Optimized high-order splitting methods for some classes of parabolic equations
From MaRDI portal
Abstract: We are concerned with the numerical solution obtained by splitting methods of certain parabolic partial differential equations. Splitting schemes of order higher than two with real coefficients necessarily involve negative coefficients. It has been demonstrated that this second-order barrier can be overcome by using splitting methods with complex-valued coefficients (with positive real parts). In this way, methods of orders 3 to 14 by using the Suzuki--Yoshida triple (and quadruple) jump composition procedure have been explicitly built. Here we reconsider this technique and show that it is inherently bounded to order 14 and clearly sub-optimal with respect to error constants. As an alternative, we solve directly the algebraic equations arising from the order conditions and construct methods of orders 6 and 8 that are the most accurate ones available at present time, even when low accuracies are desired. We also show that, in the general case, 14 is not an order barrier for splitting methods with complex coefficients with positive real part by building explicitly a method of order 16 as a composition of methods of order 8.
Recommendations
- Splitting methods with complex times for parabolic equations
- High-order splitting methods for separable non-autonomous parabolic equations
- Splitting methods with complex coefficients
- Splitting methods for fourth order parabolic partial differential equations
- High order splitting methods for analytic semigroups exist
Cites work
- Nth-Order Operator Splitting Schemes and Nonreversible Systems
- An algebraic theory of order
- Convergence Analysis for Operator-Splitting Methods Applied to Conservation Laws with Stiff Source Terms
- Error bounds for exponential operator splittings
- Error Bounds for Fractional Step Methods for Conservation Laws with Source Terms
- Exponential splitting for unbounded operators
- General theory of fractal path integrals with applications to many-body theories and statistical physics
- Geometric Numerical Integration
- High order splitting methods for analytic semigroups exist
- High-Order Exponential Operator Splitting Methods for Time-Dependent Schrödinger Equations
- scientific article; zbMATH DE number 1967777 (Why is no real title available?)
- On splitting methods for Schrödinger-Poisson and cubic nonlinear Schrödinger equations
- On the necessity of negative coefficients for operator splitting schemes of order higher than two
- Order conditions for numerical integrators obtained by composing simpler integrators
- Solving Linear Partial Differential Equations by Exponential Splitting
- Some general implicit processes for the numerical solution of differential equations
- Splitting and composition methods in the numerical integration of differential equations
- Splitting methods for partial differential equations with rough solutions. Analysis and Matlab programs
- Splitting methods with complex coefficients
- Splitting methods with complex times for parabolic equations
- Strang's formula for holomorphic semi-groups
Cited in
(55)- Splitting methods with complex times for parabolic equations
- High order splitting methods for analytic semigroups exist
- Splitting methods for fourth order parabolic partial differential equations
- Positive symplectic integrators for predator-prey dynamics
- Non-satisfiability of a positivity condition for commutator-free exponential integrators of order higher than four
- High-order commutator-free quasi-Magnus exponential integrators for non-autonomous~linear evolution equations
- On the necessity of negative coefficients for operator splitting schemes of order higher than two
- A note on asymptotic splitting and its applications
- Exact splitting methods for semigroups generated by inhomogeneous quadratic differential operators
- Additive splitting methods for parallel solutions of evolution problems
- Accurate and efficient simulations of Hamiltonian mechanical systems with discontinuous potentials
- Applying splitting methods with complex coefficients to the numerical integration of unitary problems
- Compositions of pseudo-symmetric integrators with complex coefficients for the numerical integration of differential equations
- Runge-Kutta-Gegenbauer explicit methods for advection-diffusion problems
- High order integrators obtained by linear combinations of symmetric-conjugate compositions
- High-order splitting methods for separable non-autonomous parabolic equations
- Defect-based local error estimators for splitting methods, with application to Schrödinger equations. II: Higher-order methods for linear problems.
- Difference equations with absolutely unstable trivial solutions
- Splitting and composition methods with embedded error estimators
- Non-existence of generalized splitting methods with positive coefficients of order higher than four
- An efficient numerical treatment for the asymptotic behaviour of the nonlinear Airy-type problems
- Exponential splitting for \(n\)-dimensional paraxial Helmholtz equation with high wavenumbers
- A class of high-order Runge-Kutta-Chebyshev stability polynomials
- Splitting methods with complex coefficients
- HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs
- Solving the Pertubed Quantum Harmonic Oscillator in Imaginary Time Using Splitting Methods with Complex Coefficients
- Higher-order operator splitting methods for deterministic parabolic equations
- A second-order positivity preserving scheme for semilinear parabolic problems
- Time-average on the numerical integration of nonautonomous differential equations
- The BCH-formula and order conditions for splitting methods
- Nth-Order Operator Splitting Schemes and Nonreversible Systems
- Numerical solution of Burgers' equation with high order splitting methods
- Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels
- High order accuracy splitting formulas for cosine operator function and their applications
- On symmetric-conjugate composition methods in the numerical integration of differential equations
- Practical splitting methods for the adaptive integration of nonlinear evolution equations. I: Construction of optimized schemes and pairs of schemes
- Uniformly accurate time-splitting methods for the semiclassical linear Schrödinger equation
- Adaptive high-order splitting methods for systems of nonlinear evolution equations with periodic boundary conditions
- High Order Exponential Integrators for Nonlinear Schrödinger Equations with Application to Rotating Bose--Einstein Condensates
- scientific article; zbMATH DE number 2206809 (Why is no real title available?)
- Fourth-order splitting methods for time-dependant differential equations
- An Accelerated Splitting-up Method for Parabolic Equations
- Convergence analysis of the splitting method to the nonlinear heat equation
- Numerical Integration of Schrödinger Maps via the Hasimoto Transform
- Symmetric-conjugate splitting methods for evolution equations of parabolic type
- Operator-splitting methods via the Zassenhaus product formula
- Positivity-preserving and entropy-bounded discontinuous Galerkin method for the chemically reacting, compressible Euler equations. I: The one-dimensional case
- Splitting methods for differential equations
- Time splitting method for nonlinear Schrödinger equation with rough initial data in L^2
- Selection and improvement of product formulae for best performance of quantum simulation
- Higher order accurate bounds preserving time-implicit discretizations for the chemically reactive Euler equations
- Positivity-preserving and entropy-bounded discontinuous Galerkin method for the chemically reacting, compressible Navier-Stokes equations
- High-order splitting schemes for semilinear evolution equations
- Stability and convergence of multi-product expansion splitting methods with negative weights for semilinear parabolic equations
- Weighted sequential splittings and their analysis
This page was built for publication: Optimized high-order splitting methods for some classes of parabolic equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2840621)
