On symmetric-conjugate composition methods in the numerical integration of differential equations

Abstract

We analyze composition methods with complex coefficients exhibiting the so-called “symmetry-conjugate” pattern in their distribution. In particular, we study their behavior with respect to preservation of qualitative properties when projected on the real axis and we compare them with the usual left-right palindromic compositions. New schemes within this family up to order 8 are proposed and their efficiency is tested on several examples. Our analysis shows that higherorder schemes are more efficient even when time step sizes are relatively large. AMS numbers: 65L05, 65P10, 37M15