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