An integral formulation for the global error of Lie Trotter splitting scheme

Abstract

An ordinary differential equation (ODE) can be split into simpler sub equations and each of the sub equations is solved subsequently by a numerical method. Such a procedure involves splitting error and numerical error caused by the time stepping methods applied to sub equations. The aim of the paper is to present an integral formula for the global error expansion of a splitting procedure combined with any numerical ODE solver.

Keywords

• Error Formula
• Splitting methods
• Ordinary Differential Equations
• Numerical Approximation.