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An almost symmetric Strang splitting scheme for the construction of high order composition methods

机译:一种几乎对称的strang分裂方案构造高阶   订单组合方法

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摘要

In this paper we consider splitting methods for nonlinear ordinarydifferential equations in which one of the (partial) flows that results fromthe splitting procedure can not be computed exactly. Instead, we insert awell-chosen state $y_{\star}$ into the corresponding nonlinearity $b(y)y$,which results in a linear term $b(y_{\star})y$ whose exact flow can bedetermined efficiently. Therefore, in the spirit of splitting methods, it isstill possible for the numerical simulation to satisfy certain properties ofthe exact flow. However, Strang splitting is no longer symmetric (even thoughit is still a second order method) and thus high order composition methods arenot easily attainable. We will show that an iterated Strang splitting schemecan be constructed which yields a method that is symmetric up to a given order.This method can then be used to attain high order composition schemes. We willillustrate our theoretical results, up to order six, by conducting numericalexperiments for a charged particle in an inhomogeneous electric field, apost-Newtonian computation in celestial mechanics, and a nonlinear populationmodel and show that the methods constructed yield superior efficiency ascompared to Strang splitting. For the first example we also perform acomparison with the standard fourth order Runge--Kutta methods and findsignificant gains in efficiency as well better conservation properties.
机译:在本文中,我们考虑了非线性常微分方程的分裂方法,在该方法中,无法精确计算由分裂过程产生的(部分)流之一。取而代之的是,我们将选择好的状态$ y _ {\ star} $插入相应的非线性$ b(y)y $,从而得到线性项$ b(y _ {\ star})y $,其精确流量可以有效地确定。因此,本着分裂方法的精神,数值模拟仍可能满足精确流量的某些特性。但是,斯特朗分裂不再是对称的(即使它仍然是二阶方法),因此不易获得高阶合成方法。我们将证明可以构造一个迭代的Strang分裂方案,该方案产生的对称方法可以达到给定阶数,然后可以用于获得高阶组成方案。我们将通过在不均匀电场中进行带电粒子的数值实验,天体力学中的牛顿后计算和非线性总体模型来举例说明理论结果,最多可达到六阶,并证明所构造的方法与Strang分裂相比具有更高的效率。对于第一个示例,我们还与标准的四阶Runge-Kutta方法进行了比较,发现效率显着提高以及更好的保护特性。

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