A second-order Magnus-type integrator for nonautonomous parabolic problems (Q818168): Difference between revisions

The paper is concerned with the numerical solution of a nonautonomous linear differential equation and in particular, with the solution of a second-order linear abstract parabolic problem on a Banach space. The method proposed here is based on Magnus exponentially integrator [see \textit{W. Magnus}, Commun. Pure Appl. Math. 7, 649--673 (1954; Zbl 0056.34102)]. The numerical scheme is a mixed method that integrates the homogeneous part by a second-order Magnus integrator and the inhomogeneity by the exponential midpoint rule. Under reasonable smoothness assumptions on the data, a second-order convergence result is proved. The theoretical results are illustrated and confirmed by a numerical experiment.