Splitting methods with complex times for parabolic equations

DOI10.1007/S10543-009-0235-YzbMATH Open1180.65106OpenAlexW2093181810MaRDI QIDQ1035797FDOQ1035797

Authors: Francois Castella, Philippe Chartier, Stéphane Descombes, Gilles Vilmart 

Publication date: 4 November 2009

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:10685

Recommendations

• Optimized high-order splitting methods for some classes of parabolic equations
• High-order splitting methods for separable non-autonomous parabolic equations
• Dimension splitting for evolution equations
• High order splitting methods for analytic semigroups exist
• Error analysis of splitting methods for inhomogeneous evolution equations

zbMATH Keywords

convergencenumerical examplesheat equationparabolic equationssemigroupsplitting methodscomplex time stepscomposition methods

Mathematics Subject Classification ID

Heat equation (35K05) Initial value problems for higher-order parabolic equations (35K30) Abstract parabolic equations (35K90) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) One-parameter semigroups and linear evolution equations (47D06)

Cites Work

• Geometric Numerical Integration
• High order splitting methods for analytic semigroups exist
• The Numerical Solution of Parabolic and Elliptic Differential Equations
• Nth-Order Operator Splitting Schemes and Nonreversible Systems
• General theory of fractal path integrals with applications to many-body theories and statistical physics
• Some general implicit processes for the numerical solution of differential equations
• Solving Linear Partial Differential Equations by Exponential Splitting
• Composition methods in the presence of small parameters
• Exponential splitting for unbounded operators
• Chaotic evolution of the solar system
• On the necessity of negative coefficients for operator splitting schemes of order higher than two
• Numerical integration of reaction-diffusion systems
• Convergence of a splitting method of high order for reaction-diffusion systems
• A family of inequalities for convex sets in the plane
• Convergence of the Peaceman-Rachford approximation for reaction-diffusion systems
• High degree precision decomposition method for the evolution problem with an operator under a split form
• The fourth order accuracy decomposition scheme for an evolution problem

Cited In (56)

• Splitting methods for differential equations
• Hydrodynamics simulation of red blood cells: Employing a penalty method with double jump composition of lower order time integrator
• Symmetric-conjugate splitting methods for evolution equations of parabolic type
• Efficient simulation of complex Ginzburg-Landau equations using high-order exponential-type methods
• High order linearly implicit methods for semilinear evolution PDEs
• Time splitting method for nonlinear Schrödinger equation with rough initial data in \(L^2\)
• Higher-order geometric integrators for a class of Hamiltonian systems
• Solving the Pertubed Quantum Harmonic Oscillator in Imaginary Time Using Splitting Methods with Complex Coefficients
• Non-satisfiability of a positivity condition for commutator-free exponential integrators of order higher than four
• Generalisation of splitting methods based on modified potentials to nonlinear evolution equations of parabolic and Schrödinger type
• A dimension splitting method for time dependent PDEs on irregular domains
• High-order IMEX-spectral schemes for computing the dynamics of systems of nonlinear Schrödinger/Gross-Pitaevskii equations
• On the necessity of negative coefficients for operator splitting schemes of order higher than two
• An almost symmetric Strang splitting scheme for nonlinear evolution equations
• Time-average on the numerical integration of nonautonomous differential equations
• High-order commutator-free quasi-Magnus exponential integrators for non-autonomous~linear evolution equations
• An Accelerated Splitting-up Method for Parabolic Equations
• Uniformly accurate splitting schemes for the Benjamin-Bona-Mahony equation with dispersive parameter
• Stiff convergence of force-gradient operator splitting methods
• Runge-Kutta-Gegenbauer explicit methods for advection-diffusion problems
• Optimized high-order splitting methods for some classes of parabolic equations
• High order splitting methods for analytic semigroups exist
• Splitting methods with complex coefficients
• Higher-order operator splitting methods for deterministic parabolic equations
• High order integrators obtained by linear combinations of symmetric-conjugate compositions
• Accurate and efficient simulations of Hamiltonian mechanical systems with discontinuous potentials
• Applying splitting methods with complex coefficients to the numerical integration of unitary problems
• A fixed-point iteration method for high frequency vector wave equations
• Compositions of pseudo-symmetric integrators with complex coefficients for the numerical integration of differential equations
• Convergence analysis of the splitting method to the nonlinear heat equation
• Overcoming order reduction in diffusion-reaction splitting. I: Dirichlet boundary conditions
• High-order splitting schemes for semilinear evolution equations
• On the minimum convergence factor of a class of GSOR-like methods for augmented systems
• High order splitting schemes with complex timesteps and their application in mathematical finance
• Multi-revolution composition methods for highly oscillatory differential equations
• An exact local error representation of exponential operator splitting methods for evolutionary problems and applications to linear Schrödinger equations in the semi-classical regime
• Symmetric-conjugate splitting methods for linear unitary problems
• Operator splitting for quasi-linear abstract hyperbolic equation
• The scaling, splitting, and squaring method for the exponential of perturbed matrices
• A comparison of fourth-order operator splitting methods for cardiac simulations
• Construction and numerical resolution of high-order accuracy decomposition scheme for a quasi-linear evolution equation
• High Order Exponential Integrators for Nonlinear Schrödinger Equations with Application to Rotating Bose--Einstein Condensates
• Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels
• Exact splitting methods for semigroups generated by inhomogeneous quadratic differential operators
• Simulation of reactive polydisperse sprays strongly coupled to unsteady flows in solid rocket motors: efficient strategy using Eulerian multi-fluid methods
• On symmetric-conjugate composition methods in the numerical integration of differential equations
• Numerical solution of Burgers' equation with high order splitting methods
• Palindromic 3-stage splitting integrators, a roadmap
• A class of high-order Runge-Kutta-Chebyshev stability polynomials
• Structure-preserving discretization of the chemical master equation
• Practical splitting methods for the adaptive integration of nonlinear evolution equations. I: Construction of optimized schemes and pairs of schemes
• High-order splitting methods for separable non-autonomous parabolic equations
• An efficient numerical treatment for the asymptotic behaviour of the nonlinear Airy-type problems
• Defect-based local error estimators for high-order splitting methods involving three linear operators
• A fixed-point iteration method for high frequency Helmholtz equations
• Construction and investigation of a fourth order of accuracy decomposition scheme for nonhomogeneous multidimensional hyperbolic equation

This page was built for publication: Splitting methods with complex times for parabolic equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1035797)