Convergence of a Low-Rank Strang Splitting for Stiff Matrix Differential Equations

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Authors: Carmen Scalone, Nicola Guglielmi
Cited by: 0

Abstract

We propose and analyze a second-order Strang splitting method for a class of stiff matrix differential equations with Sylvester-type structure. The method splits the dynamics into a stiff linear part, treated exactly via matrix exponentials, and a nonlinear part, integrated by a second-order dynamical low-rank (DLR) scheme. Our main contribution is a rigorous convergence proof showing that, under suitable assumptions, the overall scheme achieves second-order accuracy. Numerical experiments confirm the theoretical results and demonstrate the robustness and efficiency of the proposed method.

Fields of Study & Subjects

Numerical methods for differential equations Model Reduction and Neural Networks Matrix Theory and Algorithms

Publication details

Journal / source
arXiv (Cornell University)
Publication date
7 February 2026
Language
EN
Document type
Preprint