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 \(\mathcal{O}(\tau^2)\) in the time step \(\tau\). In order to decrease the size of this splitting error to \(\mathcal{O}(\tau^3)\), 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.