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Splitting Methods for Non-autonomous Hamiltonian Equations

✍ Scribed by S. Blanes; P.C. Moan

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
180 KB
Volume
170
Category
Article
ISSN
0021-9991

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✦ Synopsis

We present an algorithm for numerically integrating non-autonomous Hamiltonian differential equations. Special attention is paid to the separable case and, in particular, a new fourth-order splitting method is presented which in a certain measure is optimal. In combination with a new way of handling non-autonomous problems, the schemes we present are based on Magnus expansions and they show very promising results when applied to Hamiltonian ODEs and PDEs.

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