A convergence analysis of the Peaceman-Rachford scheme for semilinear evolution equations

DOI10.1137/120890570zbMATH Open1278.65077arXiv1512.05925OpenAlexW3101293924MaRDI QIDQ2855091FDOQ2855091

Authors: Eskil Hansen, Erik Henningsson 

Publication date: 24 October 2013

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

Abstract: The Peaceman--Rachford scheme is a commonly used splitting method for discretizing semilinear evolution equations, where the vector fields are given by the sum of one linear and one nonlinear dissipative operator. Typical examples of such equations are reaction-diffusion systems and the damped wave equation. In this paper we conduct a convergence analysis for the Peaceman--Rachford scheme in the setting of dissipative evolution equations on Hilbert spaces. We do not assume Lipschitz continuity of the nonlinearity, as previously done in the literature. First or second order convergence is derived, depending on the regularity of the solution, and a shortened proof for $o(1)$-convergence is given when only a mild solution exits. The analysis is also extended to the Lie scheme in a Banach space framework. The convergence results are illustrated by numerical experiments for Caginalp's solidification model and the Gray--Scott pattern formation problem.

Full work available at URL: https://arxiv.org/abs/1512.05925

Recommendations

• A full space-time convergence order analysis of operator splittings for linear dissipative evolution equations
• Dimension splitting for quasilinear parabolic equations
• Convergence of the implicit-explicit Euler scheme applied to perturbed dissipative evolution equations
• Error analysis of splitting methods for inhomogeneous evolution equations
• Dimension splitting for evolution equations

zbMATH Keywords

Hilbert spacenumerical experimentsreaction-diffusion systemssemilinear evolution equationsdissipative operatorsconvergence orderPeaceman-Rachford schemeCaginalp's solidification modelGray-Scott pattern formation problem

Mathematics Subject Classification ID

Nonlinear differential equations in abstract spaces (34G20) Reaction-diffusion equations (35K57) Nonlinear accretive operators, dissipative operators, etc. (47H06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Numerical solutions to abstract evolution equations (65J08)

Cited In (6)

• A full space-time convergence order analysis of operator splittings for linear dissipative evolution equations
• Unconditional convergence of DIRK schemes applied to dissipative evolution equations
• Convergence of the Peaceman-Rachford approximation for reaction-diffusion systems
• Analysis of an approximation to a fractional extension problem
• Efficient simulations of tubulin-driven axonal growth
• Convergence of the implicit-explicit Euler scheme applied to perturbed dissipative evolution equations

This page was built for publication: A convergence analysis of the Peaceman-Rachford scheme for semilinear evolution equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2855091)