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Continuous linear dynamical systems are used extensively in mathematics, computer science, physics, and engineering to model the evolution of a system over time. A central technique for certifying safety properties of such systems is by synthesising inductive invariants. This is the task of finding a set of states that is closed under the dynamics of the system and is disjoint from a given set of error states. In this paper we study the problem of synthesising inductive invariants that are definable in o-minimal expansions of the ordered field of real numbers. In particular, assuming Schanuel's conjecture in transcendental number theory, we establish effective synthesis of o-minimal invariants in the case of semi-algebraic error sets. Without using Schanuel's conjecture, we give a procedure for synthesizing o-minimal invariants that contain all but a bounded initial segment of the orbit and are disjoint from a given semi-algebraic error set. We further prove that effective synthesis of semi-algebraic invariants that contain the whole orbit, is at least as hard as a certain open problem in transcendental number theory.