Geodesic
Accumulation of global error in Lie group methods for linear ordinary differential equations
Electronic transactions on numerical analysis, Tome 37 (2010), pp. 252-262.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: In this paper we will investigate how the local errors accumulate to the global error in Lie group methods for linear ODEs. The concept of the local and global errors has to be redefined to fit in the framework of Lie groups and algebras. Formulas for tracking the global error are proposed and demonstrated on numerical examples.
Classification : 65L05
Keywords: ordinary differential equations, Lie group methods, global error, local error 
@article{ETNA_2010__37__a10,
     author = {Orel, Bojan},
     title = {Accumulation of global error in {Lie} group methods for linear ordinary differential equations},
     journal = {Electronic transactions on numerical analysis},
     pages = {252--262},
     publisher = {mathdoc},
     volume = {37},
     year = {2010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2010__37__a10/}
}
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Orel, Bojan. Accumulation of global error in Lie group methods for linear ordinary differential equations. Electronic transactions on numerical analysis, Tome 37 (2010), pp. 252-262. http://geodesic.mathdoc.fr/item/ETNA_2010__37__a10/