For finite matrices , Strang splitting approximates the evolution byIt advances the dynamics for a half step, the dynamics for a full step, and the dynamics for a half step. Expanding the three matrix exponentials givesso the one-step local truncation error is . Bounded propagation on a fixed time interval gives global error . The identity expresses time symmetry. Commuting matrices make the product exact.[ref]
The finite-matrix assumptions are relevant when the method is applied after a spatial semidiscretization. Error constants can depend on the spatial mesh through commutators. A fixed-matrix second-order argument alone does not prove an error estimate uniform over increasingly fine spatial grids.
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