The Peano-Baker series

By Michael Baake, U. Schlägel. 2010

62 citations recorded by the source corpus.

This note reviews the Peano-Baker series and its use to solve the general linear system of ODEs. The account is elementary and self-contained, and is meant as a pedagogic introduction to this approach, which is well known but usually treated as a folklore result or as a purely formal tool. Here, a simple convergence result is given, and two examples illustrate that the series can be used explicitly as well.

Subfields: Computational Theory and Mathematics, Numerical Analysis

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