In this paper we study the convergence behaviour and geometric properties of Strang splitting applied to semilinear evolution equations. We work in an abstract Banach space setting that allows us to analyse a certain class of parabolic equations and their spatial discretizations. For this class of problems, Strang splitting is shown to be stable and second-order convergent. Moreover, it is show...

Assume that (AI) X is a real Banach space. (A2) X+ is a closed subset of X with the following properties: (i) if xe X+, y € X+, a e [0, oo) then x + y & X+ and ax € X+; (ii) there exists Mo € (0, oo) such that for each x € X there exist x+ e X+ and x_ 6 X+ which satisfy _=_+-__, ||_+|| < Mo||x||, ||x_||<Mo||x|| and if x = j/+ — j/_ for some y+ 6 X+, j/_ _ X+ then y+ — x.|6 X+; (iii) if x e X+, ...

We develop a set of numerical schemes for the Poisson–Nernst–Planck equations. prove that our are mass conservative, uniquely solvable and keep positivity unconditionally. Furthermore, first-order scheme is proven to be unconditionally energy dissipative. These properties hold various spatial discretizations. Numerical results presented validate these properties. Moreover, indicate second-order...

Using classical finite difference schemes often generates numerical drawbacks such as spurious oscillations in the solution of the famous Black–Scholes partial differential equation. We analyze the fully implicit scheme, frequently used numerical method in Finance, that in the presence of discontinuous payoff and low volatility arises spurious oscillations. We propose a modification of this sch...

Using a relaxation strategy in a Lagrangian-Eulerian formulation, we propose a scheme in local conservation form for approximating weak solutions of complex compressible flows involving wave speeds of different orders of magnitude. Explicit time integration is performed on slow transport waves for the sake of accuracy while fast acoustic waves are dealt with implicitly to enable large time step...

Abstract : The construction of a range restricted bivariate G interpolant to scattered data is considered in which the interpolant is positive everywhere if the original data are positive. This study is motivated by earlier work in which sufficient conditions are derived on Bézier points in order to ensure that surfaces comprising quartic Bézier triangular patches are always positive and satisf...

We consider the development of exponential methods for the robust time discretization of space inhomogeneous Boltzmann equations in stiff regimes. Compared to the space homogeneous case, or more in general to the case of splitting based methods, studied in Dimarco Pareschi [6] a major difficulty is that the local Maxwellian equilibrium state is not constant in a time step and thus needs a prope...