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Adapted Lie splitting method for convection-diffusion problems with singular convective term (2404.15947v1)

Published 24 Apr 2024 in math.NA and cs.NA

Abstract: Splitting methods are a widely used numerical scheme for solving convection-diffusion problems. However, they may lose stability in some situations, particularly when applied to convection-diffusion problems in the presence of an unbounded convective term. In this paper, we propose a new splitting method, called the "Adapted Lie splitting method", which successfully overcomes the observed instability in certain cases. Assuming that the unbounded coefficient belongs to a suitable Lorentz space, we show that the adapted Lie splitting converges to first-order under the analytic semigroup framework. Furthermore, we provide numerical experiments to illustrate our newly proposed splitting approach.

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