Add StrangMarchuk second-order symmetric operator splitting #45
+106
−3
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Implements the classical Strang-Marchuk ABA splitting scheme which achieves second-order accuracy through symmetry. For two operators A and B, the scheme performs: - A(dt/2) -> B(dt) -> A(dt/2) This is an improvement over the first-order Lie-Trotter-Godunov scheme (A(dt) -> B(dt)) and is commonly used for semidiscrete exponential propagator (EP) problems. Closes SciML#10 References: * G. Strang, On the construction and comparison of difference schemes, SIAM Journal on Numerical Analysis, 5 (1968), pp. 506-517 * G. I. Marchuk, On the theory of the splitting-up method, in Numerical Solution of Partial Differential Equations-II, Academic Press, 1971, pp. 469-500 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <[email protected]>
Member
|
rebase |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Summary
Implements the classical Strang-Marchuk ABA splitting scheme as requested in #10. This is a second-order symmetric operator splitting algorithm that achieves higher accuracy than the first-order Lie-Trotter-Godunov scheme through symmetry.
For two operators A and B, the scheme performs:
Changes
StrangMarchukalgorithm struct insrc/solver.jlStrangMarchukCachecache structinit_cacheandadvance_solution_to!for the ABA schemeStrangMarchukfrom the main moduleStrangMarchukReferences
Closes #10
Test plan
Pkg.test()- 369 tests passcc @ChrisRackauckas
🤖 Generated with Claude Code