Geometry of Numerical Complex Time Integration

Authors Thorsten Orendt, Jürgen Richter-Gebert, Michael Schmid

Publication date 9 March 2009

General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Abstract: We are studying Runge-Kutta methods along complex paths of integration from a geometric point of view. Thereby we derive special complex time grids, which applied to the problem of integrating a linear autonomous system of ordinary differential equations, can be used to achieve a classical superconvergence effect. The approach is also adapted for arbitrary ODEs. Furthermore we draw a connection from our geometric reasoning to the class of composition methods with complex coefficients. Thereby, our main goal is to introduce a new point of view on these methods.

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