Modified Douglas splitting methods for reaction-diffusion equations

DOI10.1007/s10543-016-0634-9zbMath1367.65133arXiv1512.01445OpenAlexW2962733098MaRDI QIDQ2359748

Karel J. in 't Hout, Laura Portero, Andrés Arrarás, Willem H. Hundsdorfer

Publication date: 22 June 2017

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.01445

zbMATH Keywords

stabilityconvergencenumerical examplessplitting methodsreaction-diffusion equationsDouglas methods

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Related Items (9)

Convergence analysis of domain decomposition based time integrators for degenerate parabolic equations ⋮ A unified formulation of splitting-based implicit time integration schemes ⋮ Modified Douglas splitting method for differential matrix equations ⋮ Convergence in the maximum norm of ADI-type methods for parabolic problems ⋮ ADI schemes for valuing European options under the Bates model ⋮ On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model ⋮ Convergence in $\ell_2$ and $\ell_\infty$ Norm of One-Stage AMF-W-Methods for Parabolic Problems ⋮ Power boundedness in the maximum norm of stability matrices for ADI methods ⋮ High order PDE-convergence of AMF-W methods for 2D-linear parabolic problems

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