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An almost symmetric Strang splitting scheme for nonlinear evolution equations()

In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow cannot be computed exactly. Instead, we use a numerical approximation based on the linearization of the vector field. This is of...

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Detalles Bibliográficos
Autores principales: Einkemmer, Lukas, Ostermann, Alexander
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Pergamon Press 2014
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4375939/
https://www.ncbi.nlm.nih.gov/pubmed/25844017
http://dx.doi.org/10.1016/j.camwa.2014.02.027
Descripción
Sumario:In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow cannot be computed exactly. Instead, we use a numerical approximation based on the linearization of the vector field. This is of interest in applications as it allows us to apply splitting methods to a wider class of problems from the sciences. However, in the situation described, the classic Strang splitting scheme, while still being a method of second order, is not longer symmetric. This, in turn, implies that the construction of higher order methods by composition is limited to order three only. To remedy this situation, based on previous work in the context of ordinary differential equations, we construct a class of Strang splitting schemes that are symmetric up to a desired order. We show rigorously that, under suitable assumptions on the nonlinearity, these methods are of second order and can then be used to construct higher order methods by composition. In addition, we illustrate the theoretical results by conducting numerical experiments for the Brusselator system and the KdV equation.