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Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with Dirichlet and oblique boundary conditions

Published inMathematics of computation, vol. 90, no. 332, p. 2705-2729
Publication date2021-07-01
Abstract

We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation is solved with the Crank-Nicolson method, while order reduction occurs in general if using other Runge-Kutta schemes or even the exact flow itself for the diffusion part. We prove these results when the source term only depends on the space variable, an assumption which makes the splitting scheme equivalent to the Crank-Nicolson method itself applied to the whole problem. Numerical experiments suggest that the second order convergence persists with general nonlinearities.

Keywords
  • Strang splitting
  • Crank-Nicolson
  • Diffusion-reaction equation
  • Nonhomo- geneous boundary conditions
  • Order reduction
Research groups
Citation (ISO format)
BERTOLI, Guillaume Balthazar, BESSE, Christophe, VILMART, Gilles. Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with Dirichlet and oblique boundary conditions. In: Mathematics of computation, 2021, vol. 90, n° 332, p. 2705–2729. doi: 10.1090/mcom/3664
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Article (Accepted version)
Identifiers
Journal ISSN0025-5718
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Technical informations

Creation01/11/2021 14:35:00
First validation01/11/2021 14:35:00
Update time16/03/2023 01:40:54
Status update16/03/2023 01:40:54
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