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An elementary approach to splittings of unbounded operators (2401.06635v1)

Published 12 Jan 2024 in math.FA, cs.NA, and math.NA

Abstract: Using elementary means, we derive the three most popular splittings of $e{(A+B)}$ and their error bounds in the case when $A$ and $B$ are (possibly unbounded) operators in a Hilbert space, generating strongly continuous semigroups, $e{tA}$, $e{tB}$ and $e{t(A+B)}$. The error of these splittings is bounded in terms of the norm of the commutators $[A, B]$, $[A, [A, B]]$ and $[B, [A, B]]$.

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Summary

  • The paper presents an elementary derivation of error bounds for exponential splitting methods applied to unbounded operators in Hilbert spaces.
  • The paper introduces rigorous error expressions for Lie–Trotter, palindromic Lie–Trotter, and Strang splittings, revealing first- to third-order accuracies.
  • The approach leverages logarithmic norms to ensure precise error analysis, offering practical insights for simulating PDEs and quantum mechanical systems.

An Elementary Approach to Splittings of Unbounded Operators

This paper by Arieh Iserles and Karolina Kropielnicka provides a detailed and rigorous exploration of exponential operator splittings applicable to unbounded operators in Hilbert spaces. The paper specifically focuses on deriving error bounds for the Lie–Trotter, palindromic Lie–Trotter, and Strang splittings, pertinent in solving linear differential equations with potential applications in partial differential equations and quantum mechanics.

Core Contributions

  1. Operator Splittings: The paper investigates the efficacy and error characteristics of popular operator splitting methods—Lie–Trotter, palindromic Lie–Trotter, and Strang. These are pivotal in numerically solving evolutionary differential equations by reducing complex problems into simpler sub-problems. The key operators in these contexts are AA and BB, which are assumed to generate strongly continuous semigroups.
  2. Error Expressions: Sophisticated error expressions are derived without resorting to higher-tiered functional analysis or semigroup theory, maintaining elementary derivations throughout. These expressions provide insight into the approximation accuracy of each splitting method.
  3. Rigorous Error Bound Analysis: The authors utilize logarithmic norms to establish refined error bounds, crucially maintaining validity even when the operators are unbounded. This circumvents traditional challenges in Taylor expansion, which is not feasible in the context of unbounded operators.

Significant Findings

  • The Lie–Trotter splitting exhibits an error bound expressed as O(t2)\mathcal{O}(t^2) when [A,B][A, B] is bounded. This indicates a first-order approximation, emphasizing how Lie–Trotter is beneficial in scenarios involving moderate time steps.
  • The Palindromic Lie–Trotter splitting achieves a second-order convergence, as reflected by its error of O(t3)\mathcal{O}(t^3), making it more precise for specific applications compared to the basic Lie–Trotter method. The symmetric nature of this splitting presents computational advantages in certain systems.
  • The Strang splitting operates with superior precision through a third-order error term O(t3)\mathcal{O}(t^3). This makes it a prime candidate for systems that demand high accuracy, especially in quantum mechanics where error accumulation is critical.

Theoretical and Practical Implications

The research contributes significantly to the theoretical understanding of operator splittings involving unbounded operators. Practically, the presented analysis can be employed in the accurate numerical simulation of quantum systems, wave propagation problems, and other applications involving partial differential equations. The derivations are notably elementary, providing an accessible framework that can be leveraged within broader computational mathematics contexts.

Future Directions

Future research could expand on these methods to include operators that are not only unbounded but also time-dependent. Furthermore, while the analysis focuses on linear operators, extending these techniques to nonlinear scenarios could further enhance their applicability across various scientific domains.

In summary, this paper offers a comprehensive paper of unbounded operator splittings through an elementary lens, delivering practical error bounds and highlighting the potential of classical methodologies within modern computational paradigms.