Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/iii/paper-80/6/b/solution

For the ordered matrix exponential product , differentiation gives
The matrix commutator here is . Put . Then and
Multiplying on the left by gives an exact product derivative. Integration from zero to , followed by multiplication by , proves the exponential product defect identity:
No commutation of and was assumed. The ordered product is the usual Lie-Trotter splitting; the PDF calls this product the Beam-Warming splitting. If , the commutator term vanishes and the product is exact. In general its small-step expansion has local error .

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