Abstract
An extrapolated Peaceman–Rachford–Strang splitting method is designed and examined in application to semi-discretized parabolic partial differential equations. A multi-product expansion method is implemented to improve the order of accuracy beyond second order in time. The numerical analysis of the high-order splitting method is further validated and illustrated through numerical experiments of linear and nonlinear partial differential equations.
Acknowledgements
The authors would like to acknowledge the referees for the helpful suggestions, for which greatly improved the clarity and readability of this paper.