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 language | English |
|---|---|
| Pages (from-to) | 749-765 |
| Number of pages | 17 |
| Journal | International Journal of Computer Mathematics |
| Volume | 84 |
| Issue number | 6 |
| DOIs | |
| Publication status | Published - 1 Jan 2007 |
| Externally published | Yes |
Keywords
- High spatial gradients
- Reaction-diffusion equations
- Splitting approximation errors