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Many n umerical algorithms involve computations in Lie algebras, like composition and splitting methods, methods involving the Baker-Campbell-Hausdorr formula and the recently developed Lie group methods for integration of diierential equations on manifolds. This paper is concerned with complexity and optimization of such computations in the general case… (More)

- B. OWREN
- 1995

We consider numerical integration methods for diierentiable manifolds as proposed by Crouch and Grossman. The diierential system is phrased by means of a system of frame vector elds E1; : : : ; En on the manifold. The numerical approximation is obtained by composing ows of certain vector elds in the linear span of E1; : : : ; En that are tangent to the… (More)

RKMK methods and Crouch-Grossman methods are two classes of Lie group methods. The former is using flows and commutators of a Lie algebra of vector fields as a part of the method definition. The latter uses only compositions of flows of such vector fields, but the number of flows which needs to be computed is much higher than in the RKMK methods. We present… (More)

Using the notion of integrating factors, Lawson developed a class of numerical methods for solving stiff systems of ordinary differential equations. However, the performance of these " Generalized Runge–Kutta processes " was demonstrably poorer when compared to the ETD schemes of Certaine and Nørsett, recently rediscovered by Cox and Matthews. The deficit… (More)

We present a new class of integration methods for diierential equations on manifolds, in the framework of Lie group actions. Canonical coordinates of the second kind is used for representing the Lie group locally by means of its corresponding Lie algebra. The coordinate map itself can, in many cases, be computed inexpensively, but the approach also involves… (More)

Continuous Explicit Runge-Kutta methods with the minimal number of stages are considered. These methods are continuously diierentiable if and only if one of the stages is the FSAL evaluation. A characterization of a subclass of these methods is developed for order 3,4 and 5. It is shown how the free parameters of these methods can be used either to minimize… (More)

We show that while Runge-Kutta methods cannot preserve polynomial invariants in general , they can preserve polynomials that are the energy invariant of canonical Hamiltonian systems. All Runge-Kutta (RK) methods preserve arbitrary linear invariants [12], and some (the symplectic) RK methods preserve arbitrary quadratic invariants [4]. However, no RK method… (More)

There are several applications in which one needs to integrate a system of ODEs whose solution is an n × p matrix with orthonormal columns. In recent papers algorithms of arithmetic complexity order n× p 2 have been proposed. The class of Lie group integrators may seem like a worth while alternative for this class of problems, but it has not been clear how… (More)

- Paul Muir, Brynjulf Owren
- 1993

The mono-implicit Runge-Kutta (MIRK) schemes, a subset of the family of implicit Runge-Kutta (IRK) schemes, were originally proposed for the numerical solution of initial value ODE's more than fteen years ago. During the last decade, there has been considerable investigation of the use of these schemes in the numerical solution of boundary value ODE… (More)