Boletín SEMA, No 50 (2010)

Tamaño de la letra:  Pequeña  Mediana  Grande

SPLITTING METHODS WITH COMPLEX COEFFICIENTS

S. Blanes, F. Casas, A. Murua

Resumen


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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