Solving linear ordinary differential equations by exponentials of iterated commutators (Q1057037)

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scientific article; zbMATH DE number 3896213
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Solving linear ordinary differential equations by exponentials of iterated commutators
scientific article; zbMATH DE number 3896213

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    Solving linear ordinary differential equations by exponentials of iterated commutators (English)
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    1984
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    The author develops a numerical method to solve the linear system of ordinary differential equations with variable coefficients \(y'=A(t)y+b(t),y(t_ 0)=y_ 0\), by employing exponentials of certain iterated commutators. Two algorithms, of order 2 and order 6, for the numerical solution of this system are presented. Numerical examples are given to demonstrate the potential of the approach.
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    transformations
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    order
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    stability
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    error control
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    linear system
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    variable coefficients
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    iterated commutators
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    Numerical examples
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