New numerical integrators based on solvability and splitting (Q885931)

A new family of integration schemes for the linear matrix differential equation \(Y'(t) = A(t) Y(t)\), \(Y(0) = I\), is presented. It is based on representing the approximate solutions as a product of upper and lower triangular matrices. These triangular matrices are expressed in terms of multivariate integrals. A brief theoretical analysis of the algorithm is given. In particular it turns out that the approximations evolve in SL\((n)\) if the trace of the coefficient matrix \(A(t)\) vanishes. Thus it is possible to interpret the method as a new type of volume-preserving algorithm. Moreover the author discusses suitable ways to choose the numerical integration rules for the above mentioned multivariate integrals.