Extrapolation methods in Lie groups

J Wensch - Numerische Mathematik, 2001 - Springer
J Wensch
Numerische Mathematik, 2001Springer
The numerical solution of differential equations on Lie groups by extrapolation methods is
investigated. The main principles of extrapolation for ordinary differential equations are
extended on the general case of differential equations in noncommutative Lie groups. An
asymptotic expansion of the global error is given. A symmetric method is given and
quadratic asymptotic expansion of the global error is proved. The theoretical results are
verified by numerical experiments.
Summary
The numerical solution of differential equations on Lie groups by extrapolation methods is investigated. The main principles of extrapolation for ordinary differential equations are extended on the general case of differential equations in noncommutative Lie groups. An asymptotic expansion of the global error is given. A symmetric method is given and quadratic asymptotic expansion of the global error is proved. The theoretical results are verified by numerical experiments.
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