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A New Optimality Property of Strang's Splitting

Numerical Analysis 2023-02-16 v3 Numerical Analysis

Abstract

For systems of the form q˙=M1p\dot q = M^{-1} p, p˙=Aq+f(q)\dot p = -Aq+f(q), common in many applications, we analyze splitting integrators based on the (linear/nonlinear) split systems q˙=M1p\dot q = M^{-1} p, p˙=Aq\dot p = -Aq and q˙=0\dot q = 0, p˙=f(q)\dot p = f(q). We show that the well-known Strang splitting is optimally stable in the sense that, when applied to a relevant model problem, it has a larger stability region than alternative integrators. This generalizes a well-known property of the common St\"{o}rmer/Verlet/leapfrog algorithm, which of course arises from Strang splitting based on the (kinetic/potential) split systems q˙=M1p\dot q = M^{-1} p, p˙=0\dot p = 0 and q˙=0\dot q = 0, p˙=Aq+f(q)\dot p = -Aq+f(q).

Keywords

Cite

@article{arxiv.2210.07048,
  title  = {A New Optimality Property of Strang's Splitting},
  author = {Fernando Casas and Jesús María Sanz-Serna and Luke Shaw},
  journal= {arXiv preprint arXiv:2210.07048},
  year   = {2023}
}

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