让\(w{i,j}^{k}\)(\(i,j=0,1,2,\ldot,n),\(k=0,1,2,\ldot,l))是近似解,并且\(W_{i,j}^{k}\)是…的精确解(1),然后是错误\(\varepsilon_{i,j}^{k}=W_{i、j}^{k} -w个_{i,j}^{k}\)也会满足(1),所以来自(12)
$$开始{对齐}[b]A\varepsilon_{i,j}^{k+1}&=b\bigl ^{k+1}+\varepsilon_{i-1,j+1}^{k+1}\\&\quad{}+\valepsilon_{i+1,j-1}^{k+1}+\ varepsilen_{i-1、j-1}^{k+1}\biger)+D\varepsilon_{i,j}^{k}+E\bigl _{i+1,j-1}^{k}+\varepsilon_{i-1,j-1{k}\biger)\\&\quad{}+S_{1}\Biggl[\sum_{l=2}^{k+1}\eta_{l}\Biggl(\frac{-10}{3}\瓦雷普西隆{i,j}^{k+1-l}+\frac{2}{3}\bigl(瓦雷普西隆{i+1,j}^{k+1-l}+\瓦雷普希隆{i-1,j}_k+1-l}+\瓦雷普西龙{i,j+1}^{k+1-l}+\瓦雷普西隆{i,j+1}c{S_{1}}{6}\bigl^{k+1-l}\biger)\\&\四{}+S_{1}\Biggl[\sum_{l=1}^{k}\eta_{l}\Biggl(\frac{-10}{3}\varepsilon_{i,j}^{k-l}+\frac{2}\bigl n_{i,j+1}^{k-l}+\varepsilon_{i、j-1}^{k-l}\biger)\biggr)\biggr]\\&\quad{}+\frac{S_{1}}{6}\bigl(\varepsilon_{i+1,j+1}^{k-l}+\varepsilon{i-1,j+1}^{k-l}+\varepsilen{i+1,j-1}^{k-l}+\ varepsi隆{i-1、j-1}^{k-l}\biger),\end{aligned}$$
(13)
哪里\(eta{l}=(-1)^{l}\binom{1-\gamma}{l}=(1-\frac{2-\gamma{k}),\(l=1,2,\ldots,k+1\).
假设初始值和边界值的误差函数定义为
$$\varepsilon_{0}^{k}=\varepsilon_{M}^{k}=\valepsilon_{i,j}^{0}=0$$
(14)
以及网格函数的误差函数,当\(k=0,1,2,\ldot,N-1)定义为
$$\varepsilon^{k}(x,y)=\textstyle\begin{cases}\varepsilon_{i,j}^{k{&\mbox{when}x_{i-\frac{\Delta x}{2}}<x\leq x_{i+\frac}\Delta x}{2{},y_{i-\frac{\Deltay}{2}{}mbox{when}0\leqx\leq\frac{\Delta x}{2},L-\frac{\Deltax}{2}\leqX\leqL,\\0&\mbox{when}0\ leqy\leq\frac}{\Delata y}{2,L-\压裂{\Delta y}{2}\leq y\leq L.\结束{cases}$$
(15)
然后我们可以表达\(\varepsilon^{k}(x,y)\)傅里叶级数表示为
$$\varepsilon^{k}(x,y)=\sum_{l_{1},l_{2}=-\infty}^{\infty}\upsilon^}(l_{1},l_{2})e^{2\sqrt{-1}\pi(\frac{l_{1} x个}{五十} +\压裂{L_{2} 年}{五十} )}$$
(16)
哪里
$$\upsilon^{k}(l_{1},l_{2})=\frac{1}{l}\int_{0}^{l}\nint_{0}^{l}\varepsilon^}(x,y)e^{-2\sqrt{-1}\pi(\frac{l_{1} x个}{五十} +\压裂{L_{2} 年}{五十} )}\,dx\,dy$$
Parseval等式和\(L_{2}\)标准是
$$\bigl\Vert\varepsilon^{k}\bigr\Vert_{l^{^的一2}次一所需期的注意的\垂直^{2}$$
(17)
现在假设
$$\varepsilon_{i,j}^{k}=\upsilon^{k{e^{i(\beta-i\Delta x+\alpha-j\Delta y)},\quad i=\sqrt{-1}$$
(18)
哪里\(β=frac{2\pil_{1}}{l}\),\(α=frac{2\pil_{2}}{l}\).
替换(18)到(13)简化后,我们得到
$$开始{对齐}[b]\upsilon^{k+1}&=\biggl+\frac{4}{3}\lambda_{1}+\frac{2}{3{lambda_2}}{A+2B\lambda{1}+4C\lambda{2}}\biggr)\upsilon^{k+1-l}\\&\四{}+S_{1}\sum_{l=1}^{k}\eta_{l}\biggl(\frac{-\frac{10}{3}+\frac{4}{3{\lambda_{1}+\frac{2}{3}\lambda{2}}{A+2B\lambada_{1{+4C\lambda{2})\upsilon^{k-l},\end{aligned}$$
(19)
哪里\(\lambda_{1}=\operatorname{Cos}(\beta\Delta x)+\operator name{Cos}(\ alpha\Delta y)\)和\(\lambda_{2}=\operatorname{Cos}(\beta\Delta x)\operator name{Cos}(\ alpha\Delta y)\).
