Related papers: Backward error analysis and the substitution law f…
Butcher series appear when Runge-Kutta methods for ordinary differential equations are expanded in power series of the step size parameter. Each term in a Butcher series consists of a weighted elementary differential, and the set of all…
Lie-Butcher (LB) series are formal power series expressed in terms of trees and forests. On the geometric side LB-series generalizes classical B-series from Euclidean spaces to Lie groups and homogeneous manifolds. On the algebraic side,…
The Butcher theory provides a powerful tool for analyzing order conditions of Runge-Kutta schemes for ordinary differential equations (ODEs); however, such a theory has not yet been well established for backward stochastic differential…
The Butcher group is a powerful tool to analyse integration methods for ordinary differential equations, in particular Runge--Kutta methods. Recently, a natural Lie group structure has been constructed for this group. Unfortunately, the…
The Butcher group is a powerful tool to analyse integration methods for ordinary differential equations, in particular Runge--Kutta methods. In the present paper, we complement the algebraic treatment of the Butcher group with a natural…
We propose a novel way to study numerical methods for ordinary differential equations in one dimension via the notion of multi-indice. The main idea is to replace rooted trees in Butcher's B-series by multi-indices. The latter were…
Pre-Lie (or Vinberg) algebras arise from flat and torsion-free connections on differential manifolds. They have been studied extensively in recent years, both from algebraic operadic points of view and through numerous applications in…
The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…
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…
Backward simulation is an approximate inference technique for Bayesian belief networks. It differs from existing simulation methods in that it starts simulation from the known evidence and works backward (i.e., contrary to the direction of…
We demonstrate via several examples how the backward error viewpoint can be used in the analysis of solutions obtained by perturbation methods. We show that this viewpoint is quite general and offers several important advantages. Perhaps…
In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…
We show that without other further assumption than affine equivariance and locality, a numerical integrator has an expansion in a generalized form of Butcher series (B-series) which we call aromatic B-series. We obtain an explicit…
The notions of a post-group and a pre-group are introduced as a unification and enrichment of several group structures appearing in diverse areas from numerical integration to the Yang-Baxter equation. First the Butcher group from numerical…
Classical Lie group theory provides a universal tool for calculating symmetry groups for systems of differential equations. However Lie's method is not as much effective in the case of integral or integro-differential equations as well as…
In this work, we illustrate and explore the use of Taylor series as solutions of differential equations. For a large a number of classes of differential equations in the literature, there are plenty of sources where the well known Taylor…
Several recently developed multisymplectic schemes for Hamiltonian PDEs have been shown to preserve associated local conservation laws and constraints very well in long time numerical simulations. Backward error analysis for PDEs, or the…
Aromatic Butcher series were successfully introduced for the study and design of numerical integrators that preserve volume while solving differential equations in Euclidean spaces. They are naturally associated to pre-Lie-Rinehart algebras…
Backward error analysis offers a method for assessing the quality of numerical programs in the presence of floating-point rounding errors. However, techniques from the numerical analysis literature for quantifying backward error require…
We develop a toolbox for the error analysis of linear recurrences with constant or polynomial coefficients, based on generating series, Cauchy's method of majorants, and simple results from analytic combinatorics. We illustrate the power of…