$L$-derivative of an approximate solution to $\Phi â=\mathbf {A}(t)\Phi$: series and product formulae for left corrections
Authors:
Igor Najfeld and William Lakin
Journal:
Quart. Appl. Math. 61 (2003), 537-564
MSC:
Primary 34A45; Secondary 34A30, 45D05
DOI:
https://doi.org/10.1090/qam/1999836
MathSciNet review:
MR1999836
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Abstract: Given an initial approximation ${\Phi _0}$ to the fundamental matrix of solutions for $\Phi â = \textrm {A}\left ( t \right )\Phi$, it is shown that a left correction, $\Gamma {\Phi _0}$, is locally more accurate than a right correction, ${\Phi _0}\Gamma$. For each relative error function considered, there is a left correction $\Gamma$ and the associated differential equation. The common feature is the same integrable part whose forcing function is the difference between L-derivatives of the exact and the initial solution.
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H. F. Baker, Alternants and continuous groups, Proc. London Math. Soc. (2nd Series) 3, 24-47 (1904)
O. Bottema and B. Roth, Theoretical Kinematics, Dover Publ., 1990
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R. P. Feynman, An operator calculus having applications in quantum electrodynamics, Physical Review, 84, 108-128 (1951)
R. A. Frazer, W. J. Duncan, and A. R. Collar, Elementary Matrices and Some Applications to Dynamics and Differential Equations, The Macmillan Co., N.Y., 1946
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P. D. Lax, Linear Algebra, Wiley-Interscience, 1997
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R. K. Miller, Nonlinear Volterra Integral Equations, W. A. Benjamin, Inc. Menlo Park, California, 1971
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I. Najfeld and T. F. Havel, Derivatives of the matrix exponential and their computation, Adv. Appl. Math., 16, 321-375, (1995)
F. W. J. Olver, Asymptotics and Special Functions, Acad. Press, New York, 1974
G. Peano, Intégration par séries des équations différentielles linéaires, Math. Ann. 32, 450-456 (1888)
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R. M. Wilcox, Exponential operators and parameter differentiation in quantum physics, J. Math. Phys. 8, 962-982 (1967)
R. M. Wilcox, Bounds for Approximate Solutions to the Operator Differential Equation $\dot {y}\left ( t \right ) = \\ M\left ( t \right ) Y\left ( t \right )$; Applications to Magnus expansion and to $\ddot u + \left [ {1 + f\left ( t \right )} \right ] u = 0$, J. Math. Anal. and Appl. 39, 92-111 (1972)
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