Is Strang Splitting Second-Order Accurate for Time-Dependent Operators?

O(h^3)\end{align*}Since the error is \(O(h^3)\), we can conclude that Strang splitting has second-order accuracy in time, as desired. In summary, to show that Strang splitting has second-order accuracy in time, we need to Taylor expand the exact and approximate solutions and compare their error, which is found to be \(O(h^3)\).
  • #1
Dustinsfl
2,281
5
How do I show Strang splitting has second order accuracy?

For the the following equation
\[
u_t = (L + M)u,
\]
where \(L\) and \(M\) are linear time-dependent operators, I am trying to show that the Strang splitting scheme
\[
u_{n + 1} = e^{LH / 2}e^{MH}e^{LH / 2}u_n
\]
has second-order accuracy in time (here \(h\) is the time step).

I am not sure how to do that though.
 
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  • #2
To prove that Strang splitting has second-order accuracy in time, we need to show that the error of the scheme is \(O(h^2)\) as \(h \rightarrow 0\). We can do this by Taylor expanding the exact solution \(u\) and the approximate solution \(u_{n+1}\) about the point \(nh\).

For the exact solution, we have:
\begin{align*}
u(t_{n+1}) &= u(nh + h) \\
&= u(nh) + hu'(nh) + \frac{h^2}{2}u''(nh) + O(h^3)
\end{align*}

For the approximate solution, we have:
\begin{align*}
u_{n+1} &= e^{LH/2}e^{MH}e^{LH/2}u_n \\
&= u_n + \frac{h^2}{4}[(L + M)^2 + (L + M)(LH/2) + (LH/2)(L + M)]u_n + O(h^3)
\end{align*}

Comparing the two expressions for the exact and approximate solutions, we can see that the error between them is:
\begin{align
 

FAQ: Is Strang Splitting Second-Order Accurate for Time-Dependent Operators?

What is Strang splitting accuracy?

Strang splitting accuracy is a numerical method used in solving partial differential equations (PDEs). It is specifically designed for stiff PDEs, which are equations that have rapidly changing solutions over time.

Why is Strang splitting accuracy important?

Strang splitting accuracy is important because it allows for efficient and accurate solutions to stiff PDEs. It is particularly useful in scientific computing and simulations, where solving complex PDEs is necessary.

How does Strang splitting accuracy work?

Strang splitting accuracy works by splitting the original PDE into two or more simpler PDEs, which can then be solved separately. The solutions from each simplified PDE are then combined to approximate the solution to the original PDE. This approach is more accurate and efficient than attempting to solve the original PDE directly.

What are the limitations of Strang splitting accuracy?

One limitation of Strang splitting accuracy is that it can only be applied to PDEs that can be split into simpler equations. Additionally, it may not be the most efficient method for non-stiff PDEs, as other numerical methods may be more suitable in those cases.

How can the accuracy of Strang splitting be improved?

The accuracy of Strang splitting can be improved by increasing the number of substeps in the splitting process, or by using higher order time integration schemes. Additionally, selecting appropriate splitting methods for specific types of PDEs can also improve accuracy.

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