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BIT Numerical Mathematics

, Volume 35, Issue 4, pp 572–587 | Cite as

Lie-Butcher theory for Runge-Kutta methods

  • Hans Munthe-Kaas
Article

Abstract

Runge-Kutta methods are formulated via coordinate independent operations on manifolds. It is shown that there is an intimate connection between Lie series and Lie groups on one hand and Butcher's celebrated theory of order conditions on the other. In Butcher's theory the elementary differentials are represented as trees. In the present formulation they appear as commutators between vector fields. This leads to a theory for the order conditions, which can be developed in a completely coordinate free manner. Although this theory is developed in a language that is not widely used in applied mathematics, it is structurally simple. The recursion for the order conditions rests mainly on three lemmas, each with very short proofs. The techniques used in the analysis are prepared for studying RK-like methods on general Lie groups and homogeneous manifolds, but these themes are not studied in detail within the present paper.

Key words

Butcher theory Runge-Kutta methods manifolds Lie groups Lie series Lie algebras 

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Copyright information

© BIT Foundation 1995

Authors and Affiliations

  • Hans Munthe-Kaas
    • 1
  1. 1.Department of InformaticsUniversity of BergenNorway

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