Iterative splitting methods for solving time-dependent problems

Abstract

There is increasing motivation for solving time-dependent differential equations with iterative splitting schemes. While Magnus expansion has been intensively studied and widely applied for solving explicitly time-dependent problems, the combination with iterative splitting schemes can open up new areas. The main problems with the Magnus expansion are the exponential character and the difficulty of deriving practical higher order algorithms. An alternative method is based on iterative splitting methods that take into account a temporally inhomogeneous equation. In this work, we show that the ideas derived from the iterative splitting methods can be used to solve time-dependent problems. Examples are discussed.