Extrapolation in Lie groups with approximated BCH-formula (Q1612476)
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English | Extrapolation in Lie groups with approximated BCH-formula |
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Extrapolation in Lie groups with approximated BCH-formula (English)
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22 August 2002
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This paper investigates extrapolation methods for the integration of differential equations in Lie groups. It presents a generalization of the well-known Gragg-Bulirsch-Stoer algorithm. The complete extrapolation step is discussed, where approximations to the Baker-Campbell-Hausdorff (BCH) formula are used. Sufficiently accurate approximations to the BCH formula with a minimized number of commutators are derived. Numerical experiments are given.
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geometric integration
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Baker-Campbell-Hausdorff formula
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numerical experiments
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extrapolation methods
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Lie groups
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Gragg-Bulirsch-Stoer algorithm
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