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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...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Pergamon Press
2014
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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 |
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author | Einkemmer, Lukas Ostermann, Alexander |
author_facet | Einkemmer, Lukas Ostermann, Alexander |
author_sort | Einkemmer, Lukas |
collection | PubMed |
description | 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. |
format | Online Article Text |
id | pubmed-4375939 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2014 |
publisher | Pergamon Press |
record_format | MEDLINE/PubMed |
spelling | pubmed-43759392015-04-01 An almost symmetric Strang splitting scheme for nonlinear evolution equations() Einkemmer, Lukas Ostermann, Alexander Comput Math Appl Article 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. Pergamon Press 2014-07 /pmc/articles/PMC4375939/ /pubmed/25844017 http://dx.doi.org/10.1016/j.camwa.2014.02.027 Text en © 2014 The Authors http://creativecommons.org/licenses/by-nc-nd/3.0/ This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/3.0/). |
spellingShingle | Article Einkemmer, Lukas Ostermann, Alexander An almost symmetric Strang splitting scheme for nonlinear evolution equations() |
title | An almost symmetric Strang splitting scheme for nonlinear evolution equations() |
title_full | An almost symmetric Strang splitting scheme for nonlinear evolution equations() |
title_fullStr | An almost symmetric Strang splitting scheme for nonlinear evolution equations() |
title_full_unstemmed | An almost symmetric Strang splitting scheme for nonlinear evolution equations() |
title_short | An almost symmetric Strang splitting scheme for nonlinear evolution equations() |
title_sort | almost symmetric strang splitting scheme for nonlinear evolution equations() |
topic | Article |
url | 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 |
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