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International Journal of Computer Mathematics 84, 6 (2007) 749 - 765
On the local and global errors of splitting approximations of reaction-diffusion equations with high spatial gradients
Stéphane Descombes ( ) 1, Marc Massot 2, Thierry Dumont 3, Violaine Louvet 3
(01/06/2007)

In this paper we study the approximation by splitting techniques of the ordinary differential equation Udot+A U+B U=0, U(0)=U0 with A and B two matrices. We assume that we have a stiff problem in the sense that A is ill-conditionned and U0 is a vector which is the discretization of a function with a very high derivative. This situation may appear for example when we study the discretization of a partial differential equation. We prove some error estimates for two general matrices and in the stiff case, where the estimates are independent of U0 and the commutator between A and B. This paper is dedicated to Michel Crouzeix.
1 :  Unité de Mathématiques Pures et Appliquées (UMPA-ENSL)
CNRS : UMR5669 – École Normale Supérieure - Lyon
2 :  Laboratoire d'Énergétique Moléculaire et Macroscopique, Combustion (EM2C)
CNRS : UPR288 – Ecole Centrale Paris
3 :  Institut Camille Jordan (ICJ)
CNRS : UMR5208 – Université Claude Bernard - Lyon I – Ecole Centrale de Lyon – Institut National des Sciences Appliquées (INSA) - Lyon
Mathématiques/Analyse numérique
Splitting approximation errors – Reaction-diffusion equations – High spatial gradients