Extrapolation in lie groups with approximated BCH-formula

Authors:
Jörg Wensch;Fernando Casas
Affiliations:
MLU Halle-Wittenberg, FB Mathematik u. Informatik, Institut für Numerische Mathematik, 06099 Hale, Germany;Department de Matemàtiques, Universitat Jaume I, 12071 Castellón, Spain
Venue:
Applied Numerical Mathematics
Year:
2002

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Abstract

We present an extrapolation algorithm for the integration of differential equations in Lie groups which is a suitable generalization of the well-known GBS-algorithm for ODEs. Sufficiently accurate approximations to the BCH-formula are required to reach a given order. We give such approximations with a minimized number of commutators.