I thought that instead of the great number of precepts of which logic is composed,
I would have enough with the four following ones, provided that I made
a firm and unalterable resolution not to violate them even in a single instance.
The first rule was never to accept anything as true unless I recognized it to
be certainly and evidently such …. The second was to divide each of the difficulties
which I encountered into as many parts as possible, and as might be
required for an easier solution. (Descartes)
We survey splitting methods for the numerical integration of ordinary differential
equations (ODEs). Splitting methods arise when a vector field can be
split into a sum of two or more parts that are each simpler to integrate than
the original (in a sense to be made precise). One of the main applications of
splitting methods is in geometric integration, that is, the integration of vector
fields that possess a certain geometric property (e.g., being Hamiltonian, or
divergence-free, or possessing a symmetry or first integral) that one wants
to preserve. We first survey the classification of geometric properties of dynamical
systems, before considering the theory and applications of splitting
in each case. Once a splitting is constructed, the pieces are composed to form
the integrator; we discuss the theory of such ‘composition methods’ and summarize
the best currently known methods. Finally, we survey applications
from celestial mechanics, quantum mechanics, accelerator physics, molecular
dynamics, and fluid dynamics, and examples from dynamical systems, biology
and reaction–diffusion systems.