Splitting Methods for Partial Differential Equations with Rough Solutions: Analysis and MATLAB Programs

Written for graduate-level students and researchers, this book presents numerical methods based on operator splitting for a class of nonlinear partial differential equations possessing solutions with limited regularity or even discontinuous solutions. The book describes robust and efficient numerical methods that also yield mathematical insight. Topics covered include operator splitting for initial-value problems, general convergence theory, error estimates for hyperbolic problems, and convergence results for convection-diffusion problems.