No label defined (Q3836736)

The author studies the stability of the so-called many-component alternating direction method, a finite difference method for solving linear evolutionary equations \[ u'(t)+ Au(t)= f(t) \] with positive operator \(A\) defined on a dense subset of a Hilbert space. The operator \(A\) admits the representation \(A= A_1+\cdots+ A_p\) with positive operators \(A_i\). Instead of the original problem, the multicomponent problem \[ u_i'(t)+ \sum^p_{j= 1}A_j u_j(t)= f(t),\quad i= 1,\dots, p, \] with \(u_i(t)= u(t)\) is considered and discretized in time by means of a two-layer difference scheme. Under suitable assumptions, each of the computed components converges to the exact solution. The stability w.r.t. the initial value and right-hand side is shown in the norm of the underlying Hilbert space and in the norms induced by \(A_i\). In a second part, elliptic problems are considered.