Numerical integration methods for the double-bracket flow
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摘要
In this paper new methods up to order four based on the Magnus expansion are proposed for the numerical integration of the double-bracket equation. The Magnus series is constructed term-by-term by means of recurrences and a bound on the convergence domain is also provided. The new integrators preserve the most salient qualitative features of the flow and are computationally more efficient than other standard Lie-group solvers, such as the Runge–Kutta–Munthe-Kaas class of algorithms.
论文关键词:65L05,65L70,Double-bracket equation,Magnus expansion,Lie-group solvers,Numerical integrators
论文评审过程:Received 18 November 2002, Revised 23 July 2003, Available online 27 November 2003.
论文官网地址:https://doi.org/10.1016/j.cam.2003.08.046