Ander Murua 2026-11-05
Ander Murua coauthored complex-coefficient operator splitting methods with Sergio Blanes and Fernando Casas. They analyze how composition coefficients influence order and error propagation. Positive real parts allow complex-time substeps to bypass an obstruction associated with negative real coefficients, particularly relevant to dissipative evolution equations.[ref]
Fernando Casas 2026-11-05
Fernando Casas studied operator splitting with Sergio Blanes and Ander Murua. Their work constructs higher-order compositions using complex coefficients with positive real parts. The approach addresses the negative-step obstruction of real-coefficient splittings, making high-order integration possible in settings where backward evolution, such as backward diffusion, is problematic.[ref]
Higher-order composition of a symmetric splitting Created 2026-09-28 Updated 2026-11-05
Let be a smooth symmetric second-order approximation to an autonomous flow, with all required positive and negative substeps defined. Its three-stage composition
is fourth order in the usual finite-dimensional setting. The identities and preserve elapsed time and cancel the cubic defect. Symmetry removes the next even power from the formal logarithm, leaving a fifth-order local defect.
Here : the middle stage runs backward. For finite matrix exponentials it exists, although it can amplify decaying modes. A backward substep of an unbounded diffusion generator need not define a bounded evolution at all. Thus these coefficients do not automatically give a usable fourth-order method for every heat equation discretization or continuum problem.[ref]
Operator splitting 2026-11-05
Operator splitting approximates evolution generated by a sum of operators through separate evolutions of its parts. For bounded matrices , one step of the Lie product approximation to is
Expanding both matrix exponentials gives . Thus noncommutativity creates the leading local error; if and commute, the step is exact.
The symmetric composition cancels the quadratic local error and has local error for bounded matrices. With suitable stability over a fixed time interval this gives second-order global accuracy. In a reaction-diffusion equation, separate reaction and diffusion substeps can each use a method suited to that process. For unbounded differential operators, boundary conditions and regularity require additional analysis rather than a formal transfer of the matrix calculation.[ref]
Sergio Blanes 2026-11-05
Sergio Blanes coauthored methods for splitting differential-equation evolution with Fernando Casas and Ander Murua. They studied complex composition coefficients with positive real parts, avoiding the backward real-time steps required by higher-order real splittings. This matters for parabolic partial differential equations, where a backward diffusion substep can be ill posed.[ref]
Strang splitting Created 2026-09-28 Updated 2026-11-05
For finite matrices , Strang splitting approximates the evolution by
It 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 gives
so 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.