Finite Difference Methods and Spatial A Posteriori Error Estimates for Solving Parabolic Equations in Three Space Dimensions on Grids with Irregular Nodes
Adaptive methods for solving systems of partial differential equations
have become widespread. Much of the effort has focused on finite
element methods. In this paper modified finite difference approximations
are obtained for grids with irregular nodes. The modifications are
required to ensure consistency and stability. Asymptotically exact
a posteriori error estimates of the spatial error are presented for the
finite difference method. These estimates are derived from interpolation
estimates and are computed using central difference approximations of second
derivatives at grid nodes. The interpolation error estimates are
shown to converge for irregular grids while the a posteriori error estimates
are shown to converge for uniform grids. Computational results demonstrate
the convergence of the finite difference method and a posteriori error
estimates for cases not covered by the theory.