Splitting methods and the Baker-Campbell-Hausdorff formula (Guillaume Bertoli, University of Geneva, Switzerland)

23.04.2018 17:00 – 18:00

Splitting methods are numerical methods used to solve differential equations. The idea is to break down the main equation into smaller parts that can be solved more easily. In the linear case, we have access to the Baker-Campbell-Hausdorff (BCH) formula, that express the product of two exponentials as a new exponential, to compute the Taylor series of a splitting method. However, this formula is of no use in the non linear case. In this talk, I will start to explain splitting methods in the setting of linear ODE. Then I will explain how we can, from a non linear equation, find a linear reformulation to be able to use the BCH formula.

Lieu

Bâtiment: Centre Acacias

Room 17

entrée libre