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A rigorous convergence analysis of the Strang splitting algorithm with a discontinuous Galerkin approximation in space for the Vlasov--Poisson equations is provided. It is shown that under suitable assumptions the error is of order…

Numerical Analysis · Mathematics 2014-05-22 Lukas Einkemmer , Alexander Ostermann

Operator splitting methods combined with finite element spatial discretizations are studied for time-dependent nonlinear Schr\"odinger equations. In particular, the Schr\"odinger-Poisson equation under homogeneous Dirichlet boundary…

Numerical Analysis · Mathematics 2016-12-22 Winfried Auzinger , Thomas Kassebacher , Othmar Koch , Mechthild Thalhammer

The convergence of various operator splitting procedures, such as the sequential, the Strang and the weighted splitting, is investigated in the presence of a spatial approximation. To this end a variant of Chernoff's product formula is…

Functional Analysis · Mathematics 2009-06-21 András Bátkai , Petra Csomós , Gregor Nickel

In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow can not be computed exactly. Instead, we use a numerical…

Numerical Analysis · Mathematics 2017-01-06 Lukas Einkemmer , Alexander Ostermann

We provide a convergence analysis for a new fractional time-stepping technique for the incompressible Navier-Stokes equations based on direction splitting. This new technique is of linear complexity, unconditionally stable and convergent,…

Numerical Analysis · Mathematics 2011-01-20 Jean-Luc Guermond , Peter D. Minev , Abner J. Salgado

In this paper we analyze the convergence of the splitting method for shallow water equations. In particular, we give an analytical estimation of the time step which is necessary for the convergence and then we study the behaviour of the…

funct-an · Mathematics 2008-02-03 Maria Morandi Cecchi , Luca Salasnich

This contribution is dedicated to the exploration of exponential operator splitting methods for the time integration of evolution equations. It entails the review of previous achievements as well as the depiction of novel results. The…

Numerical Analysis · Mathematics 2024-10-18 Sergio Blanes , Fernando Casas , Cesareo Gonzalez , Mechthild Thalhammer

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

We approximate the solution for the time dependent Schr\"odinger equation (TDSE) in two steps. We first use a pseudo-spectral collocation method that uses samples of functions on rank-1 or rank-r lattice points with unitary Fourier…

Numerical Analysis · Mathematics 2020-07-01 Yuya Suzuki , Gowri Suryanarayana , Dirk Nuyens

The present work proposes a second-order time splitting scheme for a linear dispersive equation with a variable advection coefficient subject to transparent boundary conditions. For its spatial discretization, a dual Petrov--Galerkin method…

Numerical Analysis · Mathematics 2021-06-09 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

In this paper we provide a detailed convergence analysis for an unconditionally energy stable, second-order accurate convex splitting scheme for the Modified Phase Field Crystal equation, a generalized damped wave equation for which the…

Numerical Analysis · Mathematics 2012-08-08 Arvind Baskaran , John Lowengrub , Cheng Wang , Steve Wise

Strang splitting is a well established tool for the numerical integration of evolution equations. It allows the application of tailored integrators for different parts of the vector field. However, it is also prone to order reduction in the…

Numerical Analysis · Mathematics 2018-08-14 Lukas Einkemmer , Martina Moccaldi , Alexander Ostermann

Mesoscopic models in the reaction-diffusion framework have gained recognition as a viable approach to describing chemical processes in cell biology. The resulting computational problem is a continuous-time Markov chain on a discrete and…

Numerical Analysis · Mathematics 2016-01-13 Stefan Engblom

We propose and analyze a second-order Strang splitting method for a class of stiff matrix differential equations with Sylvester-type structure. The method splits the dynamics into a stiff linear part, treated exactly via matrix…

Numerical Analysis · Mathematics 2026-02-10 Carmen Scalone , Nicola Guglielmi

We compare two different numerical methods to integrate in time spatially delocalized initial densities using the Schr\"odinger-Poisson equation system as the evolution law. The basic equation is a nonlinear Schr\"odinger equation with an…

General Relativity and Quantum Cosmology · Physics 2024-05-10 Nico Schwersenz , Victor Loaiza , Tim Zimmermann , Javier Madroñero , Sandro Wimberger

Using the approach of the splitting method developed by I. Gy\"ongy and N. Krylov for parabolic quasi linear equations, we study the speed of convergence for general complex-valued stochastic evolution equations. The approximation is given…

Probability · Mathematics 2022-11-21 Zdzislaw Brzezniak , Annie Millet

We describe a general scheme of derivation of the Vlasov-type equations for Markov evolutions of particle systems in continuum. This scheme is based on a proper scaling of corresponding Markov generators and has an algorithmic realization…

Mathematical Physics · Physics 2015-05-18 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

The Douglas--Rachford and Peaceman--Rachford splitting methods are common choices for temporal discretizations of evolution equations. In this paper we combine these methods with spatial discretizations fulfilling some easily verifiable…

Numerical Analysis · Mathematics 2016-05-10 Eskil Hansen , Erik Henningsson

In this paper we study the convergence of a Lie-Trotter operator splitting for stochastic semi-linear evolution equations in a Hilbert space. The abstract Hilbert space setting allows for the consideration of convergence of the…

Numerical Analysis · Mathematics 2024-12-20 Joshua L Padgett , Qin Sheng

We provide general product formulas for the solutions of non-autonomous abstract Cauchy problems. The main technical tool is the application of evolution semigroup methods, allowing the direct application of existing results on autonomous…

Functional Analysis · Mathematics 2010-10-22 András Bátkai , Petra Csomós , Bálint Farkas , Gregor Nickel
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