English

Second-order exponential splittings in the presence of unbounded and time-dependent operators: construction and convergence

Numerical Analysis 2024-05-08 v3 Numerical Analysis

Abstract

For linear differential equations of the form u(t)=[A+B(t)]u(t)u'(t)=[A + B(t)] u(t), t0t\geq0, with a possibly unbounded operator AA, we construct and deduce error bounds for two families of second-order exponential splittings. The role of quadratures when integrating the twice-iterated Duhamel's formula is reformulated: we show that their choice defines the structure of the splitting. Furthermore, the reformulation allows us to consider quadratures based on the Birkhoff interpolation to obtain not only pure-stages splittings but also those containing derivatives of B(t)B(t) and commutators of AA and B(t)B(t). In this approach, the construction and error analysis of the splittings are carried out simultaneously. We discuss the accuracy of the members of the families. Numerical experiments are presented to complement the theoretical consideration.

Keywords

Cite

@article{arxiv.2310.01556,
  title  = {Second-order exponential splittings in the presence of unbounded and time-dependent operators: construction and convergence},
  author = {Karolina Kropielnicka and Juan Carlos del Valle},
  journal= {arXiv preprint arXiv:2310.01556},
  year   = {2024}
}

Comments

16 pages, 2 figures