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On the Construction of Geometric Integrators in the RKMK Class

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Abstract

We consider the construction of geometric integrators in the class of RKMK methods. Any differential equation in the form of an infinitesimal generator on a homogeneous space is shown to be locally equivalent to a differential equation on the Lie algebra corresponding to the Lie group acting on the homogeneous space. This way we obtain a distinction between the coordinate-free phrasing of the differential equation and the local coordinates used. In this paper we study methods based on arbitrary local coordinates on the Lie group manifold. By choosing the coordinates to be canonical coordinates of the first kind we obtain the original method of Munthe-Kaas [16]. Methods similar to the RKMK method are developed based on the different coordinatizations of the Lie group manifold, given by the Cayley transform, diagonal Padé approximants of the exponential map, canonical coordinates of the second kind, etc. Some numerical experiments are also given.

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Engø, K. On the Construction of Geometric Integrators in the RKMK Class. BIT Numerical Mathematics 40, 41–61 (2000). https://doi.org/10.1023/A:1022362117414

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