Splitting methods for non-autonomous linear systems

被引：10
|
作者：
Blanes, Sergio
Casas, Fernando [1 ]
Murua, Ander
机构：
[1] Univ Politecn Valencia, Inst Matemat Multidiciplinar, E-46022 Valencia, Spain
[2] Univ Jaume 1, Dept Math, E-12071 Castellon de La Plana, Spain
[3] UPV, EHU, Informat Fac, Donostia San Sebastian, Spain
来源：
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 2007年 / 84卷 / 06期
关键词：
splitting methods; non-autonomous systems; Magnus expansion;
D O I：
10.1080/00207160701458567
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We present splitting methods for numerically solving a certain class of explicitly time-dependent linear differential equations. Starting from an efficient method for the autonomous case and making use of the formal solution obtained with the Magnus expansion, we show how to get the order conditions for the non-autonomous case. We also build a family of sixth-order integrators whose performance is clearly superior to previous splitting methods on several numerical examples.
引用
收藏
页码：713 / 727
页数：15
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