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We immediately have from ( 3.26 ), using Hölder's inequality,
Lemma 3.4.3 The L 2 -projection
L 2 (G)
S 1
T
P N :
defined in ( 3.26 ) is bounded ,
i . e .
L 2 (G).
P N u
L 2 (G)
u
L 2 (G) ,
u
(3.27)
3.5 Stability of the θ -Scheme
For the stability of ( 3.14 ), we prove that the finite element solutions satisfy an analog
of the estimate ( 3.10 ). For this section, we assume the uniform mesh width h in
space and constant time steps k = T/M . We define
a := a(v,v)
1
2 .
v
(3.28)
V N
In the analysis, we will use for f
the following notation:
(f, v N )
v N a .
f :=
sup
v N V N
(3.29)
We will also need λ A
defined by
2
v N
λ A :=
sup
v N V N
.
v N
2
1
In the case
2
θ
1, the θ -scheme is stable for any time step k> 0, whereas in the
θ< 2
case 0
the time step k must be sufficiently small.
θ< 2 , assume
Proposition 3.5.1 In the case 0
σ := k( 1
2 θ)λ A < 2 .
(3.30)
Then , there are constants C 1 and C 2 independent of h and of k such that the se-
quence
u N }
M
m
{
of solutions of the θ -scheme ( 3.14 ) satisfies the stability estimate
=
0
M
1
M
1
u m + θ
N
u N
2
L 2
2
u 0 N
2
L 2
f m + θ
2
+
C 1 k
0
a
+
C 2 k
0
,
(3.31)
m
=
m
=
1
where C 1 ,C 2 satisfy in the case of
2 θ
1,
1
2
0 <C 1 < 2 ,
C 1 ,
(3.32)
2
 
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