High order optimized geometric integrators for linear differential equations

被引:55
作者
Blanes, S
Casas, F
Ros, J
机构
[1] Univ Cambridge, Dept Appl Math & Theoret Phys, Cambridge CB3 9EW, England
[2] Univ Jaume 1, Dept Matemat, Castellon de La Plana 12071, Spain
[3] Univ Valencia, Dept Fis Teor, E-46100 Valencia, Spain
[4] Univ Valencia, IFIC, E-46100 Valencia, Spain
关键词
geometric integrators; linear differential equations; initial value problems; Lie groups;
D O I
10.1023/A:1021942823832
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper new integration algorithms based on the Magnus expansion for linear differential equations up to eighth order are obtained. These methods are optimal with respect to the number of commutators required. Starting from Magnus series, integration schemes based on the Cayley transform and the Fer factorization are also built in terms of univariate integrals. The structure of the exact solution is retained while the computational cost is reduce compare to similar methods. Their relative performance is tested on some illustrative examples.
引用
收藏
页码:262 / 284
页数:23
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