A second-order correction method for loosely coupled discretizations applied to parabolic-parabolic interface problems

Abstract

We consider a parabolic-parabolic interface problem and construct a loosely coupled prediction-correction scheme based on the Robin-Robin splitting method analyzed in [J. Numer. Math., 31(1):59--77, 2023]. We show that the errors of the correction step converge at $\mathcal O((\Delta t)^2)$, under suitable convergence rate assumptions on the discrete time derivative of the prediction step, where $\Delta t$ stands for the time-step length. Numerical results are shown to support our analysis and the assumptions.