New numerical integrators based on solvability and splitting

DOI10.1016/J.CAM.2006.01.050MaRDI QIDQ885931zbMATH OpenOpenAlexFDO

Authors Fernando Casas

Publication date 14 June 2007

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2006.01.050

zbMATH Keywords

algorithmLie group methodlinear matrix differential equationsplittingvolume preservation

Mathematics Subject Classification ID

Geometric methods in ordinary differential equations (34A26) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

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.

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Cites work

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Cited in

(4)

• Complexity theory for Lie-group solvers
• Some new problems in numerical integration
• Analysis of non-autonomous linear ODE systems in bifurcation problems via Lie group geometric numerical integrators
• New integrating methods for time-varying linear systems and Lie-group computations

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