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arXiv 0812.0377math.NAcs.NA
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微分方程数值积分中的分裂与组合方法

Splitting and composition methods in the numerical integration of differential equations

Konputazio Zientziak eta A.A. saila, Informatika Fakultatea, EHU/UPV(巴斯克大学/上纳瓦尔理工大学计算机学院计算科学与应用艺术系)

Sergio Blanes, Fernando Casas, Ander Murua

AI总结:

本文全面综述了用于常微分方程数值积分的分裂与组合方法,重点分析其显式性、易实现性、结构保持特性及后向误差解释,并通过数值实例展示主要特征。

摘要:

我们全面综述了用于常微分方程(ODE)数值积分的分裂与组合方法。当与ODE相关的向量场可以分解为若干部分且每一部分都可积时,分裂方法是一种合适的选择。这类积分器是显式的,易于实现,并保持系统的结构特性。因此,它们在几何数值积分中特别有用。此外,通过分裂方案获得的数值解可以看作是一个扰动ODE系统的精确解,该扰动系统具有与原系统相同的几何性质。这种后向误差解释对数值解的定性行为以及误差随时间传播有直接影响。与分裂积分器密切相关的是组合方法。我们分析了方法达到给定阶数所需的阶条件,并总结了文献中可找到的不同方案族。最后,我们通过几个来自应用的数值例子说明了分裂与组合方法的主要特征。

英文摘要:

We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE can be decomposed into several pieces and each of them is integrable. This class of integrators are explicit, simple to implement and preserve structural properties of the system. In consequence, they are specially useful in geometric numerical integration. In addition, the numerical solution obtained by splitting schemes can be seen as the exact solution to a perturbed system of ODEs possessing the same geometric properties as the original system. This backward error interpretation has direct implications for the qualitative behavior of the numerical solution as well as for the error propagation along time. Closely connected with splitting integrators are composition methods. We analyze the order conditions required by a method to achieve a given order and summarize the different families of schemes one can find in the literature. Finally, we illustrate the main features of splitting and composition methods on several numerical examples arising from applications.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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