High-order splitting methods for separable non-autonomous parabolic equations
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Publication:2250989
complex coefficientsnon-autonomous problemsnumerical examplesparabolic equationssplitting methodsstability
Initial-boundary value problems for second-order parabolic equations (35K20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)
Abstract: We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative coefficients). We propose to consider a class of methods in which one set of the coefficients are real and positive numbers, and to split properly the system in the extended phase space where the time is taken as a new coordinate. This allows us to evaluate all time-dependent operators at real values of the time, leading to schemes which are stable and simple to implement. If the system can be considered as the perturbation of an exactly solvable problem and the flow of the dominant part is advanced using the real coefficients, it is possible to build highly efficient methods for these problems. We show the performance of this class of methods on several numerical examples and present some new improved schemes.
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Cited in
(27)- Splitting methods with complex times for parabolic equations
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