Splitting methods with complex coefficients

DOI10.1007/BF03322541MaRDI QIDQ2897854zbMATH OpenFDO

Authors Sergio Blanes, Fernando Casas, Ander Murua

Publication date 16 July 2012

Published in Boletín de la Sociedad Española de Matemática Aplicada. S\(\vec{\text{e}}\)MA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.1549

Mathematics Subject Classification ID

Numerical solutions to abstract evolution equations (65J08) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Abstract: Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part. In this work we review the composition technique used to construct methods of this class, propose new sixth-order integrators and analyze their main features on a pair of numerical examples, in particular how the errors are propagated along the evolution.

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Cited in

(14)

• Passivity-preserving splitting methods for rigid body systems
• On the necessity of negative coefficients for operator splitting schemes of order higher than two
• Applying splitting methods with complex coefficients to the numerical integration of unitary problems
• High order integrators obtained by linear combinations of symmetric-conjugate compositions
• A comparison of fourth-order operator splitting methods for cardiac simulations
• Non-existence of generalized splitting methods with positive coefficients of order higher than four
• Optimized high-order splitting methods for some classes of parabolic equations
• Splitting via Interpolants
• On symmetric-conjugate composition methods in the numerical integration of differential equations
• Symmetric-conjugate splitting methods for evolution equations of parabolic type
• Splitting techniques for DAEs with port-Hamiltonian applications
• Commutator-based operator splitting for linear port-Hamiltonian systems
• An asymptotic preserving scheme for the defocusing Davey-Stewartson II equation in the semiclassical limit
• Error estimation for numerical approximations of ODEs via composition techniques. II: BDF methods

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