Domain Decomposition Operator Splittings for the Solution of Parabolic Equations
alternating direction implicit methoddomain decompositionerror estimatesfractional step methodoperator splittingparabolic equationpartition of unity
Initial value problems for second-order parabolic equations (35K15) Iterative numerical methods for linear systems (65F10) 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) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)
The numerical solution of parabolic differential equations by implicit time stepping procedures requires the solution of large systems of linear equations. Classical approximate noniterative solution methods for parabolic equations include the alternating direction implicit (ADI) methods and the fractional step (FS) methods. They are based on splitting the elliptic operator along the coordinate axes and on obtaining tridiagonal linear systems whenever a uniform grid is used and when mixed derivative terms are not present. In this paper domain decomposition splittings based on a partition of unity are presented. Such splittings are applicable to problems on nonuniform meshes and even when mixed derivative terms are present in the differential equation. They require the solution of one problem on each subdomain per time step, without iteration. The truncation error in the proposed method deteriorates with smaller overlap amongst the subdomains unless a smaller time step is chosen. The obtained estimates are presented for the asymptotic truncation error along with computational results comparing the standard Crank-Nicolson method with the proposed method.
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