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Composition Methods for Dynamical Systems Separable into Three Parts

Fernando Casas and Alejandro Escorihuela-Tomàs
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Fernando Casas: Institut de Matemàtiques i Aplicacions de Castelló (IMAC) and Departament de Matemàtiques, Universitat Jaume I, 12071-Castellón, Spain
Alejandro Escorihuela-Tomàs: Institut de Matemàtiques i Aplicacions de Castelló (IMAC) and Departament de Matemàtiques, Universitat Jaume I, 12071-Castellón, Spain

Mathematics, 2020, vol. 8, issue 4, 1-18

Abstract: New families of fourth-order composition methods for the numerical integration of initial value problems defined by ordinary differential equations are proposed. They are designed when the problem can be separated into three parts in such a way that each part is explicitly solvable. The methods are obtained by applying different optimization criteria and preserve geometric properties of the continuous problem by construction. Different numerical examples exhibit their improved performance with respect to previous splitting methods in the literature.

Keywords: composition methods; splitting methods; systems separable into three parts; geometric numerical integrators (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2020
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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