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On the analytic solution of the Cauchy problem. (English) Zbl 1168.34004

Summary: Derivatives of a solution of an ODE Cauchy problem can be computed inductively using the Faà di Bruno formula. In this paper, we exhibit a noninductive formula for these derivatives. At the heart of this formula is a combinatorial problem, which is solved in this paper. We also give a more tractable form of the Magnus expansion for the solution of a homogeneous linear ODE.

MSC:

34A12 Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations
34A25 Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc.
05A15 Exact enumeration problems, generating functions
Full Text: DOI

References:

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