Suppose we have a numerical scheme
for some matrix
Often,
In Numerical Schemes as Approximations to Exp,
we want to find
Using Product of matrix exponentials:
and if
Inhomogeneous case
The above works for zero boundary conditions.
If that was not the case, we would have something like:
where
The exact solution for this is:
we can approximate this by:
Then for example use (integral) trapezoidal rule to find:
and then use the splitting.