Global error estimates for exponential splitting. (English) Zbl 0792.65067

Sheng, Qin

IMA J. Numer. Anal. 14, No. 1, 27-56 (1994).

The author investigates the global error of the principal exponential splitting formulae, i.e., first order splitting, Strang’s splitting and parallel splitting. It is shown that the global error estimates behave as polynomials in the splitting steps when the steps are small and decay exponentially when the splitting steps are chosen to be large. Three numerical examples are given to demonstrate author’s results.

Reviewer: K.Najzar (Praha)

MSC:

65M15

Error bounds for initial value and initial-boundary value problems involving PDEs

Keywords:

exponential splitting; first order splitting; Strang’s splitting; parallel splitting; global error estimates; numerical examples