Based on the new explicit Magnusexpansion developed for nonlinear equations defined on a matrix Lie group, an efficient numerical method is proposed for nonlinear dynamical systems. To improve computational efficiency, the integration step size can be adaptively controlled. Validity and effectiveness of the method are shown by application to several nonlinear dynamical systems including the Duffing system, the van der Pol system with strong stiffness, and the nonlinear Hamiltonian pendulum system.