Einkemmer Lukas, Ostermann Alexander
Department of Mathematics, University of Innsbruck, Austria.
Comput Math Appl. 2014 Jul;67(12):2144-2157. doi: 10.1016/j.camwa.2014.02.027.
In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow cannot be computed exactly. Instead, we use a numerical approximation based on the linearization of the vector field. This is of interest in applications as it allows us to apply splitting methods to a wider class of problems from the sciences. However, in the situation described, the classic Strang splitting scheme, while still being a method of second order, is not longer symmetric. This, in turn, implies that the construction of higher order methods by composition is limited to order three only. To remedy this situation, based on previous work in the context of ordinary differential equations, we construct a class of Strang splitting schemes that are symmetric up to a desired order. We show rigorously that, under suitable assumptions on the nonlinearity, these methods are of second order and can then be used to construct higher order methods by composition. In addition, we illustrate the theoretical results by conducting numerical experiments for the Brusselator system and the KdV equation.
在本文中,我们考虑用于抛物型和某些双曲型偏微分方程时间积分的分裂方法,其中一个偏流无法精确计算。相反,我们使用基于向量场线性化的数值近似。这在应用中很有意义,因为它使我们能够将分裂方法应用于更广泛的科学问题类别。然而,在所述情况下,经典的斯特朗分裂格式虽然仍是二阶方法,但不再对称。这进而意味着通过组合构造高阶方法仅限于三阶。为了纠正这种情况,基于先前在常微分方程背景下的工作,我们构造了一类在期望阶数内对称的斯特朗分裂格式。我们严格证明,在对非线性的适当假设下,这些方法是二阶的,然后可用于通过组合构造高阶方法。此外,我们通过对布鲁塞尔振子系统和KdV方程进行数值实验来说明理论结果。