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A Cranck-Nicolson Scheme for the Dirichlet-To-Neumann Semigroup

Abstract

The aim of this work is to study a semidiscrete Crank-Nicolson type scheme in order to approximate numerically the Dirichlet-to-Neumann semigroup. We construct an approximating family of operators for the Dirichlet-to-Neumann semigroup, which satisfies the assumptions of Chernoff’s product formula, and consequently the Crank- Nicolson scheme converges to the exact solution. Finally, we write a finite element scheme for the problem, and we illustrate this convergence by means of a FreeFem++ implementation.

Author(s)

Ali Ahmad R., El Arwadi T., Chrayteh H., Sac-Epée J.

Journal/Conference Information

Journal of Applied Mathematics,Article ID 429641:1-5