Quadrature methods based on the Cayley transform

DOI10.1016/S0168-9274(01)00087-3MaRDI QIDQ5954985zbMATH OpenFDO

Authors Arne Marthinsen, Brynjulf Owren

Publication date 7 February 2002

Published in Applied Numerical Mathematics (Search for Journal in Brave)

zbMATH Keywords

numerical integrationnumerical experimentsgeometric integrationCayley transformordinary differential equations on manifoldsquadratic Lie groupslinear matrix differential equationPadé approximantsMagnus series methods

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Ordinary differential equations and systems on manifolds (34C40)

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Cites work

• scientific article; zbMATH DE number 707263 (Why is no real title available?)
• scientific article; zbMATH DE number 802623 (Why is no real title available?)
• Approximating the exponential from a Lie algebra to a Lie group
• Conserving algorithms for the dynamics of Hamiltonian systems on Lie groups
• High order Runge-Kutta methods on manifolds
• Integration methods based on canonical coordinates of the second kind
• Methods for the approximation of the matrix exponential in a Lie-algebraic setting
• On the construction of geometric integrators in the RKMK class
• On the exponential solution of differential equations for a linear operator
• On the implementation of the method of Magnus series for linear differential equations
• On the solution of linear differential equations in Lie groups
• One step semi-explicit methods based on the Cayley transform for solving isospectral flows
• The Cayley transform in the numerical solution of unitary differential systems
• Time symmetry and high-order Magnus methods
• Volume-preserving algorithms for source-free dynamical systems

Cited in

(11)

• DiffMan: An object-oriented MATLAB toolbox for solving differential equations on manifolds
• Study of iterative methods through the Cayley quadratic test
• Geometric integration of non-autonomous linear Hamiltonian problems
• New numerical integrators based on solvability and splitting
• Topics in structure-preserving discretization
• A Family of Augmented Duffy Transformations for Near-Singularity Cancellation Quadrature
• scientific article; zbMATH DE number 1984322 (Why is no real title available?)
• Applications of the Cayley approach in the numerical solution of matrix differential systems on quadratic groups
• Geometric integration on Lie groups using the Cayley transform with focus on lattice QCD
• Lie group methods for rigid body dynamics and time integration on manifolds
• A generalization of the continuous Euler transformation and its application to numerical quadrature.

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