The three substeps have total length . Their leading cubic defects add, so cancellation requiresTaking the real cube root and solving givesThis is the coefficient in the higher-order composition of a symmetric splitting; the middle substep is negative.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 341 7 Solution 2026-09-28
Suppose a semidiscrete linear PDE is . Direct evaluation of may be expensive, while and can be cheap, parallelizable, or exactly structure-preserving. Splitting is especially effective when and represent different spatial directions, kinetic and potential energy, diffusion and reaction, or linear and nonlinear pieces.
The Lie-Trotter splitting commutator error follows from multiplying the exponential series:It therefore has local error and global order one. Reversing the factors changes the sign of the leading commutator. The symmetric average in composition form is Strang splitting,whose symmetry removes even powers from the modified generator. Its local error is , involving nested commutators such as and , and its global order is two.
For multidimensional diffusion, directional splitting replaces one large elliptic solve by successive one-dimensional tridiagonal solves; alternating-direction implicit methods are standard examples. For the Schrodinger equation, take and . The kinetic subflow is diagonal in Fourier space, the potential subflow is pointwise multiplication, and Strang splitting is both second order and exactly norm-preserving.
A symmetric method has even global order. If its leading modified-flow defect is , a symmetric composition raises the order when and , together with the required higher commutator conditions. In particular, the higher-order composition of a symmetric splittingis fourth order because and . Its negative middle step is harmless for reversible unitary problems but can be ill-posed or strongly unstable for parabolic semigroups. Higher-order parabolic splittings therefore use more specialized complex coefficients, commutator corrections, or extrapolation.