An integral formulation for the global error of Lie Trotter splitting scheme

Abstract

An ordinary differential equation (ODE) can be split into simpler sub equationsand each of the sub equations is solved subsequently by a numerical method.Such a procedure involves splitting error and numerical error caused by thetime stepping methods applied to sub equations. The aim of the paper isto present an integral formula for the global error expansion of a splittingprocedure combined with any numerical ODE solver.