Global extrapolation with a parallel splitting method (Q688144)

For a parabolic initial-boundary value problem in \(m\) space dimensions a splitting method is described in which the \(m\) space directions are decoupled so that the actual computation can easily be parallelized. In the interest of higher order of accuracy with respect to the time step a global (in contrast to stepwise) Richardson-like extrapolation is proposed that would raise this order from 1 to 2 or even higher if there was no discretization in space. Numerical experiments are carried out and documented for the cases of raising the accuracy order from 1 to 2 or from 1 to 3. However, due to the required discretization in space the numerical results differ to some degree from the ``theoretical'' ones.