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In this paper, we offer a comparison in terms of computational efficiency between two techniques to avoid order reduction when using Strang method to integrate nonlinear initial boundary value problems with time-dependent boundary…

Numerical Analysis · Mathematics 2017-09-29 Isaías Alonso-Mallo , Begoña Cano , Nuria Reguera

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

In this paper we consider splitting methods for nonlinear ordinary differential equations in which one of the (partial) flows that results from the splitting procedure can not be computed exactly. Instead, we insert a well-chosen state…

Numerical Analysis · Mathematics 2014-05-27 Lukas Einkemmer , Alexander Ostermann

This paper introduces novel bulk-surface splitting schemes of first and second order for the wave equation with kinetic and acoustic boundary conditions of semi-linear type. For kinetic boundary conditions, we propose a reinterpretation of…

Numerical Analysis · Mathematics 2023-09-15 Robert Altmann

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

Approximate solutions of the Fisher equation obtained by different splitting methods are investigated. The error of this nonlinear problem is analyzed. The order of different splitting methods coupled with numerical methods of different…

Numerical Analysis · Mathematics 2011-03-23 Tamás Ladics

We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…

Numerical Analysis · Mathematics 2024-11-19 R. Drebotiy , H. Shynkarenko

Splitting methods are a widely used numerical scheme for solving convection-diffusion problems. However, they may lose stability in some situations, particularly when applied to convection-diffusion problems in the presence of an unbounded…

Numerical Analysis · Mathematics 2024-04-25 Thi Tam Dang , Trung Hau Hoang , Giandomenico Orlandi

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

In this paper, we develop a class of samplers for the diffusion model using the operator-splitting technique. The linear drift term and the nonlinear score-driven drift of the probability flow ordinary differential equation are split and…

Numerical Analysis · Mathematics 2026-01-27 Peiyi Liu , Zhaoqiang Liu , Yiqi Gu

In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of…

Numerical Analysis · Mathematics 2014-10-21 Mariano De Leo , Diego Rial , Constanza Sanchez de la Vega

It is well known that Lawson methods suffer from a severe order reduction when integrating initial boundary value problems where the solutions are not periodic in space or do not satisfy enough conditions of annihilation on the boundary.…

Numerical Analysis · Mathematics 2019-09-30 Begoña Cano , Nuria Reguera

In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary…

Numerical Analysis · Mathematics 2022-11-22 Begoña Cano , Marí a Jesús Moreta

Recently-derived high-order splitting schemes with complex coefficients are shown to exhibit reduced convergence rates for certain parabolic evolution equations. When applied to semilinear reaction-diffusion equations with periodic boundary…

Numerical Analysis · Mathematics 2013-11-18 M. T. Warnez , B. K. Muite

This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…

Numerical Analysis · Mathematics 2022-04-20 Eric Ngondiep

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE…

Numerical Analysis · Mathematics 2009-04-11 Sergio Blanes , Fernando Casas , Ander Murua

In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…

Numerical Analysis · Mathematics 2016-11-22 Hengfei Ding , Changpin Li

A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…

Numerical Analysis · Mathematics 2019-07-04 Jialing Zhong , Hong-lin Liao , Bingquan Ji , Luming Zhang

The finite difference scheme with the shifted Gr\"{u}nwarld formula is employed to semi-discrete the fractional diffusion equations. This spatial discretization can reduce to the large system of ordinary differential equations (ODEs) with…

Numerical Analysis · Mathematics 2013-05-30 Xian-Ming Gu , Ting-Zhu Huang , Xi-Le Zhao , Hou-Biao Li , Liang Li