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A MAGNUS EXPANSION FOR THE EQUATION Y'= AY - YB
作者姓名:Arieh  Iserles
作者单位:Department of Applied Mathematics and Theoretical Physics,University of Cambridge,Silver Street,Cambridge CB3 9EW,England
摘    要:1. IntroductionThis paper is concerned with the solution of the linear ordinaly fferelltial syStemwhere both A and B are Lipschitz fUnctions that map 0, co) illto Ma, the set Of m x m ~rices,and YO E M.. The equation (1.1) features in numerous applications and the approalmation Ofits solution is of interest. Moreover, solutions of this equation often display ilitewting geondry.For example, B = A results in the isoSPectral flowwhose inVariats are the eigenvalues of YO and which feature…


A MAGNUS EXPANSION FOR THE EQUATION Y'= AY - YB
Arieh Iserles.A MAGNUS EXPANSION FOR THE EQUATION Y''''= AY - YB[J].Journal of Computational Mathematics,2001(1).
Authors:Arieh Iserles
Abstract:
Keywords:Geometric integration  Magnus expansions  B aher- Campbell- Hausdorff  formula  
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