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Solving linear ordinary differential equations by exponentials of iterated commutators

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Summary

A sequence of transformations of a linear system of ordinary differential equations is investigated. It is shown that these transformations produce new systems which represent progressively smaller perturbations of the original set of equations.

The transformations are implemented as a basis of a numerical method. Order, stability and error control of this method are analyzed. Numerical examples demonstrate the potential of this approach.

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  1. King's College, University of Cambridge, CB 2 1ST, Cambridge, UK

    A. Iserles

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  1. A. Iserles
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Iserles, A. Solving linear ordinary differential equations by exponentials of iterated commutators. Numer. Math. 45, 183–199 (1984). https://doi.org/10.1007/BF01389464

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