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An elementary approach to splittings of unbounded operators

Arieh Iserles, Karolina Kropielnicka

TL;DR

This paper develops an elementary, semigroup-based analysis of exponential splittings for unbounded operators $A$ and $B$ generating $e^{tA}$, $e^{tB}$, and $e^{t(A+B)}$. By applying the Duhamel principle, it derives explicit integral expressions for the errors of Lie--Trotter, Palindromic Lie--Trotter, and Strang splittings, establishing that LT is first-order, while PLT and Strang achieve second- and third-order accuracy, respectively. The authors then convert these expressions into tight operator-norm bounds using logarithmic norms, introducing $\omega = \mu[A]+\mu[B]-\mu[A+B]$ and bounding errors in terms of commutators $[A,B]$, $[A,[A,B]]$, and $[B,[A,B]]$, with simplifications when the generators have zero logarithmic norm. The results provide practical, implementable guidelines for choosing splittings in numerical simulations of evolution equations and demonstrate that an accessible, undergraduate-friendly approach can yield rigorous error guarantees for unbounded operators.

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 $[B, [A, B]]$.

An elementary approach to splittings of unbounded operators

TL;DR

This paper develops an elementary, semigroup-based analysis of exponential splittings for unbounded operators and generating , , and . By applying the Duhamel principle, it derives explicit integral expressions for the errors of Lie--Trotter, Palindromic Lie--Trotter, and Strang splittings, establishing that LT is first-order, while PLT and Strang achieve second- and third-order accuracy, respectively. The authors then convert these expressions into tight operator-norm bounds using logarithmic norms, introducing and bounding errors in terms of commutators , , and , with simplifications when the generators have zero logarithmic norm. The results provide practical, implementable guidelines for choosing splittings in numerical simulations of evolution equations and demonstrate that an accessible, undergraduate-friendly approach can yield rigorous error guarantees for unbounded operators.

Abstract

Using elementary means, we derive the three most popular splittings of and their error bounds in the case when and are (possibly unbounded) operators in a Hilbert space, generating strongly continuous semigroups, , and . The error of these splittings is bounded in terms of the norm of the commutators , and .
Paper Structure (10 sections, 3 theorems, 51 equations)

This paper contains 10 sections, 3 theorems, 51 equations.

Key Result

Theorem 2.1

The error of the Lie--Trotter splitting is

Theorems & Definitions (3)

  • Theorem 2.1
  • Theorem 2.2
  • Theorem 2.3