Operator splitting for non-autonomous evolution equations (Q630804): Difference between revisions

Under suitable assumptions, the solution of an autonomous initial value problem \[ u'(t) = (A + B)u(t) , \quad u(0) = u, \] where \(A, B\) generate the semigroups \(T(t), S(t)\) and the closure \(\overline{ A + B }\) is as well a semigroup generator, can be approximated by \[ \begin{aligned} u(t) &\approx \Big(S\Big({t \over n}\Big) T\Big({t \over n}\Big) \Big)^n u \qquad \text{(sequential splitting),} \\ u(t) &\approx \Big(T\Big( {t \over 2n}\Big)S\Big({t \over n}\Big) T\Big({t \over 2n}\Big) \Big)^n u \qquad \text{(Strang splitting),} \\ u(t) &\approx \Big( \theta S\Big({t \over n}\Big) T\Big({t \over n}\Big) + (1 - \theta) T\Big({t \over n}\Big) S\Big({t \over n}\Big) \Big)^n u \qquad \text{(weighted splitting),} \end{aligned} \] with \(0 < \theta < 1\) in the latter). The authors generalize these results to certain nonautonomous evolution equations \(u'(t) = (A(t) + B(t)) u(t)\).