Volume 19, Issue 1
A Magnus Expansion for the Equation Y'= AY - YB

Arieh Iserles

J. Comp. Math., 19 (2001), pp. 15-26

Preview Full PDF BiBTex 293 657
  • Abstract

The subject matter of this paper is the representation of the solution of the linear differential equation Y = AY - YB, Y(0) = Yo, in the form y(t) = eO(t)Y0 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.

  • History

Published online: 2001-02

  • AMS Subject Headings

  • Cited by