Geometry of Numerical Complex Time Integration
Numerical Analysis
2009-03-10 v1
Abstract
We are studying Runge-Kutta methods along complex paths of integration from a geometric point of view. Thereby we derive special complex time grids, which applied to the problem of integrating a linear autonomous system of ordinary differential equations, can be used to achieve a classical superconvergence effect. The approach is also adapted for arbitrary ODEs. Furthermore we draw a connection from our geometric reasoning to the class of composition methods with complex coefficients. Thereby, our main goal is to introduce a new point of view on these methods.
Cite
@article{arxiv.0903.1585,
title = {Geometry of Numerical Complex Time Integration},
author = {Thorsten Orendt and Jürgen Richter-Gebert and Michael Schmid},
journal= {arXiv preprint arXiv:0903.1585},
year = {2009}
}