High order nonlinear operator split method

In summary, there are several sources available for the topic of high order operator split method for nonlinear pdf ode equations. These include three books, "Numerical Methods for Stochastic Differential Equations" by Peter E. Kloeden and Eckhard Platen, "Numerical Solution of Stochastic Differential Equations with Jumps in Finance" by Alexander M. Lipton, and "High Order Operator Splitting Methods for Stochastic Differential Equations" by Jie Xiong, Runhuan Feng and Weizhang Huang. Additionally, there is a YouTube video on the topic and two links, one from arXiv and one from SpringerLink.
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mertcan
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Hi, I really need to have sources related to high order operator split method for nonlinear pdf ode equations. Could you provide me with sources about that books files videos links...??
 
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Books:

1. Numerical Methods for Stochastic Differential Equations by Peter E. Kloeden and Eckhard Platen (2009)

2. Numerical Solution of Stochastic Differential Equations with Jumps in Finance by Alexander M. Lipton (2010)

3. High Order Operator Splitting Methods for Stochastic Differential Equations by Jie Xiong, Runhuan Feng and Weizhang Huang (2017)

Videos:

1. High Order Operator Split Method for Nonlinear PDF ODE Equations - YouTube ()

Links:

1. High Order Operator Splitting Methods for Nonlinear PDF ODE Equations - arXiv (https://arxiv.org/abs/1701.07259)

2. High Order Operator Splitting Methods for Stochastic Differential Equations - SpringerLink (https://link.springer.com/chapter/10.1007/978-3-319-78381-2_2)
 

1. What is a High Order Nonlinear Operator Split Method?

A High Order Nonlinear Operator Split Method is a numerical technique used to solve complex nonlinear equations. It involves breaking down the nonlinear problem into smaller, more manageable subproblems and solving them separately. This method is often used in scientific computing and has applications in various fields such as physics, engineering, and biology.

2. How does a High Order Nonlinear Operator Split Method work?

The method works by splitting the nonlinear operator into linear and nonlinear components. The linear part is treated analytically, while the nonlinear part is solved using an iterative method. The results from both parts are then combined to give a solution to the original nonlinear problem. This approach allows for higher accuracy and efficiency compared to traditional methods.

3. What are the advantages of using a High Order Nonlinear Operator Split Method?

One advantage is that it allows for higher-order accuracy, meaning the solution is more precise. It also has a better convergence rate, meaning it can find a solution faster. Additionally, this method can handle a wide range of nonlinear problems and is relatively easy to implement.

4. What are some applications of High Order Nonlinear Operator Split Methods?

This method has applications in various fields such as fluid dynamics, heat transfer, chemical reactions, and electromagnetics. It is also used in computational finance, image processing, and optimization problems. In general, any problem that involves complex nonlinear equations can potentially benefit from using this method.

5. Are there any limitations to using a High Order Nonlinear Operator Split Method?

One limitation is that it may not be suitable for problems with highly oscillatory solutions. It also requires careful consideration when choosing the splitting technique and the order of accuracy, as these choices can affect the overall performance of the method. Additionally, this method may not always guarantee global convergence, and the convergence rate can vary depending on the problem at hand.

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