Strang splitting is a numerical method of solving ordinary differential equations (ODEs). It is named after Gilbert Strang. The essential idea is that a complex ODE can be decomposed into multiple simpler ODEs. Each ODE can be advanced independently, and then the total change would be the sum of all individual changes. To demonstrate this idea, suppose we have an equation of the form
where , are differential operators. Suppose further that had we dropped either of the differential operators on the right hand side we would be left with equations that were much simpler to solve.
If we start from...
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