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

Carmen Scalone; Nicola Guglielmi

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arXiv · 2602.07437

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

Carmen Scalone·Nicola Guglielmi

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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.

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Carmen Scalone, Nicola Guglielmi. 2026-02-07. Convergence of a Low-Rank Strang Splitting for Stiff Matrix Differential Equations. https://arxiv.org/abs/2602.07437

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