the global error estimates have been
developed. The first technique is based on the discrete maximum principle to prove uniform con-
vergence of finite difference methods for elliptic and parabolic equations. The second technique
draws on spectral analysis and deals with average convergence in the discrete Hilbert’s space H. The
chapter ends with a set of questions.
University of Warsaw.