A new optimality property of Strang's splitting Articles uri icon

publication date

  • June 2023

start page

  • 1369

end page

  • 1385

issue

  • 3

volume

  • 61

International Standard Serial Number (ISSN)

  • 0036-1429

Electronic International Standard Serial Number (EISSN)

  • 1095-7170

abstract

  • For systems of the form ..., common in many applications, we analyze splitting integrators based on the (linear/nonlinear) split systems ... and , ... We show that the well-known Strang splitting is optimally stable in the sense that, when applied to a relevant model problem, it has a larger stability region than alternative integrators. This generalizes a well-known property of the common Störmer/Verlet/leapfrog algorithm, which of course arises from Strang splitting based on the (kinetic/potential) split systems ... and ...

subjects

  • Mathematics

keywords

  • strang; splitting integrators; hybrid monte carlo; numerical stability