提案1
如果\(\upsilon^{k+1}\),\(k=1,2,3,\ldot,N)满足(19),然后
$$\bigl\vert\upsilon^{k+1}\bigr\vert\leq\bigl\ vert\upssilon^{0}\biger\vert$$
证明
通过使用数学归纳法,当\(k=0\)
$$\bigl\vert\upsilon^{1}\bigr\vert=\biggl(\frac{\vert D+2E\lambda_{1}+4F\lambda _{2}\vert}{|A+2 B\lambda _{1}+4 C\lambada_{2}|}\biggr)\bigl\ vert\upssilon^{0}\biger\vert$$
让\(\phi_{1}=\sin^{2}{(\frac{\beta\Delta x}{2})}+\sin^}{和\(\phi_{2}=\sin^{2}{(\frac{\beta\Delta x}{2})}\sin^}{,然后\(\lambda{1}=1-\phi{1})和\(λ{2}=1-2\phi{1}+4\phi{2}),因此
$$\bigl\vert\upsilon^{1}\bigr\vert=\biggl$$
(20)
哪里\((0,2)中的φ{1})和\((0,1)中的φ{2}).
简化后(20),我们有
$$\开始{aligned}\bigl\vert\upsilon^{1}\bigr\vert&=\biggl\vert\frac{49-28\phi_{1}+16\phi_{2} -24小时(十六_{1}-(16\phi_{2}-7))-24S_{1}(16_{1}-(16\phi_{2}-7))(1-\gamma)}{49-28\phi_{1}+16\phi_}+24H(16\phi_{1}-(十六_{2}-7))}\biggr\vert\\&\quad{}\times\bigl\vert\upsilon^{0}\bigr\vert。\结束{对齐}$$
(21)
比较(21)我们发现
$$\开始{aligned}&\mbox{nominator}=49-28\phi_{1}+16\phi_{2} -24小时\bigl(16\phi_{1}-(16\phi_{2}-7)\biger)\\&\hphantom{\mbox{nominator}={}}{}-24S_{1}\bigl(16\phi_{1}-(十六_{2}-7)\bigr)(1-\gamma),\\&&\mbox{分母}=49-28\phi_{1}+16\phi_{2}+24H\bigl(16\phi_{1}-(16\phi_{2}-7)\bigr),\end{对齐}$$
哪里\(S_{1}>0\),\(\phi{1}\geq\phi{2}\),所以提名人<分母,所以
$$\bigl\vert\upsilon^{1}\bigr\vert\leq\bigl\ vert\upssilon^{0}\biger\vert$$
(22)
现在假设
$$\bigl\vert\upsilon^{s}\bigr\vert\leq\bigl\ vert\upssilon^{0}\biger\vert,\quad\mbox{for}s=2,3,\ldots,k$$
(23)
我们需要证明\(s=k+1):
$$\begin{aligned}[b]\upsilon^{k+1}&=\biggl(\frac{D+2E\lambda{1}+4F\lambda{2}}{A+2 b\lambda{1}+4 C\lambda{2}}}\biggr)\upsilon^{k}+S{1}\sum_{l=2}^{k+1}\eta{l}\biggl(\frac{\frac{-10}{3}+\frac{4}{3}\lambda{1}+\frac{2}{3}\lambda _{2}}{A+2 b\lambda _{1}+4 C\lambda _{2}}\biggr)\upsilon ^{k+1-l}\&&\ quad{}+S{1}\sum_{l=1}^{k}\eta_{l}\biggl(\frac{-\frac{10}{3}+\frac{4}{3{\lambda_{1}+\frac{2}{3}\lambda{2}}{A+2B\lambada_{1{+4C\lambda{2})\upsilon^{k-l},\end{aligned}$$
(24)
使用(23),我们有
$$\begin{aligned}和\begin{aligned}\bigl \vert\upsilon^{k+1}\bigr \vert和\leq\biggl \vert\frac{d_{2}+8e_{2{[1-\phi{1}]+16f{2}[1-2\phi{3}+4\phi{2}]}{a{2}+8b{2}[1-\ph{1}]+16c{2}[2-2\phi{1}+4 \phi_{2}]}\biggr\vert\bigl\vert\upsilon^{0}\bigr\vert\&\quad{}+s_{1}\bigbl\vert\frac{-10}{3}+\frac{16}{3{[1-\phi_{1}]+\frac{8}{3}[1-2\phi_1}+4\phi_2}]}{a{2}+8b{2}[1-\pi_1}]+16c{2}[1-2\phi_1}+4\phi_2}]}\biggr\vert\\&\quadr{}\times\sum{l=2}^{k+1}\eta{l}\bigl\vert\upsilon^{0}\bigr\vert+s{1}\biggl\vert\frac{\frac{-10}{3}+\frac{16}{3{[1-\phi{1}]+\frac{8}{3][1-2\phi{1\}+4\phi{2}]}{a{2}+8b{2}[1-\fhi{1}]+16 