Convergence of a Low-Rank Strang Splitting for Stiff Matrix Differential Equations
Numerical Analysis
2026-02-10 v1 Numerical Analysis
Abstract
We propose and analyze a second-order Strang splitting method for a class of stiff matrix differential equations with Sylvester-type structure. The method splits the dynamics into a stiff linear part, treated exactly via matrix exponentials, and a nonlinear part, integrated by a second-order dynamical low-rank (DLR) scheme. Our main contribution is a rigorous convergence proof showing that, under suitable assumptions, the overall scheme achieves second-order accuracy. Numerical experiments confirm the theoretical results and demonstrate the robustness and efficiency of the proposed method.
Keywords
Cite
@article{arxiv.2602.07437,
title = {Convergence of a Low-Rank Strang Splitting for Stiff Matrix Differential Equations},
author = {Carmen Scalone and Nicola Guglielmi},
journal= {arXiv preprint arXiv:2602.07437},
year = {2026}
}