On the existence of positive coefficients for operator splitting schemes of order higher than two


Sergio Blanes and Fernando Casas



Abstract:
In this paper we consider numerical integration methods applied to differential equations which are separable in solvable parts. These methods are compositions of flows associated with each part of the system. We propose an elementary proof of the necessary existence of negative coefficients if the schemes are of order, or effective order, $p \ge 3$ and provide additional information about the distribution of these negative coefficients. It is shown that if the methods involve flows associated with more general terms this result does not necessary apply and in some cases it is possible to build higher order schemes with positive coefficients.
Submitted by sblanes@mat.uji.es on 17/05/2003 17:12:19

Email of author:
sblanes@mat.uji.es

URL of author:
http://www3.uji.es/~sblanes
http://www.mat.uji.es/miembros/casas

Download:
PDF-format Postscript-format Compressed-Postscript-format
2003-004