Analysis of Operator Splitting in the Nonasymptotic Regime for Nonlinear Reaction-Diffusion Equations. Application to the Dynamics of Premixed Flames

In this paper we mathematically characterize through a Lie formalism the local errors induced by operator splitting when solving nonlinear reaction-diffusion equations, especially in the nonasymptotic regime. The nonasymptotic regime is often attained in practice when the splitting time step is much larger than some of the scales associated with either source terms or the diffusion operator when large gradients are present. In a series of previous works a reduction of the asymptotic orders for a range of large splitting time steps related to very short time scales in the nonlinear source term has been studied, as well as that associated with large gradients but for linearized equations. This study provides a key theoretical step forward since it characterizes the numerical behavior of splitting errors within a more general nonlinear framework, for which new error estimates can be derived by coupling Lie formalism and regularizing effects of the heat equation. The validity of these theoretical results is t...

[1]  Stephen B. Pope,et al.  An investigation of the accuracy of manifold methods and splitting schemes in the computational implementation of combustion chemistry , 1998 .

[2]  E. Hairer,et al.  Geometric Numerical Integration: Structure Preserving Algorithms for Ordinary Differential Equations , 2004 .

[3]  Alexander Ostermann,et al.  Analysis of exponential splitting methods for inhomogeneous parabolic equations , 2012 .

[4]  Marc Massot,et al.  Operator splitting for nonlinear reaction-diffusion systems with an entropic structure : singular perturbation and order reduction , 2004, Numerische Mathematik.

[5]  John N. Shadid,et al.  Stability of operator splitting methods for systems with indefinite operators: reaction-diffusion systems , 2005 .

[6]  Stéphane Descombes,et al.  On the local and global errors of splitting approximations of reaction–diffusion equations with high spatial gradients , 2007, Int. J. Comput. Math..

[7]  Michelle Schatzman,et al.  Geometrical evolution of developed interfaces , 1995, Emerging applications in free boundary problems.

[8]  Christian Lubich,et al.  On splitting methods for Schrödinger-Poisson and cubic nonlinear Schrödinger equations , 2008, Math. Comput..

[9]  J. Verwer,et al.  Numerical solution of time-dependent advection-diffusion-reaction equations , 2003 .

[10]  Marc Massot,et al.  Spray counterflow diffusion flames of heptane: Experiments and computations with detailed kinetics and transport , 1998 .

[11]  Yves D'Angelo,et al.  Comparison and analysis of some numerical schemes for stiff complex chemistry problems , 1995 .

[12]  J. Shadid,et al.  Studies of the Accuracy of Time Integration Methods for Reaction-Diffusion Equations ∗ , 2005 .

[13]  Nasser Darabiha,et al.  Transient Behaviour of Laminar Counterflow Hydrogen-Air Diffusion Flames with Complex Chemistry , 1992 .

[14]  Assyr Abdulle,et al.  Fourth Order Chebyshev Methods with Recurrence Relation , 2001, SIAM J. Sci. Comput..

[15]  E. Hairer,et al.  Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems , 2010 .

[16]  PROBLEMSYves D'Angelo,et al.  COMPARISON AND ANALYSISOF SOME NUMERICAL SCHEMESFOR STIFF COMPLEX CHEMISTRY , 2010 .

[17]  Marc Massot,et al.  Adaptive time splitting method for multi-scale evolutionary partial differential equations , 2011, 1104.3697.

[18]  E. Hairer,et al.  Solving Ordinary Differential Equations I , 1987 .

[19]  N. N. Yanenko Application of the Method of Fractional Steps to Boundary Value Problems for Laplace’s and Poisson’s Equations , 1971 .

[20]  A. Ostermann,et al.  High order splitting methods for analytic semigroups exist , 2009 .

[21]  B. Sportisse An Analysis of Operator Splitting Techniques in the Stiff Case , 2000 .

