On the solution of linear differential equations in Lie groups
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The paper is concerned with initial value problems for linear first-order ordinary differential equations in Lie groups, with particular emphasis put on matrix Lie groups. According to \textit{W. Magnus} [Commun. Pure Appl. Math. 7, 649-673 (1954; Zbl 0056.34102)], the solution can be written as exponential of a (matrix-)function which in turn can be expanded into a series involving integrals and commutators of the coefficient matrix function. In the present paper, the terms in this series are indexed by a rooted binary tree, so that by graph theoretical methods, the convergence of the Magnus series can be proved, and a numerical method arises by truncating the series. The large number of integrals to be computed (by quadrature) and of commutators to be evaluated can be significantly reduced by exploiting the special structure of the problem. The method is illustrated by some numerical examples.
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