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An analysis of operator splitting techniques in the stiff case. (English) Zbl 0953.65062
Operator splitting methods are widely used in many applications, such as air pollution modeling, combustion, and reactive flows. The author regards the case where the evolution equations to be simulated are stiff. He considers systems with two operators: a stiff one and a non-stiff one. For example, a linear evolution system under a singular perturbation has the form \[ {{d z}\over{d t}} = \Biggl({A\over \varepsilon} + B \Biggr) z,\quad z(0) = z_0, \] where \(\varepsilon\) is a small positive parameter. The author shows some splitting schemes for solving of the evolution systems (“first-order”, “second-order” schemes). The “first-order” scheme has the form \[ \begin{aligned} {{d z^*}\over{d t}} = B^* z^*,\quad z^*(0) = z_0, &\quad \text{on }[0,\Delta t],\\ {{d z^{**}}\over{d t}} = B^* z^{**},\quad z^{**}(0) = z^*(\Delta t), &\quad \text{on }[0,\Delta t],\end{aligned} \] where the final value is given by \(z^{**}(\Delta t)\). The main results deals with the choice of the sequential order for the operators: the stiff operator must always be last in the splitting scheme.
Reviewer: A.Dishliev (Sofia)

65M20 Method of lines for initial value and initial-boundary value problems involving PDEs
92D40 Ecology
92E20 Classical flows, reactions, etc. in chemistry
34A30 Linear ordinary differential equations and systems
34E15 Singular perturbations for ordinary differential equations
35K15 Initial value problems for second-order parabolic equations
65L05 Numerical methods for initial value problems involving ordinary differential equations
80A25 Combustion
80M20 Finite difference methods applied to problems in thermodynamics and heat transfer
Full Text: DOI
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