A second-order Magnus-type integrator for nonautonomous parabolic problems

摘要

We analyse stability and convergence properties of a second-order Magnus-type integrator for linear parabolic differential equations with time-dependent coefficients, working in an analytic framework of sectorial operators in Banach spaces. Under reasonable smoothness assumptions on the data and the exact solution, we prove a second-order convergence result without unnatural restrictions on the time stepsize. However, if the error is measured in the domain of the differential operator, an order reduction occurs, in general. A numerical example illustrates and confirms our theoretical results.