On the local and global errors of splitting approximations of reaction-diffusion equations with high spatial gradients

Stéphane Descombes, Thierry Dumont, Violaine Louvet, Marc Massot

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper we study the approximation by splitting techniques of the ordinary differential equation U+A U+B U=0, U(0)=U0 with A and B two matrices. We assume that we have a stiff problem in the sense that A is ill-conditionned and U0 is a vector which is the discretization of a function with a very high derivative. This situation may appear for example when we study the discretization of a partial differential equation. We prove some error estimates for two general matrices and in the stiff case, where the estimates are independent of U0 and the commutator between A and B.

Original languageEnglish
Pages (from-to)749-765
Number of pages17
JournalInternational Journal of Computer Mathematics
Volume84
Issue number6
DOIs
Publication statusPublished - 1 Jan 2007
Externally publishedYes

Keywords

  • High spatial gradients
  • Reaction-diffusion equations
  • Splitting approximation errors

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