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
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2003-004