Abstract. Differential equations of the formẋ = X = A + B are considered, where the vector fields A and B can be integrated exactly, enabling numerical integration of X by composition of the flows of A and B. Various symmetric compositions are investigated for order, complexity, and reversibility. Free Lie algebra theory gives simple formulae for the number of determining equations for a method to have a particular order. A new, more accurate way of applying the methods thus obtained to compositions of an arbitrary first-order integrator is described and tested. The determining equations are explored, and new methods up to 100 times more accurate (at constant work) than those previously known are given.
Composition methods.Composition methods are particularly useful for numerically integrating differential equations when the equations have some special structure which it is advantageous to preserve. They tend to have larger local truncation errors than standard (Runge-Kutta, multistep) methods [4,5], but this defect can be more than compensated for by their superior conservation properties.Capital letters such as X will denote vector fields on some space with coordinates x, with flows exp(tX), i.e.,ẋ = X(x) ⇒ x(t) = exp(tX)(x(0)). The vector field X is given and is to be integrated numerically with fixed time step t. Composition methods apply when one can writein such a way that exp(tA), exp(tB) can both be calculated explicitly. Then the most elementary such method is the map (essentially the "Lie-Trotter" formulaThe advantage of composing exact solutions in this way is that many geometric properties of the true flow exp(tX) are preserved: group properties in particular. If X, A, and B are Hamiltonian vector fields then both exp(tX) and the map ϕ 1991 Mathematics Subject Classification. 65L05, 70-08, 58D07, 17B66.