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Fig. 2.3 L (J ; L 2 (G))
convergence rates for θ =
1
1
2 ( bottom )
( top )and θ =
1
2
For θ
(h) and obtain, in terms of the mesh
width h , second order convergence for both FDM and FEM, i.e.
=
(Crank-Nicolson), we let k
= O
h 2
ε m
(h 2 ).
su m
2 = O
(2.28)
Both convergence rates are shown in Fig. 2.3 .
The convergence rates ( 2.27 )-( 2.28 ) have been shown for the finite difference
method in Theorem 2.3.8 . In the next chapter, we show that these also hold for the
finite element method.
 
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