Analyses and Applications of the Peaceman--Rachford and Douglas--Rachford Splitting Schemes

Sammanfattning: Splitting methods are widely used as temporal discretizations of evolution equations. Such methods usually constitute competitive choices whenever a vector field can be split into a sum of two or more parts that each generates a flow easier to compute or approximate than the flow of the sum. In the research presented in this Licentiate thesis we consider dissipative evolution equations with vector fields given by unbounded operators. Dynamical systems that fit into this framework can for example be found among Hamiltonian systems and parabolic and hyperbolic partial differential equations (PDEs).

The goal of the presented research is to perform convergence analyses for the lternating direction implicit (ADI) methods in the setting of dissipative operators. In this context these methods are known to possess excellent stability properties. Additionally, they generate easily computable numerical flows and are ideal choices for studying convergence to stationary solutions, a property related to their favorable local error structure. In this thesis we consider the Peaceman--Rachford and Douglas--Rachford schemes, which were the first ADI methods to be constructed and to this day are the most representative members of the ADI method class.

We perform convergence studies for the Peaceman--Rachford and Douglas--Rachford schemes when applied to semilinear, dissipative evolution equations, that is, when the vector fields are given by the sum of a linear and a nonlinear dissipative operator. Optimal convergence orders are proven when the solution is sufficiently regular. With less regularity present we are still able to prove convergence, however of suboptimal order or without order. In contrast to previous convergence order analyses we do not assume Lipschitz continuity of the nonlinear operator.

In the context of linear, dissipative evolution equations we consider full space-time discretizations. We assume that the full discretization is given by combining one of the two aforementioned ADI methods with a general, converging spatial discretization method. In this setting we prove optimal, simultaneous space-time convergence orders.

Advection-diffusion-reaction models, encountered in physics, chemistry, and biology are important examples of dissipative evolution equations. In this thesis we present such a model describing the growth of axons in nerve cells. The model consists of a parabolic PDE, which has a non-trivial coupling to nonlinear ordinary differential equations via a moving boundary, which is part of the solution. Since additionally the biological model parameters imply a wide range of scales, both in time and space, the application of a numerical method is involved. We make an argument for a discretization consisting of a splitting which is integrated by the Peaceman--Rachford scheme. The choice is motivate by the results of some numerical experiments.