Skip Navigation skip menu and banner

An A Posteriori-A Priori Analysis of Multiscale Operator Splitting

Abstract. In this paper, we analyze a multiscale operator splitting method for solving systems of ordinary differential equations such as those that result upon space discretization of a reaction- diffusion equation. Our goal is to analyze and accurately estimate the error of the numerical solution, including the effects of any instabilities that can result from multiscale operator splitting. We present both an a priori error analysis and a new type of hybrid a priori - a posteriori error analysis for an operator splitting discontinuous Galerkin finite element method. Both analyses clearly distinguish between the effects of the operator splitting and the discretization of each component of the decomposed problem. The hybrid analysis has the form of a computable a posteriori leading order expression and a provably-higher order a priori expression. The hybrid analysis takes into account the fact that the adjoint problems for the original problem and a multiscale operator splitting discretization differ in significant ways. In particular, this provides the means to monitor global instabilities that can arise from operator splitting.

Keywords. a posteriori error analysis, adjoint problem, discontinuous Galerkin method, generalized Green's function, goal oriented error estimates, multiscale method, operator decomposition, operator splitting, reaction-diffusion equations, residual