User:PY4x3g/Splitting Methods for Differential Equations

Operator Splitting methods for Differential Equations Splitting methods ca be applied to ordinary differential equations as well to partial differential equations. In the general case splitting methods give an approximation to the solution. The splitting methods are only exact in the case of commuting operators.

There are two well-know splitting methods, the Lie-Splitting (also called Godunov-Splitting) and the Strang-Splitting. The first one is of order One and the second of order Two.