Improved accuracy for time-splitting methods for the numerical solution of parabolic equations

Abstract

In this work, we study time-splitting strategies for the numerical approximation of evolutionary reaction–diffusion problems. In particular, we formulate a family of domain decomposition splitting methods that overcomes some typical limitations of classical alternating direction implicit (ADI) schemes. The splitting error associated with such methods is observed to be O(t2) in the time step. In order to decrease the size of this splitting error to O(t3), we add a correction term to the right-hand side of the original formulation. This procedure is based on the improved initialization technique proposed by Douglas and Kim in the framework of ADI methods. The resulting non-iterative schemes reduce the global system to a collection of uncoupled subdomain problems that can be solved in parallel. Computational results comparing the newly derived algorithms with the Crank–Nicolson scheme and certain ADI methods are presented.