Global extrapolation with a parallel splitting method

Abstract

Extrapolation with a parallel splitting method is discussed. The parallel splitting method reduces a multidimensional problem into independent one-dimensional problems and can improve the convergence order of space variables to an order as high as the regularity of the solution permits. Therefore, in order to match the convergence order of the space variables, a high order method should also be used for the time integration. Second and third order extrapolation methods are used to improve the time convergence and it was found that the higher order extrapolation method can produce a more accurate solution than the lower order extrapolation method, but the convergence order of high order extrapolation may be less than the actual order of the extrapolation. We also try to show a fact that has not been studied in the literature, i.e. when the extrapolation is used, it may decrease the convergence of the space variables. The higher the order of the extrapolation method, the more it decreases the convergence of the space variables. The global extrapolation method also improves the parallel degree of the parallel splitting method. Numerical tests in the paper are done in a domain of a unit circle and a unit square.