Ander Murua

  1. Splitting methods with complex coefficients.

    Authors: Sergio Blanes, Fernando Casas, Ander Murua
    Subjects: Numerical Analysis
    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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