TY - JOUR
T1 - A Magnus Expansion for the Equation $Y'= AY - YB^*$
AU - Arieh Iserles
JO - Journal of Computational Mathematics
VL - 1
SP - 15
EP - 26
PY - 2001
DA - 2001/02
SN - 19
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/8953.html
KW - Geometric integration, Magnus expansions, Baker-Campbell-Hausdorff formula.
AB - <p style="text-align: justify;">The subject matter of this paper is the representation of the solution of the linear differential equation $Y&#39;= AY - YB, Y(0) = Y_0,$ 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.</p>