On the analytic solution of the Cauchy problem

Hou, Xiang-dong

doi:10.1090/S0002-9939-08-09493-8

On the analytic solution of the Cauchy problem
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by Xiang-dong Hou PDF

Proc. Amer. Math. Soc. 137 (2009), 597-606 Request permission

Abstract:

Derivatives of a solution of an ODE Cauchy problem can be computed inductively using the Faà di Bruno formula. In this paper, we exhibit a noninductive formula for these derivatives. At the heart of this formula is a combinatorial problem, which is solved in this paper. We also give a more tractable form of the Magnus expansion for the solution of a homogeneous linear ODE.

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