High order splitting methods for analytic semigroups exist

被引:61
作者
Hansen, Eskil [2 ]
Ostermann, Alexander [1 ]
机构
[1] Univ Innsbruck, Inst Math, A-6020 Innsbruck, Austria
[2] Lund Univ, Ctr Math Sci, S-22100 Lund, Sweden
基金
奥地利科学基金会; 瑞典研究理事会;
关键词
Exponential splitting methods; Analytic semigroups; High order convergence; Parabolic equations; OPERATORS; DECOMPOSITION; EQUATIONS;
D O I
10.1007/s10543-009-0236-x
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper, we are concerned with the construction and analysis of high order exponential splitting methods for the time integration of abstract evolution equations which are evolved by analytic semigroups. We derive a new class of splitting methods of orders three to fourteen based on complex coefficients. An optimal convergence analysis is presented for the methods when applied to equations on Banach spaces with unbounded vector fields. These results resolve the open question whether there exist splitting schemes with convergence rates greater then two in the context of semigroups. As a concrete application we consider parabolic equations and their dimension splittings. The sharpness of our theoretical error bounds is further illustrated by numerical experiments.
引用
收藏
页码:527 / 542
页数:16
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