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Conditional finite-dimensional Lie and Strang splitting residual orders

Statement

For the optional splitting branch of the finite-dimensional coupled model, suppose a,b∈C3(U,Rd) define the additive autonomous ODE of Additive autonomous ODE partitions, their exact subflows use the Lie and Strang compositions of Lie and Strang compositions of exact split flows, and all exact and numerical paths lie with positive margin in a common compact convex tube on [0,T]. Initialize both schemes at the exact initial value y0=y(0). Under the remaining Lipschitz, regularity, and step-size hypotheses of Lie and Strang splitting have global orders one and two, with separate subflow errors, the exact Lie and Strang schemes have global errors O(h) and O(h2) respectively. Approximate subflows retain these orders only under the separate per-subflow error budgets and composition stability condition stated in that theorem. This corollary makes no claim for unbounded operators or general moving-domain PDEs.

Facts & Assumptions

Given: The finite-dimensional autonomous split ODE, exact subflows, exact initial data, and common-tube hypotheses in the Statement.

[F1]

Additive autonomous ODE partitions: the total field is the autonomous sum a+b on an open subset of Rd.

[F2]

Lie and Strang compositions of exact split flows: the Lie map is Φbh∘Φah and the Strang map is Φah/2∘Φbh∘Φah/2.

[F3]

Lie and Strang splitting have global orders one and two, with separate subflow errors: on a common compact convex tube with the theorem's regularity and step hypotheses, the exact maps have global orders one and two; approximate subflows preserve these orders only under its separate local error budgets and composed-map stability bound.

Proof

1.1givenF1F2F3

By [F1] and [F2], the optional split system and its stage maps are exactly the finite-dimensional additive ODE, Lie map, and Strang map covered by [F3]. The common-tube, regularity, and exact-initial-data assumptions of [F3] are explicit hypotheses here.

2.1F3step 1.1∎

Apply [F3] to these maps. Its exact-flow conclusion gives global errors O(h) for Lie and O(h2) for Strang. Its approximate-subflow conclusion requires the additional individual error budgets and one-step stability bound and keeps these contributions separate from the splitting defects. No unbounded-operator conclusion is imported.

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