Trotter expansions say:$$ e^{A+B} = \lim_{P\to\infty} \big(e^{A/2P} e^{B/P} e^{A/2P} \big)^P. $$With $P = 2$, it becomes (with high accuracy)$$ e^{A/4} e^{B/2} e^{A/2} e^{B/2} e^{A/4}. $$Let's say I want to solve$\frac{dy}{dt} = Cy$, where $C = A + B$. $C$ can be time dependent. How can I solve this equation by splitting $C$ into $A$ and $B$, before using any ode solving scheme. Will it yield a gain in performance by doing so, like in matrix exponential?Background information: https://www.quora.com/What-is-the-significance-of-the-Trotter-product-formula-in-physics
Trotter expansions in ode solver?
numerical analysis;ode;computational physics;operator splitting