Volume 37, pp. 252-262, 2010.

Accumulation of global error in Lie group methods for linear ordinary differential equations

Bojan Orel

Abstract

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.

Full Text (PDF) [171 KB]

Key words

ordinary differential equations, Lie group methods, global error, local error

AMS subject classifications

65L05

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