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Let $A$ and $B$ be positive semidefinite matrices. The limit of the expression $Z_p:=(A^{p/2}B^pA^{p/2})^{1/p}$ as $p$ tends to $0$ is given by the well known Lie-Trotter-Kato formula. A similar formula holds for the limit of $G_p:=(A^p,#,B^p)^{2/p}$ as $p$ tends to $0$, where $X,#,Y$ is the geometric mean of $X$ and $Y$. In this paper we study the complementary limit of $Z_p$ and $G_p$ as $p$ tends to $infty$, with the ultimate goal of finding an explicit formula, which we call the anti Lie-Trotter formula. We show that the limit of $Z_p$ exists and find an explicit formula in a special case. The limit of $G_p$ is shown for $2times2$ matrices only.
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This article analyses the convergence of the Lie-Trotter splitting scheme for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefringent optical fibers. First, we prove that the strong order of the numerical approximation is 1/2 if the nonlinear term in the system is globally Lipschitz. Then, we show that the splitting scheme has convergence order 1/2 in probability and almost sure order 1/2- in the case of a cubic nonlinearity. We provide several numerical experiments illustrating the aforementioned results and the efficiency of the Lie-Trotter splitting scheme. Finally, we numerically investigate the possible blowup of solutions for some power-law nonlinearities.
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