[22]  C. Lubich,et al.  Error Bounds for Exponential Operator Splittings , 2000 .

[23]  Alexandre Ern,et al.  Multicomponent transport algorithms , 1994 .

[24]  James A. Sethian,et al.  THE DERIVATION AND NUMERICAL SOLUTION OF THE EQUATIONS FOR ZERO MACH NUMBER COMBUSTION , 1985 .

[25]  Mechthild Thalhammer,et al.  The Lie–Trotter splitting for nonlinear evolutionary problems with critical parameters: a compact local error representation and application to nonlinear Schrödinger equations in the semiclassical regime , 2013 .

[26]  V. Giovangigli Multicomponent flow modeling , 1999 .

[27]  Guy Bencteux,et al.  Method of Lines versus Operator Splitting for reaction-diffusiuon systems with fast chemistry , 2000, Environ. Model. Softw..

[28]  Marc Massot,et al.  Time–space adaptive numerical methods for the simulation of combustion fronts , 2013 .

[29]  Takashi Ichinose,et al.  The Norm Convergence of the Trotter–Kato Product Formula with Error Bound , 2001 .

[30]  Marc Massot,et al.  New Resolution Strategy for Multiscale Reaction Waves using Time Operator Splitting, Space Adaptive Multiresolution, and Dedicated High Order Implicit/Explicit Time Integrators , 2012, SIAM J. Sci. Comput..

[31]  R. Temam Sur l'approximation de la solution des équations de Navier-Stokes par la méthode des pas fractionnaires (I) , 1969 .

[32]  Jonas Schmitt,et al.  The Method Of Fractional Steps The Solution Of Problems Of Mathematical Physics In Several Variables , 2016 .

[33]  Brynjulf Owren,et al.  The behaviour of the local error in splitting methods applied to stiff problems , 2004 .

[34]  Stéphane Descombes,et al.  Strang's formula for holomorphic semi-groups , 2002 .

[35]  E. Hairer,et al.  Geometric Numerical Integration , 2022, Oberwolfach Reports.

[36]  Marc Massot,et al.  Parareal operator splitting techniques for multi-scale reaction waves: Numerical analysis and strategies , 2011 .

[37]  M. Smooke,et al.  Quantitative comparison of detailed numerical computations and experiments in counterflow spray diffusion flames , 1996 .

[38]  G. Marchuk Splitting and alternating direction methods , 1990 .

[39]  Willem Hundsdorfer,et al.  A Second-Order Rosenbrock Method Applied to Photochemical Dispersion Problems , 1999, SIAM J. Sci. Comput..

[40]  R. Temam Sur l'approximation de la solution des équations de Navier-Stokes par la méthode des pas fractionnaires (II) , 1969 .

[41]  Willem Hundsdorfer,et al.  A note on splitting errors for advection-reaction equations , 1995 .

[42]  Alexander Ostermann,et al.  A second-order positivity preserving scheme for semilinear parabolic problems , 2012 .

[43]  Q. Sheng Global error estimates for exponential splitting , 1994 .

[44]  Marc Massot,et al.  Simulation of human ischemic stroke in realistic 3D geometry , 2010, Commun. Nonlinear Sci. Numer. Simul..

[45]  Vincent Giovangigli,et al.  Comparison between experimental measurements and numerical calculations of the structure of counterflow, diluted, methane-air, premixed flames , 1991 .

[46]  Marc Massot,et al.  New Resolution Strategy for Multi-scale Reaction Waves using Time Operator Splitting and Space Adaptive Multiresolution: Application to Human Ischemic Stroke , 2011 .

[47]  G. Strang On the Construction and Comparison of Difference Schemes , 1968 .

[48]  J. Shadid,et al.  Studies on the accuracy of time-integration methods for the radiation-diffusion equations , 2004 .

[49]  N. N. I︠A︡nenko The Method of Fractional Steps: The Solution of Problems of Mathematical Physics in Several Variables , 1971 .