Iterated Splitting Method of High Order for Time-Dependent Partial Differential Equations

DOI10.1137/0721044MaRDI QIDQ3681858zbMATH OpenOpenAlexFDO

Authors P. J. van der Houwen

Publication date 1984

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0721044

zbMATH Keywords

comparison of methodsdefect correctionlinear multistep methodnonlinear Chebyshev iteration methodsnumerical experimentssemidiscretizationsplitting methodsstabilitysystemthree- term Chebyshev recursion

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Method of lines for boundary value problems involving PDEs (65N40)

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(10)

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• Splitting methods for second-order initial value problems
• A dimension splitting method for time dependent PDEs on irregular domains
• High order splitting schemes with complex timesteps and their application in mathematical finance
• A high-order Padé ADI method for unsteady convection-diffusion equations
• HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs
• High-order time-splitting methods for irreversible equations
• A multiple iterative splitting method for higher order differential equations
• A multi-block ADI finite-volume method for incompressible Navier-Stokes equations in complex geometries
• Iterative operator-splitting methods with higher-order time integration methods and applications for parabolic partial differential equations

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