Splitting methods in the numerical integration of non-autonomous dynamical systems

被引:9
作者
Blanes, Sergio [2 ]
Casas, Fernando [1 ]
Murua, Ander [3 ]
机构
[1] Inst Matemat & Aplicac Castello, Dept Matemat, Castellon de La Plana 12071, Spain
[2] Univ Politecn Valencia, Inst Matemat Multidisciplinar, E-46071 Valencia, Spain
[3] EHU UPV, Informat Fak, Donostia San Sebastian, Spain
关键词
Splitting methods; Time-dependent problems; Geometric integrators;
D O I
10.1007/s13398-011-0024-8
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We present a procedure leading to efficient splitting schemes for the time integration of explicitly time dependent partitioned linear differential equations arising when certain partial differential equations are previously discretized in space. In the first stage we analyze the order conditions of the corresponding autonomous problem and construct new 6th-order methods. In the second stage, by following a procedure previously designed by the authors, we generalize the methods to the time dependent case in such a way that no order reduction is present. The resulting schemes compare favorably with other integrators previously available.
引用
收藏
页码:49 / 66
页数:18
相关论文
共 23 条
  • [1] [Anonymous], ARXIV10011549
  • [2] [Anonymous], B SOC ESP MATH APL
  • [3] Improved high order integrators based on the Magnus expansion
    Blanes, S
    Casas, F
    Ros, J
    [J]. BIT NUMERICAL MATHEMATICS, 2000, 40 (03) : 434 - 450
  • [4] Splitting methods for non-autonomous separable dynamical systems
    Blanes, S.
    Casas, F.
    [J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2006, 39 (19): : 5405 - 5423
  • [5] Practical symplectic partitioned Runge-Kutta and Runge-Kutta-Nystrom methods
    Blanes, S
    Moan, PC
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2002, 142 (02) : 313 - 330
  • [6] The Magnus expansion and some of its applications
    Blanes, S.
    Casas, F.
    Oteo, J. A.
    Ros, J.
    [J]. PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS, 2009, 470 (5-6): : 151 - 238
  • [7] On the linear stability of splitting methods
    Blanes, Sergio
    Casas, Fernando
    Murua, Ander
    [J]. FOUNDATIONS OF COMPUTATIONAL MATHEMATICS, 2008, 8 (03) : 357 - 393
  • [8] Symplectic splitting operator methods for the time-dependent Schrodinger equation
    Blanes, Sergio
    Casas, Fernando
    Murua, Ander
    [J]. JOURNAL OF CHEMICAL PHYSICS, 2006, 124 (23)
  • [9] Splitting methods for non-autonomous linear systems
    Blanes, Sergio
    Casas, Fernando
    Murua, Ander
    [J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2007, 84 (06) : 713 - 727
  • [10] Splitting and composition methods for explicit time dependence in separable dynamical systems
    Blanes, Sergio
    Diele, Fasma
    Marangi, Carmela
    Ragni, Stefania
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2010, 235 (03) : 646 - 659