Related papers: Operator splitting for abstract Cauchy problems wi…
Operator splitting methods allow to split the operator describing a complex dynamical system into a sequence of simpler subsystems and treat each part independently. In the modeling of dynamical problems, systems of (possibly coupled)…
An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…
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…
We present easy to verify conditions implying stability estimates for operator matrix splittings which ensure convergence of the associated Trotter, Strang and weighted product formulas. The results are applied to inhomogeneous abstract…
Problems of the numerical solution of the Cauchy problem for a first-order differential-operator equation are discussed. A fundamental feature of the problem under study is that the equation includes a fractional power of the self-adjoint…
The obstacle problem is a class of free boundary problems which finds applications in many disciplines such as porous media, financial mathematics and optimal control. In this paper, we propose two operator-splitting methods to solve the…
Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…
This paper is an extended and reworked version of a short course given by the author at ''Uzbekistan-Ukrainian readings in stochastic processes'', Tashkent-Kyiv, 2022, and was prepared for a special issue of ''Theory of stochastic…
This paper considers computational methods that split a vector field into three components in the case when both the vector field and the split components might be unbounded. We first employ classical Taylor expansion which, after some…
We study operator-splitting schemes for approximating Koopman generators of linear semigroups induced by nonlinear flows, a framework originating with Dorroh and Neuberger. Building on ideas of Lie, Kowalewski, and Gr\"{o}bner, we analyze…
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…
We consider Lie and Strang splitting for the time integration of constrained partial differential equations with a nonlinear reaction term. Since such systems are known to be sensitive with respect to perturbations, the splitting procedure…
Continuing earlier investigations, we analyze the convergence of operator splitting procedures combined with spatial discretization and rational approximations.
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…
We consider the Cauchy problem for a second-order evolution equation, in which the problem operator is the sum of two self-adjoint operators. The main feature of the problem is that one of the operators is represented in the form of the…
We introduce a general algebraic setting for describing linear boundary problems in a symbolic computation context, with emphasis on the case of partial differential equations. The general setting is then applied to the Cauchy problem for…
The theory of one-sided coupled operator matrices, recently introduced by K.-J. Engel, is an abstract framework for concrete initial value problems and allows complete information on well-posedness, and stability of solutions. These notes…
Operator splitting is a popular divide-and-conquer strategy for solving differential equations. Typically, the right-hand side of the differential equation is split into a number of parts that are then integrated separately. Many methods…
We introduce a fast and scalable method for solving quadratic programs with conditional value-at-risk (CVaR) constraints. While these problems can be formulated as standard quadratic programs, the number of variables and constraints grows…
We provide a new analytical approach to operator splitting for equations of the type $u_t=Au+B(u)$ where $A$ is a linear operator and $B$ is quadratic. A particular example is the Korteweg-de Vries (KdV) equation $u_t-u u_x+u_{xxx}=0$. We…