University of Cambridge Numerical Analysis Reports Improved High Order Integrators Based on Magnus Expansion Improved High Order Integrators Based on Magnus Expansion
نویسندگان
چکیده
We build high order eecient numerical integration methods for solving the linear diierential equation _ X = A(t)X based on Magnus expansion. These methods preserve qualitative geometric properties of the exact solution and involve the use of single integrals and fewer commutators than previously published schemes. Sixth-and eighth-order numerical algorithms with automatic step size control are constructed explicitly. The analysis is carried out by using the theory of free Lie algebras.
منابع مشابه
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