Necessary and sufficient condition for convergence of the Magnus series

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Let Y(t;κ)Y(t;\kappa) denote the solution of

Y′=κA(t)Y,Y(0)=I.Y' = \kappa A(t)Y,\qquad Y(0)=I.

Denote the eigenvalues of Y(t;κ)Y(t;\kappa) by λn(t;κ)\lambda_n(t;\kappa), ordered so that each λn\lambda_n is continuous as a function of tt. Let t∗t_* be the smallest t>0t>0 for which there exists a κ∈C\kappa\in\mathbb{C} with ∣κ∣=1|\kappa|=1 such that Y(t;κ)Y(t;\kappa) has a multiple eigenvalue λi(t,κ)=λj(t,κ)\lambda_i(t,\kappa)=\lambda_j(t,\kappa) with i≠ji\ne j, whose geometric multiplicity is smaller than its algebraic multiplicity, and such that the loop

{λi(τ,κ)∣τ∈[0,t]}∪{λj(τ,κ)∣τ∈[0,t]}\{\lambda_i(\tau,\kappa)\mid \tau\in[0,t]\}\cup\{\lambda_j(\tau,\kappa)\mid \tau\in[0,t]\}

encircles the origin. Magnus-series convergence conjecture. The Magnus series converges if and only if t<t∗t<t_*. The conjecture proposes a necessary and sufficient criterion: divergence is associated with an encircling collision at a defective multiple eigenvalue, although the paper notes that not every eigenvalue collision causes divergence.

References

Primary source

Per Christian Moan and Jitse Niesen, “Convergence of the Magnus series”, arXiv:math/0609198 (2007).

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