Complexity Theory for Lie-Group Solvers

Commencing with a brief survey of Lie-group theory and differential equations evolving on Lie groups, we describe a number of numerical algorithms designed to respect Lie-group structure: Runge–Kutta–Munthe-Kaas schemes, Fer and Magnus expansions. This is followed by derivation of the computational cost of Fer and Magnus expansions, whose conclusion is that for order four, six, and eight an appropriately discretized Magnus method is always cheaper than a Fer method of the same order. Each Lie-group method of the kind surveyed in this paper requires the computation of a matrix exponential. Classical methods, e.g., Krylov-subspace and rational approximants, may fail to map elements in a Lie algebra to a Lie group. Therefore we survey a number of approximants based on the splitting approach and demonstrate that their cost is compatible (and often superior) to classical methods.     

On the McCool group M3 and its associated Lie algebra

We prove that the Lie algebra of the McCool group M₃ is torsion free. As a result, we are able to give a presentation for the Lie algebra of M₃. Furthermore, M₃ is a Magnus group.     

A representation of solution of stochastic differential equations

We prove that the logarithm of the formal power series, obtained from a stochastic differential equation, is an element in the closure of the Lie algebra generated by vector fields being coefficients of equations. By using this result, we obtain a representation of the solution of stochastic differential equations in terms of Lie brackets and iterated Stratonovich integrals in the algebra of formal power series.     

Heisenberg Lie Color Algebras

In this article, we give a sufficient condition for a Lie color algebra to be complete. The color derivation algebra Der(?) and the holomorph L of finite dimensional Heisenberg Lie color algebra ? graded by a torsion-free abelian group over an algebraically closed field of characteristic zero are determined. We prove that Der(?) and Der(L) are simple complete Lie color algebras, but L is not a complete Lie color algebra.     

A study of integrability and symmetry for the (p + 1)th Boltzmann equation via Painlevé analysis and Lie‐group method

In this paper,we applied the Painlevé property test on Krook‐Wu model of the nonlinear Boltzmann equation (p = 1). As a result, by using Bäcklund transformation, we obtained three solutions two of them were known earlier, while the third one is new and more general, we have also two reductions one of them is Abel's equation. Also, Lie‐group method is applied to the (p + 1)th Boltzmann equation. The complete Lie algebra of infinitesimal symmetries is established. Three nonequivalent sub‐algebraic of the complete Lie algebra are used to investigate similarity solutions and similarity reductions in the form of nonlinear ordinary equations for (p + 1)th Boltzmann equation; we obtained two general solutions for (p + 1)th Boltzmann equation and new solutions for Krook‐Wu model of Boltzmann equation (p = 1). Copyright © 2014 John Wiley & Sons, Ltd.     

Symmetry breaking of systems of linear second-order ordinary differential equations with constant coefficients

We show that the structure of the Lie symmetry algebra of a system of n linear second-order ordinary differential equations with constant coefficients depends on at most n-1 parameters. The tools used are Jordan canonical forms and appropriate scaling transformations. We put our approach to test by presenting a simple proof of the fact that the dimension of the symmetry Lie algebra of a system of two linear second-order ordinary differential with constant coefficients is either 7, 8 or 15. Also, we establish for the first time that the dimension of the symmetry Lie algebra of a system of three linear second-order ordinary differential equations with constant coefficients is 10, 12, 13 or 24.     

A Low Complexity Lie Group Method on the Stiefel Manifold

A low complexity Lie group method for numerical integration of ordinary differential equations on the orthogonal Stiefel manifold is presented. Based on the quotient space representation of the Stiefel manifold we provide a representation of the tangent space suitable for Lie group methods. According to this representation a special type of generalized polar coordinates (GPC) is defined and used as a coordinate map. The GPC maps prove to adapt well to the Stiefel manifold. For the n×k matrix representation of the Stiefel manifold the arithmetic complexity of the method presented is of order nk ², and for nk this leads to huge savings in computation time compared to ordinary Lie group methods. Numerical experiments compare the method to a standard Lie group method using the matrix exponential, and conclude that on the examples presented, the methods perform equally on both accuracy and maintaining orthogonality.     

Cost Efficient Lie Group Integrators in the RKMK Class

In this work a systematic procedure is implemented in order to minimise the computational cost of the Runge—Kutta—Munthe-Kaas (RKMK) class of Lie-group solvers. The process consists of the application of a linear transformation to the stages of the method and the analysis of a graded free Lie algebra to reduce the number of commutators involved. We consider here RKMK integration methods up to order seven based on some of the most popular Runge—Kutta schemes.This revised version was published online in October 2005 with corrections to the Cover Date.     

Exponentiation of infinite dimensional Z-graded lie algebras

In this article we give a new technique for exponentiating infinite dimensional graded representations of graded Lie algebras that allows for the exponentiation of some non-locally nilpotent elements. Our technique is to naturally extend the representation of the Lie algebra g on the space V naturally to a representation on a subspace £ of the dual space V ^*. After introducing the technique, we prove that it enables the exponentiation of all elements of free Lie Algebras and afhne Kac-Moody Lie algebras.     

