A Magnus Expansion for the Equation $Y'= AY - YB^*$

A Magnus Expansion for the Equation $Y'= AY - YB^*$

Year:    2001

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 1 : pp. 15–26

Abstract

The subject matter of this paper is the representation of the solution of the linear differential equation $Y'= AY - YB, Y(0) = Y_0,$ in the form $Y(t) = e^{Ω(t)}Y_0$ and the representation of the function n as a generalization of the classical Magnus expansion. An immediate application is a new recursive algorithm for the derivation of the Baker-Campbell-Hausdorff formula and its symmetric generalisation.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2001-JCM-8953

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 1 : pp. 15–26

Published online:    2001-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    12

Keywords:    Geometric integration Magnus expansions Baker-Campbell-Hausdorff formula.