Error analysis of the numerical solution of split differential equations

Authors:
P. CsomóS;I. Faragó
Affiliations:
Eötvös Loránd University, Department of Applied Analysis and Computational Mathematics, H-1117 Budapest, Pázmány Péter st. 1/C, Hungary;Eötvös Loránd University, Department of Applied Analysis and Computational Mathematics, H-1117 Budapest, Pázmány Péter st. 1/C, Hungary
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
2008

Citing 8
Cited 2

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Abstract

The operator splitting method is a widely used approach for solving partial differential equations describing physical processes. Its application usually requires the use of certain numerical methods in order to solve the different split sub-problems. The error analysis of such a numerical approach is a complex task. In the present paper we show that an interaction error appears in the numerical solution when an operator splitting procedure is applied together with a lower-order numerical method. The effect of the interaction error is investigated by an analytical study and by numerical experiments made for a test problem.