Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with Dirichlet and oblique boundary conditions

DOI10.1090/MCOM/3664MaRDI QIDQ4956922zbMATH OpenOpenAlexWikidataFDO

Authors Guillaume Bertoli, Christophe Besse, Gilles Vilmart

Publication date 2 September 2021

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.05178, https://archive-ouverte.unige.ch/unige:155904

zbMATH Keywords

Crank-Nicolson schemeStrang splittingfinite element discretization for the spatial discretization

Mathematics Subject Classification ID

Numerical methods for stiff equations (65L04) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) 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) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Abstract: We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation is solved with the Crank-Nicolson method, while order reduction occurs in general if using other Runge-Kutta schemes or even the exact flow itself for the diffusion part. We prove these results when the source term only depends on the space variable, an assumption which makes the splitting scheme equivalent to the Crank-Nicolson method itself applied to the whole problem. Numerical experiments suggest that the second order convergence persists with general nonlinearities.

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Cited in

(6)

• Symmetric-conjugate splitting methods for evolution equations of parabolic type
• Modified Strang splitting for semilinear parabolic problems
• Overcoming order reduction in diffusion-reaction splitting. II: Oblique boundary conditions
• Analysis of exponential splitting methods for inhomogeneous parabolic equations
• Splitting methods for constrained diffusion-reaction systems
• Geometric numerical integration. Abstracts from the workshop held March 28 -- April 3, 2021 (hybrid meeting)

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Uses Software

• Algorithm 919
• phipm

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