Iterative operator-splitting methods for linear problems

  • Authors:
  • I. Farago;J. Geiser

  • Affiliations:
  • Department of Applied Analysis, Eotvos Lorand University, Budapest 1117, Hungary;Department of Mathematics, Humboldt-Universitaet zu Berlin, Unter den Linden 6, D-10099 Berlin, Germany

  • Venue:
  • International Journal of Computational Science and Engineering
  • Year:
  • 2007

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Abstract

The operator-splitting methods are based on splitting of the complex problem into a sequence of 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 the splitting time interval and the traditional iterative operator splitting. We analyse the local splitting error of the method. Numerical examples are given in order to demonstrate the method.