延迟微分方程求解保结构算法magnus和指数算法我要分享

The delay differential equations for solving the s

matlab 算法 Magnus 结构 求解 微分方程 延迟 指数

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中文说明: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。


English Description:

Application backgroundThe delay differential equation or the Magnus expansion solution of delay differential equations, a kind of guaranteed structure algorithm. A numerical example based on the algorithm design is given.. I hope to help.Key TechnologyThe main idea of this algorithm: through a lie algebra of the Lie group of differential equation is transformed into a differential equation on a lie algebra; then Lie algebraic differential equations are solved; the pullback of the lie algebra of differential equations of the numerical solution to lie, obtain the numerical solutions of the equation on the Lie group. Guarantee the Lee Group equation numerical solution in the manifold. While the analytic solution of the differential equations of the lie algebra can be expressed by Picard iteration, this is the Magnus expansion..


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