Implicit Euler and Lie splitting discretizations of nonlinear parabolic equations with delay

Summary, in English

A convergence analysis is presented for the implicit Euler and Lie splitting schemes when applied to nonlinear parabolic equations with delay. More precisely, we consider a vector field which is the sum of an unbounded dissipative operator and a delay term, where both point delays and distributed delays fit into the framework. Such equations are frequently encountered, e.g. in population dynamics. The main theoretical result is that both schemes converge with an order (of at least) q = 1/2, without any artificial regularity assumptions. We discuss implementation details for the methods, and the convergence results are verified by numerical experiments demonstrating both the correct order, as well as the efficiency gain of Lie splitting as compared to the implicit Euler scheme.

• Författare: Eskil Hansen; Tony Stillfjord
• Avdelning/ar: Matematik LTH; Numerical Analysis; Partial differential equations
• Publiceringsår: 2014
• Språk: Engelska
• Sidor: 673-689
• Publikation/Tidskrift/Serie: BIT Numerical Mathematics
• Volym: 54
• Issue: 3
• Fulltext: - 212 kB; Download statistics
• Länkar: http://link.springer.com/article/10.1007/s10543-014-0480-6; http://dx.doi.org/10.1007/s10543-014-0480-6
• Dokumenttyp: Artikel i tidskrift
• Förlag: Springer
• Ämne: Mathematics
• Nyckelord: Nonlinear parabolic equations; delay differential equations; Convergence orders; Implicit Euler; Lie splitting
• Status: Published
• Forskningsgrupp: Numerical Analysis; Partial differential equations
• ISBN/ISSN/Övrigt: ISSN: 0006-3835