Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 60 4 a Solution Created 2026-10-03 Updated 2026-10-14
Expand the three matrix exponentials and retain terms through degree two. Their product iswhich agrees with to that order. Keeping the cubic terms gives the more informative defectwhere is the commutator. For example, the coefficients of in the product are , instead of the exact . The cubic defect is generically nonzero. Therefore Strang splitting has order . The symmetry is consistent with this cancellation of the quadratic defect; for commuting the composition is exact rather than merely second order.
Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 341 3 c Solution Created 2026-09-29 Updated 2026-10-03
Split the generator as . One Strang splitting step isThe two potential half-steps are componentwise multiplications. The circulant matrix is diagonalized by the discrete Fourier transform; its eigenvalues areThus the middle step consists of a Fast Fourier transform, multiplication of Fourier coefficient by , and an inverse transform. Its cost is and every factor is unitary, so the implementation preserves the discrete norm exactly up to roundoff.
For the Strang splittingreversing reverses all three factors, soIt is therefore a time-symmetric numerical method. Multiplication of the three exponential series shows agreement with through degree two. Equivalently, the Baker--Campbell--Hausdorff formula gives an odd modified generatorfor a matrix made from nested commutators. Exponentiating givesfor a matrix depending on and .
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 341 5 b Solution Created 2026-09-28 Updated 2026-10-03
The centered spatial second difference has error . The symmetric compositionis Strang splitting, so its local splitting error is and its global time order is two. Because both semidiscrete subproblems are solved exactly, the total global error is
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 341 5 c Solution Created 2026-09-28 Updated 2026-10-03
The periodic centered-difference kinetic matrix is real symmetric, and the sampled real potential is a real diagonal matrix. Therefore and are skew-Hermitian, so each matrix exponential in the Strang splitting is a unitary matrix. Their product is unitary as well. Hence
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 341 7 Solution Created 2026-09-28 Updated 2026-10-14
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 Schrödinger 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.