Solving linear ordinary differential equations by exponentials of iterated commutators (Q1057037): Difference between revisions

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.