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Formal series and numerical integrators: some history and some new techniques
Año del Documento
Higher Education Press
Proceedings of the 8th International Congress on Industrial and Applied Mathematics (ICIAM 2015), Lei Guo and Zhi-Ming eds., Higher Education Press, Beijing, 2015, 311-331
This paper provides a brief history of B-series and the associated Butcher group and presents the new theory of word series and extended word series. B-series (Hairer and Wanner 1976) are formal series of functions parameterized by rooted trees. They greatly simplify the study of Runge-Kutta schemes and other numerical integrators. We examine the problems that led to the introduction of B-series and survey a number of more recent developments, including applications outside numerical mathematics. Word series (series of functions parameterized by words from an alphabet) provide in some cases a very convenient alternative to B-series. Associated with word series is a group G of coe cients with a composition rule simpler than the corresponding rule in the Butcher group. From a more mathematical point of view, integrators, like Runge-Kutta schemes, that are a ne equivariant are represented by elements of the Butcher group, integrators that are equivariant with respect to arbitrary changes of variables are represented by elements of the word group G.
Ministerio de Economía, Industria y Competitividad, proyectos MTM2013-46553-C3-2-P y MTM2013-46553-C3-1-P