3 research outputs found
Convergence of the Magnus series
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 sufficient condition for convergence,
which improves on several earlier results.Comment: 11 pages; v2: added justification for conjecture, minor
clarifications and correction
On an asymptotic method for computing the modified energy for symplectic methods
We revisit an algorithm by Skeel et al. [5,16] for computing the modified, or shadow, energy associated with symplectic discretizations of Hamiltonian systems. We amend the algorithm to use Richardson extrapolation in order to obtain arbitrarily high order of accuracy. Error estimates show that the new method captures the exponentially small drift associated with such discretizations. Several numerical examples illustrate the theory