Implicit Euler and Lie splitting discretizations of nonlinear parabolic equations with delay
Author
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.
Department/s
- Mathematics (Faculty of Engineering)
- Numerical Analysis
- Partial differential equations
Publishing year
2014
Language
English
Pages
673-689
Publication/Series
BIT Numerical Mathematics
Volume
54
Issue
3
Full text
- Available as PDF - 212 kB
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Links
Document type
Journal article
Publisher
Springer
Topic
- Mathematics
Keywords
- Nonlinear parabolic equations
- delay differential equations
- Convergence orders
- Implicit Euler
- Lie splitting
Status
Published
Research group
- Numerical Analysis
- Partial differential equations
ISBN/ISSN/Other
- ISSN: 0006-3835