The Magnus expansion and some of its applications

The goal of this review is threefold. First, to collect a number of developments scattered through half a century of scientific literature on Magnus expansion. They concern the methods for the generation of terms in the expansion, estimates of the radius of convergence of the series, generalizations and related non-perturbative expansions. Second, to provide a bridge with its implementation as generator of especial purpose numerical integration methods, a field of intense activity during the last decade. Third, to illustrate with examples the kind of results one can expect from Magnus expansion, in comparison with those from both perturbative schemes and standard numerical integrators. We buttress this issue with a revision of the wide range of physical applications found by Magnus expansion in the literature.