Integration of locally exponential Lie algebras of vector fields

A locally convex Lie algebra is said to be locally exponential if it belongs to some local Lie group in canonical coordinates. In this note we give criteria for locally exponential Lie algebras of vector fields on an infinite-dimensional manifold to integrate to global Lie group actions. Moreover, we show that all necessary conditions are satisfied if the manifold is finite-dimensional connected and σ-compact, which leads to a generalization of Palais’ Integrability Theorem.      

On the Construction of Geometric Integrators in the RKMK Class

We consider the construction of geometric integrators in the class of RKMK methods. Any differential equation in the form of an infinitesimal generator on a homogeneous space is shown to be locally equivalent to a differential equation on the Lie algebra corresponding to the Lie group acting on the homogeneous space. This way we obtain a distinction between the coordinate-free phrasing of the differential equation and the local coordinates used. In this paper we study methods based on arbitrary local coordinates on the Lie group manifold. By choosing the coordinates to be canonical coordinates of the first kind we obtain the original method of Munthe-Kaas [16]. Methods similar to the RKMK method are developed based on the different coordinatizations of the Lie group manifold, given by the Cayley transform, diagonal Padé approximants of the exponential map, canonical coordinates of the second kind, etc. Some numerical experiments are also given.     

IntegrableN-dimensional systems on the Hopf algebra andq-deformations

We construct the class of integrable classical and quantum systems on the Hopf algebras describing n interacting particles. We obtain the general structure of an integrable Hamiltonian system for the Hopf algebra A(g) of a simple Lie algebra g and prove that the integrals of motion depend only on linear combinations of k coordinates of the phase space, 2·ind g≤k≤g·ind g, whereind g andg are the respective index and Coxeter number of the Lie algebra g. The standard procedure of q-deformation results in the quantum integrable system. We apply this general scheme to the algebras sl(2), sl(3), and o(3, 1). An exact solution for the quantum analogue of the N-dimensional Hamiltonian system on the Hopf algebra A(sl(2)) is constructed using the method of noncommutative integration of linear differential equations. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 124, No. 3, pp. 373–390, September, 2000     

Differential Invariants of the 2D Conformal Lie Algebra Action

We consider the Lie algebra that corresponds to the Lie pseudogroup of all conformal transformations on the plane. This conformal Lie algebra is canonically represented as the Lie algebra of holomorphic vector fields in ℝ²≃ℂ. We describe all representations of \mathfrakg\mathfrak{g} via vector fields in J ⁰ℝ²=ℝ³(x,y,u), which project to the canonical representation, and find their algebra of scalar differential invariants.     

Integration methods based on canonical coordinates of the second kind

Summary.   We present a new class of integration methods for differential equations on manifolds, in the framework of Lie group actions. Canonical coordinates of the second kind is used for representing the Lie group locally by means of its corresponding Lie algebra. The coordinate map itself can, in many cases, be computed inexpensively, but the approach also involves the inversion of its differential, a task that can be challenging. To succeed, it is necessary to consider carefully how to choose a basis for the Lie algebra, and the ordering of the basis is important as well. For semisimple Lie algebras, one may take advantage of the root space decomposition to provide a basis with desirable properties. The problem of ordering leads us to introduce the concept of an admissible ordered basis (AOB). The existence of an AOB is established for some of the most important Lie algebras. The computational cost analysis shows that the approach may lead to more efficient solvers for ODEs on manifolds than those based on canonical coordinates of the first kind presented by Munthe-Kaas. Numerical experiments verify the derived properties of the new methods. Received April 2, 1999 / Revised version received January 18, 2000 / Published online August 2, 2000     

Noncommutative classical and quantum mechanics for quadratic Lagrangians (Hamiltonians)

Classical and quantum mechanics based on an extended Heisenberg algebra with additional canonical commutation relations for position and momentum coordinates are considered. In this approach additional noncommutativity is removed from the algebra by a linear transformation of coordinates and transferred to the Hamiltonian (Lagrangian). This linear transformation does not change the quadratic form of the Hamiltonian (Lagrangian), and Feynman’s path integral preserves its exact expression for quadratic models. The compact general formalism presented here can be easily illustrated in any particular quadratic case. As an important result of phenomenological interest, we give the path integral for a charged particle in the noncommutative plane with a perpendicular magnetic field. We also present an effective Planck constant ħ _eff which depends on additional noncommutativity.     

