General Mathematics

Quadrature Approximation to the Magnus Exponent for Numerical Solution of Non-Autonomous Coupled Linear Differential Equations

Authors: Kenneth C. Johnson
Comments: 14 Pages. Added link to MATLAB code implementation.

The Magnus-exponent method of solving non-autonomous (variable-coefficient) coupled linear differential equations is reviewed, and three quadrature approximation formulas are derived with residual errors proportional to the 3rd, 5th, and 7th power of the integration interval size.
Category: General Mathematics