Improved accuracy for time-splitting methods for the numerical solution of parabolic equations

DOI10.1016/J.AMC.2015.03.073zbMATH Open1410.65296arXiv1608.08975OpenAlexW1973125837MaRDI QIDQ669688FDOQ669688

Authors: A. Arrarás, L. Portero 

Publication date: 15 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Abstract: In this work, we study time-splitting strategies for the numerical approximation of evolutionary reaction-diffusion problems. In particular, we formulate a family of domain decomposition splitting methods that overcomes some typical limitations of classical alternating direction implicit (ADI) schemes. The splitting error associated with such methods is observed to be $mathcalO(a{u}^2)$ in the time step $au$. In order to decrease the size of this splitting error to $mathcalO(a{u}^3)$, we add a correction term to the right-hand side of the original formulation. This procedure is based on the improved initialization technique proposed by Douglas and Kim in the framework of ADI methods. The resulting non-iterative schemes reduce the global system to a collection of uncoupled subdomain problems that can be solved in parallel. Computational results comparing the newly derived algorithms with the Crank-Nicolson scheme and certain ADI methods are presented.

Full work available at URL: https://arxiv.org/abs/1608.08975

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zbMATH Keywords

domain decompositionpartition of unitysplitting erroralternating direction implicittime-splitting method

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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Cited In (11)

• A variationally separable splitting for the generalized-$\alpha$ method for parabolic equations
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• Space-time parallel methods for evolutionary reaction-diffusion problems
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• Symmetric-conjugate splitting methods for evolution equations of parabolic type
• The splitting Crank-Nicolson scheme with intrinsic parallelism for solving parabolic equations

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