Verification of Convergence Rates of Numerical Solutions for Parabolic Equations

Abstract

In this paper, we propose a verification method for the convergence rates of the numerical solutions for parabolic equations. Specifically, we consider the numerical convergence rates of the heat equation, the Allen-Cahn equation, and the Cahn-Hilliard equation. Convergence test results show that if we refine the spatial and temporal steps at the same time, then we have the second-order convergence rate for the second-order scheme. However, in the case of the first-order in time and the second-order in space scheme, we may have the first-order or the second-order convergence rates depending on starting spatial and temporal step sizes. Therefore, for a rigorous numerical convergence test, we need to perform the spatial and the temporal convergence tests separately.