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延迟微分方程求解保结构算法magnus和指数算法

于 2022-12-14 发布 文件大小:2.56 kB
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应用背景延迟微分方程或者时滞微分方程的magnus展开求解,一种保结构算法。根据算法设计给出的一个算例。希望对大家有所帮助。关键技术这种算法的主要思想:通过一个李代数作用把李群上的微分方程转化为李代数上微分方程;然后对李代数微分方程求解;再通过拉回作用把李代数微分方程的数值解拉回到李群上,得到李群方程的数值解;这样能保证李群方程的数值解在流形上。而李代数微分方程的解析解可用Picard迭代形式表示,这就是Magnus展开。

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