A posteriori error estimates for the Crank–Nicolson method for parabolic equations

Abstract

We derive optimal order a posteriori error estimates for time discretizations by both the Crank–Nicolson and the Crank–Nicolson–Galerkin methods for linear and nonlinear parabolic equations. We examine both smooth and rough initial data. Our basic tool for deriving a posteriori estimates are second-order Crank–Nicolson reconstructions of the piecewise linear approximate solutions. These functions satisfy two fundamental properties: (i) they are explicitly computable and thus their difference to the numerical solution is controlled a posteriori, and (ii) they lead to optimal order residuals as well as to appropriate pointwise representations of the error equation of the same form as the underlying evolution equation. The resulting estimators are shown to be of optimal order by deriving upper and lower bounds for them depending only on the discretization parameters and the data of our problem. As a consequence we provide alternative proofs for known a priori rates of convergence for the Crank–Nicolson method.