Numerical procedures based on Runge-Kutta methods for solving isospectral flows (Q1375437)

The authors study the numerical integration of an initial value problem for special systems of ordinary differential equations known as Lax systems, \(L'=[B(L),L]\), \(L(0)=L_0\), where the solution matrix \(L(t)\) is symmetric and preserves its eigenvalues for each \(t\geq 0\). They improve on known methods for the numerical solution of the above problems in terms of computational cost and accuracy of the computed solution at internal Gauss points. The reported method is particularly useful when the solution is required to be accurate over the whole interval of calculations. Numerical examples illustrating the effectiveness of the method are presented.