Optimized high-order splitting methods for some classes of parabolic equations

Optimized high-order splitting methods for some classes of parabolic equations

We are concerned with the numerical solution obtained by splitting methods of certain parabolic partial differential equations. Splitting schemes of order higher than two with real coefficients necessarily involve negative coefficients. It has been demonstrated that this second-order barrier can be overcome by using splitting methods with complex-valued coefficients (with positive real parts). ...

[hal-00759579, v1] Optimized high-order splitting methods for some classes of parabolic equations

We are concerned with the numerical solution obtained by splitting methods of certain parabolic partial differential equations. Splitting schemes of order higher than two with real coefficients necessarily involve negative coefficients. It has been demonstrated that this second-order barrier can be overcome by using splitting methods with complex-valued coefficients (with positive real parts). ...

Higher-order operator splitting methods for deterministic parabolic equations

A High Order Finite Dierence Method for Random Parabolic Partial Dierential Equations

In this paper, for the numerical approximation of random partial differential equations (RPDEs) of parabolic type, an explicit higher order finite difference scheme is constructed. In continuation the main properties of deterministic difference schemes, i.e. consistency, stability and convergency are developed for the random cases. It is shown that the proposed random difference scheme has thes...

Splitting methods with complex times for parabolic equations

Using composition procedures, we build up high order splitting methods to solve evolution equations posed in finite or infinite dimensional spaces. Since high-order splitting methods with real time are known to involve large and/or negative time steps, which destabilizes the overall procedure, the key point of our analysis is, we develop splitting methods that use complex time steps having posi...