Anne Kværnø

Order reduction in splitting methods

DIFTA 2003-04-07

Abstract: Splitting methods can be applied to ordinary differential equations of the form

y' = A(y) + B(y)

where each term can be integrated seperately, and the numerical solution is obtained by composition. The order of these methods is usually given by the Baker-Campbell-Hausdorff formula. However, if the ODE is split into a stiff and a nonstiff part, the classical order analysis breaks down, and a severe reduction of the order is observed. This phenomenom will be analysed in this talk.