Splitting methods with complex times for parabolic equations

François Castella (1, 2) , Philippe Chartier (1) , Stéphane Descombes (3) , Gilles Vilmart (1, 2)

1 IPSO - Invariant Preserving SOlvers
2 IRMAR - Institut de Recherche Mathématique de Rennes
3 LJAD - Laboratoire Jean Alexandre Dieudonné

Using composition procedures, we build up high order splitting methods to solve evolution equations posed in finite or infinite dimensional spaces. Since high-order splitting methods with real time are known to involve large and/or negative time steps, which destabilizes the overall procedure, the key point of our analysis is, we develop splitting methods that use complex time steps having positive real part: going to the complex plane allows to considerably increase the accuracy, while keeping small time steps; on the other hand, restricting our attention to time steps with positive real part makes our methods more stable, and in particular well adapted in the case when the considered evolution equation involves unbounded operators in infinite dimensional spaces, like parabolic (diffusion) equations. We provide a thorough analysis in the case of linear equations posed in general Banach spaces. We also numerically investigate the nonlinear situation.We illustrate our results in the case of (linear and nonlinear) parabolic equations.

Mots clés: higher order; composition method; parabolic equations; complex time steps; splitting

Domaines: Equations aux dérivées partielles [math.AP]

François Castella, Philippe Chartier, Stéphane Descombes, Gilles Vilmart. Splitting methods with complex times for parabolic equations. BIT Numerical Mathematics, 2009, 49 (3), pp.487--508. ⟨10.1007/s10543-009-0235-y⟩. ⟨hal-00777092⟩