Commutator-free Lie group methods
Elena Celledoni, Arne Marthinsen and Brynjulf Owren
Abstract:
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 a new type of methods
which avoids the use of commutators, but which has a much lower number
of flow computations than the Crouch-Grossman methods.
We argue that the new methods may be particularly useful when applied to
problems on homogeneous manifolds with large isotropy groups, or when
used for stiff problems.
Numerical experiments verify these claims when applied to a problem on
the orthogonal Stiefel manifold, and to an example arising from the
semidiscretisation of a linear inhomogeneous heat conduction problem.
Submitted by Brynjulf.Owren@math.ntnu.no Thu, 23 May 2002
Email of author:
Elena.Celledoni@math.ntnu.no
Arne.Marthinsen@ogrey.no
Brynjulf.Owren@math.ntnu.no
URL of author:
http://www.math.ntnu.no/~elenac/
http://www.math.ntnu.no/~arnema/
http://www.math.ntnu.no/~bryn/
Download:
2002-006