Blanes Zamora, Sergio; Casas, Fernando; Mechthild Thalhammer(Oxford University Press, 2018)
[EN] The main objective of this work is to provide a stability and error analysis of high-order commutator-free quasi-Magnus (CFQM) exponential integrators. These time integration methods for nonautonomous linear evolution ...
We consider Magnus integrators to solve linear-quadratic N-player differential games.
These problems require to solve, backward in time, non-autonomous matrix Riccati
differential equations which are coupled with the ...
The analysis of heat conduction through a solid with heat generation leads to a linear matrix differential equation with separated boundary conditions. We present a symmetric second order exponential integrator for the ...
We consider time-averaging methods based on the Magnus series expansion jointly with exponential integrators for the numerical integration of general linear non-homogeneous differential equations. The schemes can be ...