English

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.

Keywords

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}
}
R2 v1 2026-06-21T12:19:54.821Z