WIAS Preprint No. 1043, (2005)

Iterative operator-splitting methods for linear problems



Authors

  • Farago, Istvan
  • Geiser, Jürgen

2010 Mathematics Subject Classification

  • 80A20 80M25 74S10 76R50 35J60 35J65 65M99 65Z05

2008 Physics and Astronomy Classification Scheme

  • 02.60.Cb 44.05.+e

Keywords

  • Numerical simulation, Operator-Splitting Methods, Iterative Operator-Splitting Method, Ordinary Differential Equations, Consistency Analysis

Abstract

The operator-splitting methods base on splitting of the complex problem into the sequence of the simpler tasks. A useful method is the iterative splitting method which ensures a consistent approximation in each step. In our paper, we suggest a new method which is based on the combination of splitting the time interval and the traditional iterative operator splitting. We analyze the local splitting error of the method. Numerical examples are given in order to demonstrate the method.

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