Splitting and composition methods in the numerical integration of differential equations

zbMath1242.65276arXiv0812.0377MaRDI QIDQ2897821

Sergio Blanes, Fernando Casas, Ander Murua

Publication date: 16 July 2012

Full work available at URL: https://arxiv.org/abs/0812.0377

Mathematics Subject Classification ID

65L05: Numerical methods for initial value problems involving ordinary differential equations

65L07: Numerical investigation of stability of solutions to ordinary differential equations

65P10: Numerical methods for Hamiltonian systems including symplectic integrators

37M15: Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems

Related Items

The BCH-Formula and Order Conditions for Splitting Methods, Tuning Symplectic Integrators is Easy and Worthwhile, On symmetric-conjugate composition methods in the numerical integration of differential equations, The Girsanov Theorem Without (So Much) Stochastic Analysis, Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis, Computing quantum dynamics in the semiclassical regime, Compact schemes for laser-matter interaction in Schrödinger equation based on effective splittings of Magnus expansion, Optimal parameters for numerical solvers of PDEs, Symmetric-conjugate splitting methods for linear unitary problems, Explicit symplectic RKN methods for perturbed non-autonomous oscillators: splitting, extended and exponentially fitting methods, Arbitrarily high order convected scheme solution of the Vlasov-Poisson system, Novel phase-fitted symmetric splitting methods for chemical oscillators, Practical splitting methods for the adaptive integration of nonlinear evolution equations. I: Construction of optimized schemes and pairs of schemes, High-order Hamiltonian splitting for the Vlasov-Poisson equations, High order three part split symplectic integrators: Efficient techniques for the long time simulation of the disordered discrete nonlinear Schrödinger equation, Time exponential splitting integrator for the Klein-Gordon equation with free parameters in the Hagstrom-Warburton absorbing boundary conditions, Numerical stroboscopic averaging for ODEs and DAEs, A dissipation-preserving scheme for damped oscillatory Hamiltonian systems based on splitting, An asymptotic preserving scheme for the relativistic Vlasov-Maxwell equations in the classical limit, Near conserving energy numerical schemes for two-dimensional coupled seismic wave equations, Splitting methods in the numerical integration of non-autonomous dynamical systems, Dedicated symplectic integrators for rotation motions, Runge-Kutta-Nyström symplectic splitting methods of order 8, A 3D SPH-based entirely Lagrangian meshfree hydroelastic FSI solver for anisotropic composite structures, HMC: reducing the number of rejections by not using leapfrog and some results on the acceptance rate, Applying splitting methods with complex coefficients to the numerical integration of unitary problems, Compositions of pseudo-symmetric integrators with complex coefficients for the numerical integration of differential equations, A coupled incompressible SPH-Hamiltonian SPH solver for hydroelastic FSI corresponding to composite structures, High order integrators obtained by linear combinations of symmetric-conjugate compositions, Solving the wave equation with multifrequency oscillations, Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs, Computational efficiency of numerical integration methods for the tangent dynamics of many-body Hamiltonian systems in one and two spatial dimensions, Time exponential splitting technique for the Klein-Gordon equation with Hagstrom-Warburton high-order absorbing boundary conditions, Explicit adaptive symplectic integrators for solving Hamiltonian systems, Word combinatorics for stochastic differential equations: splitting integrators, High-order full discretization for anisotropic wave equations, On expansions for nonlinear systems error estimates and convergence issues, Combinations of nonstandard finite difference schemes and composition methods with complex time steps for population models, A Technique for Studying Strong and Weak Local Errors of Splitting Stochastic Integrators, Optimized high-order splitting methods for some classes of parabolic equations, Unnamed Item