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Aromatic Butcher Series

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Abstract

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 description of aromatic B-series in terms of elementary differentials associated to aromatic trees, which are directed graphs generalizing trees. We also define a new class of integrators, the class of aromatic Runge–Kutta methods, that extends the class of Runge–Kutta methods and have aromatic B-series expansion but are not B-series methods. Finally, those results are partially extended to the case of more general affine group equivariance.

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Notes

  1. The nomenclature “aromatic tree” appears in [4], to denote what we call an “aroma” in Sect. 7.2

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Acknowledgments

The authors would like to thank Robert McLachlan for many comments and discussions. This research was supported by the Spade Ace Project, by a Marie Curie International Research Staff Exchange Scheme Fellowship within the 7th European Community Framework Programme, and by the J.C. Kempe memorial fund.

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Correspondence to Olivier Verdier.

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Communicated by Ernst Hairer.

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Munthe-Kaas, H., Verdier, O. Aromatic Butcher Series. Found Comput Math 16, 183–215 (2016). https://doi.org/10.1007/s10208-015-9245-0

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