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Dimension splitting for evolution equations
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    Dimension splitting for evolution equations (English)
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    3 April 2008
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    The authors study splitting methods for the time integration of abstract evolution equations \(u_t = (A+B)u\). There are some works which yield optimal convergence order, however they require one of the following restrictions: the operator \(B\) is relatively bounded with respect to \(A\), or the evolution equation is either given on an unbounded domain or on a domain equipped with periodic boundary conditions. The aim of the paper is to propose an analytic framework which enables the derivation of optimal convergence orders for various splitting methods (including the Lie and Peaceman-Rachford splitting) without these restrictions. Some numerical experiments are presented to illustrate the theoretical results.
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    splitting methods
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    Lie splitting
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    Peacemen-Rachford splitting
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