Solution

ID: past-exam-of-the-mathematics-course-of-the-year-2-of-the-natural-sciences-course-of-the-university-of-cambridge/2025/paper-1/6/d/ii/solution

Let . The product rule and differentiation of the matrix exponential give
where brackets are the operator commutator. Evaluating at zero gives , and . The Taylor series at zero is consequently
In particular , which also follows by multiplying the two matrix exponential series through quadratic order. For fixed finite matrices the remainder has the stated Big O notation in any matrix norm.

New to topics? Read the docs here!