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Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with Dirichlet and oblique boundary conditions

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G. Bertoli, C. Besse, and G. Vilmart

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Abstract. We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation is solved with the Crank-Nicolson method, while order reduction occurs in general if using other Runge-Kutta schemes or even the exact flow itself for the diffusion part. We prove these results when the source term only depends on the space variable, an assumption which makes the splitting scheme equivalent to the Crank-Nicolson method itself applied to the whole problem. Numerical experiments suggest that the second order convergence persists with general nonlinearities.

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Key Words. Strang splitting, Crank-Nicolson, diffusion-reaction equation, nonhomogeneous boundary conditions, order reduction.

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