Splitting methods with complex coefficients

Details Splitting methods with complex coefficients Splitting methods with complex coefficients

2010-01-10

arxiv.org/abs/1001.1549v1

Mathematics

Numerical Analysis

14 pages, 2 figures

Scientific paper

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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