Per Christian Moan

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We present a new approach to the numerical solution of Sturm{Liouville eigenvalue problems based on Magnus expansions. Our algorithms are closely related to Pruess' methods Pre73], but provide for high order approximations at nearly the same cost as the second-order Pruess method. By using Newton iteration to solve for the eigenvalues, we are able to(More)
The Magnus series is an infinite series which arises in the study of linear ordinary differential equations. If the series converges, then the matrix exponential of the sum equals the fundamental solution of the differential equation. The question considered in this paper is: When does the series converge? The main result establishes a necessary condition(More)
UEA and Warwick, to Birkbeck for its hospitality, and to the ESRC for funding under its World Economy and Finance programme (RES-156-25-0022). Abstract We add exchange to a pillage economy based on that in Jordan (2006a). We fully characterise the core and stable sets in the Edgeworth box. Jordan's core extends naturally beyond this. For particular utility(More)
Cheap and easy to implement fourth-order methods for the Schrr odinger equation with time-dependent Hamiltonians are introduced. The methods require evaluations of exponentials of simple unidimensional inte-grals, and can be considered an averaging technique, preserving many of the qualitative properties of the exact solution. INTRODUCTION. In this work we(More)
We present new symmetric fourth and sixth-order symplectic Partitioned Runge{ Kutta and Runge{Kutta{Nystrr om methods. We studied compositions using several extra stages, optimising the eeciency. An eeective error, E f , is deened and an extensive search is carried out using the extra parameters. The new methods have smaller values of E f than other methods(More)
We present a new approach to the numerical solution of SturmmLiouville eigenvalue problems based on Magnus expansions. Our algorithms are closely related to Pruess' methods Pre73, but provide for high order approximations at nearly the same cost as the second-order Pruess method. By using Newton iteration to solve for the eigenvalues, we are able to present(More)
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