Extrapolated Magnus Methods |
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| Authors: | Bojan Orel |
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| Institution: | (1) Faculty of Computing Science and Informatics and Institute for Mathematics, Physics and Mechanics, University of Ljubljana, Tr a ka 25, 1000 Ljubljana, Slovenia |
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| Abstract: | This paper describes the use of extrapolation with Magnus methods for the solution of a system of linear differential equations. The idea is a generalization of extrapolation with symmetric methods for the numerical solution of ODEs, where each extrapolation step increases the order of the method by 2.This revised version was published online in October 2005 with corrections to the Cover Date. |
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| Keywords: | Geometric integration Lie groups Lie algebras extrapolation |
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