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Accumulation of global error in Lie group methods for linear ordinary differential equations. (English) Zbl 1206.65180

Summary: We 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.

MSC:

65L05 Numerical methods for initial value problems involving ordinary differential equations
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