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

Arieh Iserles

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

Published online: 2001-02

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  • 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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@Article{JCM-19-15, author = {Arieh Iserles}, title = {A Magnus Expansion for the Equation $Y'= AY - YB^*$}, journal = {Journal of Computational Mathematics}, year = {2001}, volume = {19}, number = {1}, pages = {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.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/8953.html} }
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 -

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.

Arieh Iserles. (2001). A Magnus Expansion for the Equation $Y'= AY - YB^*$. Journal of Computational Mathematics. 19 (1). 15-26. doi:
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