|
On the analytic solution of the Cauchy problem
Author(s):
Xiang-dong
Hou
Journal:
Proc. Amer. Math. Soc.
137
(2009),
597-606.
MSC (2000):
Primary 34A25, 05A15
Posted:
August 22, 2008
Retrieve article in:
PDF
Abstract |
References |
Similar articles |
Additional information
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.
References:
-
- 1.
- F. Faà di Bruno, Note sur un nouvelle formule de calcul différentiel, Quarterly Journal of Pure and Applied Mathematics 1 (1857), 359-360.
- 2.
- G. M. Constantine and T. H. Savits, A multivariate Faà di Bruno formula with applications, Trans. Amer. Math. Soc. 348 (1996), 503-520. MR 1325915 (96g:05008)
- 3.
- A. D. D. Craik, Prehistory of Faá di Bruno's formula, Amer. Math. Monthly 112 (2005), 119-130. MR 2121322 (2006a:40001)
- 4.
- W. Gröbner, Die Lie-Reihen und ihre Anwendungen, Deutscher Verlag der Wissenschaften, Berlin, 1967. MR 0217392 (36:482)
- 5.
- O. M. Gvozdetskiĭand V. P. Igumnov, Representation of solutions of ordinary differential equations in the form of Lie series, Ukrainian Math. J. 38 (1986), 192-194 (English translation of Ukrain. Mat. Zh.). MR 841056 (87e:34011)
- 6.
- M. Hardy, Combinatorics of partial derivatives, Electron. J. Combin. 13 (2006), #R1. MR 2200529 (2007d:26007)
- 7.
- V. P. Igumnov, Representation of solutions of differential equations by modified Lie series, Differential Equations 20 (1984), 688-694 (English translation of Differentsial
nye Uravneniya). MR 751841 (86a:34016) - 8.
- A. Iserles and S. P. Nørsett, On the solution of linear differential equations in Lie groups, R. Soc. Lond. Philos. Trans. Ser. A Math. Phys. Eng. Sci. 357 (1999), 983-1019. MR 1694700 (2000d:34022)
- 9.
- N. Jacobson, Lectures in Abstract Algebra. Vol. I, Springer-Verlag, New York-Heidelberg, 1975, p. 19. MR 0392227 (52:13044)
- 10.
- W. P. Johnson, The curious history of Faà di Bruno's formula, Amer. Math. Monthly 109 (2002), 217-234. MR 1903577 (2003d:01019)
- 11.
- W. Magnus, On the exponential solution of differential equations for a linear operator, Comm. Pure Appl. Math. 7 (1954), 649-673. MR 0067873 (16:790a)
- 12.
- R. Most, Ueber die höheren differentialquotienten, Mathematische Annalen 4 (1871), 499-504.
- 13.
- I. Niven, Formal power series, Amer. Math. Monthly 76 (1969), 871-889. MR 0252386 (40:5606)
Similar Articles:
Retrieve articles in Proceedings of the American Mathematical Society
with MSC
(2000):
34A25, 05A15
Retrieve articles in all Journals with MSC
(2000):
34A25, 05A15
Additional Information:
Xiang-dong
Hou
Affiliation:
Department of Mathematics, University of South Florida, Tampa, Florida 33620
Email:
xhou@math.usf.edu
DOI:
10.1090/S0002-9939-08-09493-8
PII:
S 0002-9939(08)09493-8
Keywords:
Cauchy problem,
ODE,
Magnus expansion,
partial order,
combinatorics,
Bruno's formula
Received by editor(s):
April 13, 2007,
Received by editor(s) in revised form:
January 24, 2008
Posted:
August 22, 2008
Communicated by:
Jim Haglund
Copyright of article:
Copyright
2008,
American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.
|