High order operator splitting methods based on an integral deferred correction framework

DOI10.1016/J.JCP.2015.03.032zbMATH Open1349.65210arXiv1407.1002OpenAlexW1973653230MaRDI QIDQ349989FDOQ349989

Andrew Christlieb, Zhengfu Xu, Yuan Liu

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Abstract: Integral deferred correction (IDC) methods have been shown to be an efficient way to achieve arbitrary high order accuracy and possess good stability properties. In this paper, we construct high order operator splitting schemes using the IDC procedure to solve initial value problems (IVPs). We present analysis to show that the IDC methods can correct for both the splitting and numerical errors, lifting the order of accuracy by $r$ with each correction, where $r$ is the order of accuracy of the method used to solve the correction equation. We further apply this framework to solve partial differential equations (PDEs). Numerical examples in two dimensions of linear and nonlinear initial-boundary value problems are presented to demonstrate the performance of the proposed IDC approach.

Full work available at URL: https://arxiv.org/abs/1407.1002

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zbMATH Keywords

operator splittinginitial-boundary value problemhigh-order accuracyintegral deferred correction

Mathematics Subject Classification ID

Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cited In (19)

• On the convergence of spectral deferred correction methods
• Spectral deferred corrections with fast-wave slow-wave splitting
• Comments on high-order integrators embedded within integral deferred correction methods
• Low-Storage Integral Deferred Correction Methods for Scientific Computing
• A spectral deferred correction method for incompressible flow with variable viscosity
• Hybrid methods for radiation transport using diagonally implicit Runge-Kutta and space-time discontinuous Galerkin time integration
• A Kernel Based Unconditionally Stable Scheme for Nonlinear Parabolic Partial Differential Equations
• Krylov implicit integration factor discontinuous Galerkin methods on sparse grids for high dimensional reaction-diffusion equations
• Method of lines transpose: high order L-stable \(\mathcal O(N)\) schemes for parabolic equations using successive convolution
• A gradually implicit method with deferred correction and adaptive relaxation factors for simulation to nonlinear heat transfer
• A High Order Operator Splitting Method for the Degasperis–Procesi Equation
• High-order weighted compact nonlinear scheme for solving degenerate parabolic equations
• Fractional-step Runge-Kutta methods: representation and linear stability analysis
• A high order time splitting method based on integral deferred correction for semi-Lagrangian Vlasov simulations
• Arbitrary high-order unconditionally stable methods for reaction-diffusion equations with inhomogeneous boundary condition via deferred correction
• An arbitrary-order, fully implicit, hybrid kinetic solver for linear radiative transport using integral deferred correction
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• On the operator splitting and integral equation preconditioned deferred correction methods for the ``good Boussinesq equation
• Improvements to a class of hybrid methods for radiation transport: Nyström reconstruction and defect correction methods

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