c_{2}[1-2\phi_{1}+4\phi_2}]}\biggr\vert\sum_{l=1}^{k}\eta_{l}\bigl\vert\upsilon^{0}\bigr\vert,\end{aligned}\\&\begin{alinged}\bigl\vert\upsilon^{k+1}\biger\vert&\leq\biggl\vert_frac{d_{2}+8 e_{2{[1-\phi_1}]+16f{2}[1-2\phi{1}+4\phi{2}]}{a{2}+8b{2}[1-\phi{1\}]+16 c{2}[1-2\ph{1}+4\phi}2]}\biggr\vert\bigl\vert\upsilon^{0}\bigr\vert\\&\quad{}+s_{1}\biggl\vert\frac{\frac{-10}{3}+\frac{16}{3{[1-\phi{1}]+\frac}{8}{3][1-2\phi{10}+4\phi{2}]}{a{2}+8b{2}[1-\fhi{1}]+16c{2}[1-2\phi{1}+4\phi{2}]}\biggr\vert\\&\quad{}\times\biggl(\sum{l=1}^{k+1}\eta{l}-\eta_{1}+\sum{l=1{^{k}\eta{l}\biggr)\bigl\vert\upsilon^{0}\bigr\vert,\end{aligned}\\&\begin{alinged}\bigl\ vert\upssilon^{k+1}\biger\vert&\leq\biggl\vert\frac{d{2}+8e_{2}[1-\phi{1}]+16f{2}[1-2\phi{1_+4\phi{2}]}{a{2}+8b{2}[1-\phi{3}]+16c{2}[1-2\phi{1}+4\phi{2}]}\biggr\vert\bigl\vert\upsilon^{0}\bigr\vert\&\quad{}+s_{1}\biggl\vert\frac{\frac{-10}{3}+\fracc{16}{3{[1-\fhi{1}]+\frac{8}{3][1-2\phi{1}+4\phi{2}]}{a{2}+8b{2}[1-\fi{1}]+16c{2}[1-2\fi{1}+4\fhi{2}]}\biggr\vert\&\quad{}次(-\eta_{1}-2)\bigl\vert\upsilon^{0}\bigr\vert\quad\because \text{使用引理~1},\end{aligned}\\&\begin{aligned}\bigl\ vert\upssilon^{k+1}\bigr\vert&\leq\biggl\vert\frac{d_{2}+8e_{2{[1-\phi_{1}]+16f{2}[1-2\phi_1}+4\phi_2}]}{a{2}+8b{2}[1]+1-\phi_1{1}]+16c{2}[1-2\phi_1}+4\phi_2}]}\biggr\vert\upsilon^{0}大\vert\\&\四{}+s{1}\biggl\vert\frac{\frac{-10}{3}+\frac{16}{3{[1-\fhi{1}]+\frac}{8}{33}[1-2\phi{1}+4\phi{2}]}{a{2}+8b{2}[1-\phi{1}]+16 c{2}[1-\phi 2}[1-2\ phi _{1}+4\ phi _{2}+4\phi_{2}]}\biggr\vert\bigl\vert\upsilon^{0}\bigr\vert\&\quad{}+s{1}\bigbl\vert\frac{10}{3}(\gamma+1)-\frac{16}{3{(\gamma+1)[1-\phi_1}]-\frac{8}{3neneneei(\gama+1)[1-2\phi_1{1}+4\phi_2}]}{a_{2}+8b{2}[1-\phi{1}]+16c{2}[1-2\phi{1{+4\phi{2}]}\biggr\vert\\&\quad{}\times\bigl\vert\upsilon^{0}\bigr\vert\quad \because \text{using Lemma~1},\end{aligned}\\&\bigl\vert\upsilon^{k+1}\bigr\ vert\leq\biggl\vert\frac{g{0}-24Hg_{1}-24s_{1{1}g_{1}(1-\gamma)-24(1+\gamma)g_1}{0}+24Hg_{1}\biggr\vert\vert\upssilon^{0}\bigr\vert,\end{对齐}$$
(25)
哪里\(g{0}=49-28\phi{1}+16\phi{2}),\(g{1}=16\phi{1}-(16\phi_{2}-7)\),\(伽马\in(0,1)\)和\(s_{1}>0\).
通过比较(25)
$$开始{对齐}&\text{分子}=g_{0}-24Hg_{1}-24s_{1{1}(1-\gamma)-24(1+\gamma)g_{1},\\&\text}分母}=g_0}+24Hg_1},\end{aligned}$$
分子<分母,因此
$$\bigl\vert\upsilon^{k+1}\bigr\vert\leq\bigl\ vert\upssilon^{0}\biger\vert$$
□
定理1
C–N高-阶紧有限差分格式(12)无条件稳定.
证明
使用(17)和命题1,我们有
$$\bigl\Vert\varepsilon^{k+1}\bigr\Vert\leq\bigl\ Vert\varesilon^{0}\biger\Vert,\quad k=0,1,2,3,\ldots,N-1$$
这表明了C–N高阶紧致有限差分格式(12)无条件稳定。□