An enclosure generating modification of the method of discretization in time
G. Koeppe, Hans‐Görg Roos, Lutz Tobiska · Czech digital mathematics library · 1987
A modification of the method of discretization in time is proposed to generate upper and lower bounds for the solution of the original linear parabolic boundary value problem.It is proved that the modified Rothe function converges to the exact solution of the first order in the maximum norm if the step size tends to zero.