General Mathematics

Quadrature Approximation to the Magnus Exponent for Numerical Solution of Non-Autonomous Coupled Linear Differential Equations

Authors: Kenneth C. Johnson
Comments: 17 Pages.

The Magnus-exponent method of solving non-autonomous (variable-coefficient) coupled linear differential equations is reviewed. A 6th-order, 3-commutator approximation to the Magnus exponent is derived using centered Legendre moments of the coefficient matrix, with the moment integrals evaluated via 3-point Gauss-Legendre quadrature.
Category: General Mathematics