An accelerated splitting-up method for parabolic equations
| dc.creator | Gyöngy, István | |
| dc.creator | Krylov, Nicolai | |
| dc.date | 2004-12-17 | |
| dc.date.accessioned | 2026-07-07T05:15:23Z | |
| dc.date.available | 2026-07-07T05:15:23Z | |
| dc.description | We approximate the solution $u$ of the Cauchy problem $$ \frac{\partial}{\partial t} u(t,x)=Lu(t,x)+f(t,x), \quad (t,x)\in(0,T]\times\bR^d, $$ $$ u(0,x)=u_0(x),\quad x\in\bR^d $$ by splitting the equation into the system $$ \frac{\partial}{\partial t} v_r(t,x)=L_rv_r(t,x)+f_r(t,x), \qquad r=1,2,...,d_1, $$ where $L,L_r$ are second order differential operators, $f$, $f_r$ are functions of $t,x$, such that $L=\sum_r L_r$, $f=\sum_r f_r$. Under natural conditions on solvability in the Sobolev spaces $W^m_p$, we show that for any $k>1$ one can approximate the solution $u$ with an error of order $δ^k$, by an appropriate combination of the solutions $v_r$ along a sequence of time discretization, where $δ$ is proportional to the step size of the grid. This result is obtained by using the time change introduced in [7], together with Richardson's method and a power series expansion of the error of splitting-up approximations in terms of $δ$. | |
| dc.description | 34 pages | |
| dc.identifier | https://arxiv.org/abs/math/0412338 | |
| dc.identifier | http://arxiv.org/abs/math/0412338 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/73611 | |
| dc.subject | Analysis of PDEs | |
| dc.subject | 65M15, 35J60, 93E20 | |
| dc.title | An accelerated splitting-up method for parabolic equations | |
| dc.type | text |