A first-order explicit-implicit splitting method for a convection-diffusion problem

DOI10.1515/CMAM-2020-0009MaRDI QIDQ2215550zbMATH OpenOpenAlexFDO

Authors A. S. Vasudeva Murthy, Amiya K. Pani, Vidar Thomée

Publication date 13 December 2020

Published in Computational Methods in Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://research.chalmers.se/en/publication/520440

zbMATH Keywords

backward Euler methodconvection-diffusion problemLie splittingtime stepping method

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Review text

In the paper, authors analyze a second-order in space, first-order in time accurate finite difference method for a spatially periodic convection-diffusion problem. This method is a time stepping method based on the first-order Lie splitting of the spatially semidiscrete solution. In each time step, on an interval of length \(k\), of this solution, the method uses the backward Euler method for the diffusion part, and then applies a stabilized explicit forward Euler approximation on \(m \leq 1\) intervals of length \(\frac{k}{m}\) for the convection part. This work complements the earlier study [\textit{V. Thomée} and \textit{A. S. Vasudeva Murthy}, Comput. Methods Appl. Math. 19, No. 2, 283--293 (2019; Zbl 1420.65089)] based on the second-order Strang splitting.

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Cites work

• An explicit-implicit splitting method for a convection-diffusion problem
• Analysis of exponential splitting methods for inhomogeneous parabolic equations
• Convergence of a splitting method of high order for reaction-diffusion systems
• Error bounds for exponential operator splittings
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• scientific article; zbMATH DE number 1967777 (Why is no real title available?)
• On the Construction and Comparison of Difference Schemes
• Operator splitting
• The error structure of the Douglas-Rachford splitting method for stiff linear problems

Cited in

(7)

• A finite element splitting method for a convection-diffusion problem
• An explicit-implicit splitting method for a convection-diffusion problem
• A first-second order splitting method for a third-order partial differential equation
• Implicit-explicit multistep formulations for finite element discretisations using continuous interior penalty
• Partially explicit splitting method for a multi-physics problem
• Unconditionally stable and convergent difference scheme for superdiffusion with extrapolation
• On \textit{a priori} error analysis of discontinuous Galerkin method for the Vlasov-nonstationary Stokes system

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