Invariance properties of a general bond-pricing equation

We perform the group classification of a bond-pricing partial differential equation of mathematical finance to discover the combinations of arbitrary parameters that allow the partial differential equation to admit a nontrivial symmetry Lie algebra. As a result of the group classification we propose “natural” values for the arbitrary parameters in the partial differential equation, some of which validate the choices of parameters in such classical models as that of Vasicek and Cox-Ingersoll-Ross. For each set of these natural parameter values we compute the admitted Lie point symmetries, identify the corresponding symmetry Lie algebra and solve the partial differential equation.     

Relationships between the canonical ascending and descending central series of ideals of an associative algebra

We consider the canonical descending and ascending central series of ideals of an associative algebra. In particular, we prove that some ideal in the descending central series is finite-dimensional if and only if some ideal in the ascending central series is finite-codimensional. This result is the associative algebra analogue of results due to Reinhold Baer and Philip Hall in group theory and Ian Stewart in Lie algebra. We also prove various related results.     

一类模李代数的导子代数(英文)

本文通过构造一类模线状李代数,求出了它的导子代数,并且证明这个导子代数是可解但不完备的模李代数.这将有利于研究一般模线状李代数的结构.     

A property of the defining equations for the Lie algebra in the group classification problem for wave equations

We solve the group classification problem for nonlinear hyperbolic systems of differential equations. The admissible continuous group of transformations has the Lie algebra of dimension less than 5. This main statement follows from the principal property of the defining equations of the admissible Lie algebra: the commutator of two solutions is a solution. Using equivalence transformations we classify nonlinear systems in accordance with the well-known Lie algebra structures of dimension 3 and 4.     

On an Isospectral Lie–Poisson System and Its Lie Algebra

In this paper we analyze the matrix differential system X' = [N,X²], where N is skew-symmetric and X(0) is symmetric. We prove that it is isospectral and that it is endowed with a Poisson structure, and we discuss its invariants and Casimirs. Formulation of the Poisson problem in a Lie-Poisson setting, as a flow on a dual of a Lie algebra, requires a computation of its faithful representation. Although the existence of a faithful representation, assured by the Ado theorem and a symbolic algorithm, due to de Graaf, exists for the general computation of faithful representations of Lie algebras, the practical problem of forming a "tight" representation, convenient for subsequent analytic and numerical work, belongs to numerical algebra. We solve it for the Poisson structure corresponding to the equation X' = [N,X²].     

Equations des algèbres Lie triple qui sont des algèbres train

In this paper, we consider equations of Lie triple algebras that are train algebras. We obtain two different types of equations depending on assuming the existence of an idempotent or a pseudo-idempotent.In general Lie triple algebras are not power-associative. However we show that their train equation with an idempotent is similar to train equations of power-associative algebras that are train algebras and we prove that Lie triple algebras that are train algebras of rank $\le 4$ with an idempotent are Jordan algebras.Moreover, the set of non-trivial idempotents has the same expression in Peirce decomposition as that of $e$-stable power-associative algebras.We also prove that the algebra obtained by $2$-gametization process of a Lie triple algebra is a Lie triple one.     

Derivation Algebra of Quasi $R_n$-Filiform Lie Algebra

In this paper we explicitly determine the derivation algebra of a quasi $R_n$-filiform Lie algebra and prove that a quasi $R_n$-filiform Lie algebra is a completable nilpotent Lie algebra.     

The Newton Iteration on Lie Groups

We define the Newton iteration for solving the equation f(y) = 0, where f is a map from a Lie group to its corresponding Lie algebra. Two versions are presented, which are formulated independently of any metric on the Lie group. Both formulations reduce to the standard method in the Euclidean case, and are related to existing algorithms on certain Riemannian manifolds. In particular, we show that, under classical assumptions on f, the proposed method converges quadratically. We illustrate the techniques by solving a fixed-point problem arising from the numerical integration of a Lie-type initial value problem via implicit Euler.     

Faraday’s Form and Maxwell’s Equations in the Heisenberg Group

In this note we present a geometric formulation of Maxwell’s equations in Carnot groups (connected simply connected nilpotent Lie groups with stratified Lie algebra) in the setting of the intrinsic complex of differential forms defined by M. Rumin. Restricting ourselves to the first Heisenberg group \mathbbH¹{\mathbb{H}^{1}}, we show that these equations are invariant under the action of suitably defined Lorentz transformations, and we prove the equivalence of these equations with differential equations “in coordinates”. Moreover, we analyze the notion of “vector potential”, and we show that it satisfies a new class of 4th order evolution differential equations.     

Differential equations in vertex algebras and simple modules for the Lie algebra of vector fields on a torus

We study irreducible representations for the Lie algebra of vector fields on a 2-dimensional torus constructed using the generalized Verma modules. We show that for a certain choice of parameters these representations remain irreducible when restricted to a loop subalgebra in the Lie algebra of vector fields. We prove this result by studying vertex algebras associated with the Lie algebra of vector fields on a torus and solving non-commutative differential equations that we derive using the vertex algebra technique.     

Waveform Relaxation Methods for Lie-Group Equations

In this paper, we derive and analyse waveform relaxation (WR) methods for solving differential equations evolving on a Lie-group. We present both continuous-time and discrete-time WR methods and study their convergence properties. In the discrete-time case, the novel methods are constructed by combining WR methods with Runge-Kutta-Munthe-Kaas (RK-MK) methods. The obtained methods have both advantages of WR methods and RK-MK methods, which simplify the computation by decoupling strategy and preserve the numerical solution of Lie-group equations on a manifold. Three numerical experiments are given to illustrate the feasibility of the new WR methods.