Title
Splitting methods for non-autonomous linear systems
Abstract
We present splitting methods for numerically solving a certain class of explicitly time-dependent linear differential equations. Starting from an efficient method for the autonomous case and making use of the formal solution obtained with the Magnus expansion, we show how to get the order conditions for the non-autonomous case. We also build a family of sixth-order integrators whose performance is clearly superior to previous splitting methods on several numerical examples.
Year
DOI
Venue
2007
10.1080/00207160701458567
Int. J. Comput. Math.
Keywords
Field
DocType
non-autonomous linear system,magnus expansion,efficient method,certain class,previous splitting method,present splitting method,formal solution,order condition,splitting methods,non-autonomous systems,numerical example,autonomous case,non-autonomous case,linear differential equation,linear system
Mathematical optimization,Linear system,Mathematical analysis,Magnus expansion,Linear differential equation,Integrator,Mathematics
Journal
Volume
Issue
ISSN
84
6
0020-7160
Citations 
PageRank 
References 
5
1.12
2
Authors
3
Name
Order
Citations
PageRank
Sergio Blanes15210.17
Fernando Casas27418.30
A. Murua311025.21