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High order methods for irreversible equations

Published 14 Oct 2013 in math.NA | (1310.3664v3)

Abstract: In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of Lie-Trotter schemes with different steps. We prove convergence of this methods for a large class of semi-linear problems, that includes Hamiltonian and reaction-diffusion systems.

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