Copyright © 2011 Jürgen Geiser. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Iterative splitting methods have a huge amount to compute matrix exponential. Here, the
acceleration and recovering of higher-order schemes can be achieved. From a theoretical point of
view, iterative splitting methods are at least alternating Picards fix-point iteration schemes.
For practical applications, it is important to compute very fast matrix exponentials. In this
paper, we concentrate on developing fast algorithms to solve the iterative splitting scheme.
First, we reformulate the iterative splitting scheme into an integral notation of matrix exponential.
In this notation, we consider fast approximation schemes to the integral formulations,
also known as -functions. Second, the error analysis is explained and applied to the integral
formulations. The novelty is to compute cheaply the decoupled exp-matrices and apply only
cheap matrix-vector multiplications for the higher-order terms. In general, we discuss an elegant way of embedding recently survey on methods for computing
matrix exponential with respect to iterative splitting schemes.
We present numerical benchmark examples, that compared standard splitting schemes
with the higher-order iterative schemes. A real-life application in contaminant transport as a
two phase model is discussed and the fast computations of the operator splitting method is