Cost efficient Lie group integrators in the RKMK class (Q1425204)

The paper presents the implementation of a systematic procedure in order to obtain new versions of Lie group integrators in the Runge-Kutta-Munthe-Kaas (RKMK) class, with significant reduction in the number of commutators per stage compared to what is presentely known. The process consists of the application of a linear transformation to the stages of the method and the analysis of a graded free Lie algebra to reduce the number of commutators involved. One considers RKMK integration methods up to order seven. The first section contains an introduction concerning the integration schemes of {H. Munthe-Kaas} [Appl. Numer. Math. 29, 115--127 (1999; Zbl 0934.65077)]. Section two presents a case study using fourth-order RKMK methods. The treatment of this case exhibits the main ideas, but involves little of the machinery of Butcher series and graded free Lie algebras needed to treat the full general case. A final general algorithm requiring the minimum of commutators is also constructed. In section three one extends and generalizes the approach of \textit{H. Munthe-Kaas} and \textit{B. Owren} [Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 357, 957--981 (1999; Zbl 0956.65056)] by using Butcher's order theory to obtain a suitable basis for the graded free Lie algebra associated with the stages of an \(S\)-stage \(p\)th-order explicit RKMK method. One presents an analysis stage by stage and some examples of high order methods like 5th-order, 6th-order and 7th-order. The fourth section contains an approach for further minimizing the number of commutators. As an illustration of the present procedure, one considers Verner's method of order 6 [cf. \textit{E. Hairer, S. P. Nørsett}, and \textit{G. Wanner}, Solving ordinary differential equations. I: Nonstiff problems. 2. ref. ed. (1993; Zbl 0789.65048); p. 181] and one minimizes the number of commutators in the corresponding RKMK scheme giving also the final algorithm. There are briefly described the results obtained for 5th-order, 6th-order and 7th-order schemes and summarized in a table. The concluding remarks are presented in the last section. Thus the numbers given for the new methods are not in all cases proved to be optimal, but they represent a substantial reduction compared to what can be found in the literature. One also should keep in mind that in some cases, the savings obtained by reducing the number of commutators could be insignificant compared to the cost of calculating exponentials.