Methods for the approximation of the matrix exponential in a Lie-algebraic setting

DOI10.1093/IMANUM/21.2.463MaRDI QIDQ2725335zbMATH OpenOpenAlexFDO

Authors Elena Celledoni, Arieh Iserles

Publication date 12 July 2001

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9904122

zbMATH Keywords

approximation of the matrix exponentialisospectral flowLie algebraLie groupmatrix differential equationtime symmetric approximation

Mathematics Subject Classification ID

Lie algebras of Lie groups (22E60) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Abstract: Discretization methods for ordinary differential equations based on the use of matrix exponentials have been known for decades. This set of ideas has come off age and acquired greater urgency recently, within the context of geometric integration and discretization methods on manifolds based on the use of Lie-group actions. In the present paper we study the approximation of the matrix exponential in a particular context: given a Lie group $G$ and its Lie algebra $g$, we seek approximants $F(tB)$ of $exp(tB)$ such that $F(tB)inG$ if $Bing$. Having fixed a basis of the Lie algebra, we write $F(tB)$ as a composition of exponentials of the basis elements pre-multiplied by suitable scalar functions.

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