BIT 0006-3835/00/4003-0434 $15.00 2000, Vol. 40, No. 3, pp. 434–450 c Swets & Zeitlinger IMPROVED HIGH ORDER INTEGRATORS BASED ON THE MAGNUS EXPANSION ∗† S. BLANES1,2,F.CASAS2,andJ.ROS3 1Department of Applied Mathematics and Theoretical Physics, University of Cambridge Cambridge CB3 9EW, England. email:
[email protected] 2Departament de Matem`atiques, Universitat Jaume I, 12071-Castell´on, Spain. email:
[email protected] 3Departament de F´ısica Te`orica and IFIC, Universitat de Val`encia, 46100-Burjassot, Valencia, Spain. email:
[email protected] Abstract. We build high order efficient numerical integration methods for solving the linear differential equation X˙ = A(t)X based on the Magnus expansion. These methods preserve qualitative geometric properties of the exact solution and involve the use of single integrals and fewer commutators than previously published schemes. Sixth- and eighth-order numerical algorithms with automatic step size control are constructed explicitly. The analysis is carried out by using the theory of free Lie algebras. AMS subject classification: 65L05, 65L70, 65D30. Key words: Linear differential equations, initial value problems, numerical methods, free Lie algebra, Magnus expansion. 1 Introduction. The aim of this paper is to construct efficient numerical integration algorithms for solving the initial value problem defined by the linear differential equation dX (1.1) = A(t)X, X(t )=I. dt 0 Here A(t) stands for a sufficiently smooth matrix or linear operator to ensure the existence of solution. As is well known, (1.1) governs the evolution of a great variety of physical systems.