Numerical Solution of Highly Oscillatory Differential Equations by Magnus Series Method

Abstract

In this study, the differential equation known as Lie-type equation where the solutions of the equation stay in the Lie-Group is considered. The solution of this equation can be represented as an infinite series whose terms consist of integrals and commutators, based on the Magnus Series. This expansion is used as a numerical geometrical integrator called Magnus Series Method, to solve this type of equations. This method which is also one of the Lie-Group methods, has slower error accumulation and more efficient computation results during the long time interval than classical numerical methods such as Runge-Kutta, since it preserves the qualitative features of the exact solutions. Several examples are considered including linear and nonlinear oscillatory problems to illustrate the efficiency of the method.