Beyond the Runge-Kutta-Wentzel-Kramers-Brillouin method

Abstract: We explore higher-dimensional generalizations of the Runge-Kutta-Wentzel-Kramers-Brillouin method for integrating coupled systems of first-order ordinary differential equations with highly oscillatory solutions. Such methods could improve the performance and adaptability of the codes which are used to compute numerical solutions to the Einstein-Boltzmann equations. We test Magnus expansion-based methods on the Einstein-Boltzmann equations for a simple universe model dominated by photons with a small amount of cold dark matter. The Magnus expansion methods achieve an increase in run speed of about 50% compared to a standard Runge-Kutta integration method. A comparison of approximate solutions derived from the Magnus expansion and the Wentzel-Kramers-Brillouin (WKB) method implies the two are distinct mathematical approaches. Simple Magnus expansion solutions show inferior long range accuracy compared to WKB. However we also demonstrate how one can improve on the standard Magnus approach to obtain a new "Jordan-Magnus" method. This has a WKB-like performance on simple two-dimensional systems, although its higher-dimensional generalization remains elusive.