Nonholonomic Riemann and Weyl tensors for flag manifolds

On any manifold, any nondegenerate symmetric 2-form (metric) and any nondegenerate skew-symmetric differential form ω can be reduced to a canonical form at any point but not in any neighborhood: the corresponding obstructions are the Riemannian tensor and dω. The obstructions to flatness (to reducibility to a canonical form) are well known for any G-structure, not only for Riemannian or almost symplectic structures. For a manifold with a nonholonomic structure (nonintegrable distribution), the general notions of flatness and obstructions to it, although of huge interest (e.g., in supergravity) were not known until recently, although particular cases have been known for more than a century (e.g., any contact structure is nonholonomically “flat”: it can always be reduced locally to a canonical form). We give a general definition of the nonholonomic analogues of the Riemann tensor and its conformally invariant analogue, the Weyl tensor, in terms of Lie algebra cohomology and quote Premet’s theorems describing these cohomologies. Using Premet’s theorems and the SuperLie package, we calculate the tensors for flag manifolds associated with each maximal parabolic subalgebra of each simple Lie algebra (and in several more cases) and also compute the obstructions to flatness of the G(2)-structure and its nonholonomic superanalogue. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 153, No. 2, pp. 186–219, November, 2007.     

Invariant approach to optimal investment–consumption problem: the constant elasticity of variance (CEV) model

The optimal investment–consumption problem under the constant elasticity of variance (CEV) model is solved using the invariant approach. Firstly, the invariance criteria for scalar linear second‐order parabolic partial differential equations in two independent variables are reviewed. The criteria is then employed to reduce the CEV model to one of the four Lie canonical forms. It is found that the invariance criteria help in transforming the original equation to the second Lie canonical form and with a proper parameter selection; the required transformation converts the original equation to the first Lie canonical form that is the heat equation. As a consequence, we find some new classes of closed‐form solutions of the CEV model for the case of reduction into heat equation and also into second Lie canonical form. The closed‐form analytical solution of the Cauchy initial value problems for the CEV model under investigation is also obtained. Copyright © 2016 John Wiley & Sons, Ltd.     

Torus Bundles over Locally Symmetric Varieties Associated to Cocycles of Discrete Groups

 We construct torus bundles over locally symmetric varieties associated to cocycles in the cohomology group , where Γ is a discrete subgroup of a semisimple Lie group and L is a lattice in a real vector space. We prove that such a torus bundle has a canonical complex structure and that the space of holomorphic forms of the highest degree on a fiber product of such bundles is isomorphic to the space of mixed automorphic forms of a certain type. (Received 4 September 1998)     

Continuous and Discrete Clebsch Variational Principles

The Clebsch method provides a unifying approach for deriving variational principles for continuous and discrete dynamical systems where elements of a vector space are used to control dynamics on the cotangent bundle of a Lie group via a velocity map. This paper proves a reduction theorem which states that the canonical variables on the Lie group can be eliminated, if and only if the velocity map is a Lie algebra action, thereby producing the Euler–Poincaré (EP) equation for the vector space variables. In this case, the map from the canonical variables on the Lie group to the vector space is the standard momentum map defined using the diamond operator. We apply the Clebsch method in examples of the rotating rigid body and the incompressible Euler equations. Along the way, we explain how singular solutions of the EP equation for the diffeomorphism group (EPDiff) arise as momentum maps in the Clebsch approach. In the case of finite-dimensional Lie groups, the Clebsch variational principle is discretized to produce a variational integrator for the dynamical system. We obtain a discrete map from which the variables on the cotangent bundle of a Lie group may be eliminated to produce a discrete EP equation for elements of the vector space. We give an integrator for the rotating rigid body as an example. We also briefly discuss how to discretize infinite-dimensional Clebsch systems, so as to produce conservative numerical methods for fluid dynamics.      

Hamiltonian reduction of free particle motion on the group SL(2, ℝ)

We analyze the structure of the reduced phase space that arises in the Hamiltonian reduction of the phase space of free particle motion over the groupSL(2, ℝ). The reduction considered is based on introducing constraints that are analogous to those used in the reduction of the Wess-Zumino-Novikov-Witten model to Toda systems. It is shown that the reduced phase space is diffeomorphic either to a union of two two-dimensional planes or to a cylinder S¹×ℝ. We construct canonical coordinates for both cases and show that in the first case, the reduced phase space is symplectomorphic to the union of two cotangent bundles T*(ℝ) endowed with a canonical symplectic structure, while in the second case, it is symplectomorphic to the cotangent bundle T* (S¹), which is also endowed with a canonical symplectic structure. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 110, No. 1, pp. 149–161, January, 1997.     

On the basic algebraic operations in solvable Lie groups

Summary For a simply connected solvable Lie group we specify the structure of the product, the inverse and the exponential map expressed in suitable coordinates (canonical coordinates of the second kind), and point out that in these coordinates the product and inverse are expressed entirely in terms of polynomials, exponential functions and trigonometric functions. We devise algorithms for computing the product, the inverse and the exponential map.     

Integrable magnetic geodesic flows on lie groups

On Lie group manifolds, we consider right-invariant magnetic geodesic flows associated with 2-cocycles of the corresponding Lie algebras. We investigate the algebra of the integrals of motion of magnetic geodesic flows and also formulate a necessary and sufficient condition for their integrability in quadratures, giving the canonical forms of 2-cocycles for all four-dimensional Lie algebras and selecting integrable cases. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 156, No. 2, pp. 189–206, August, 2008.     

Construction of invariants of the coadjoint representation of Lie groups using linear algebra methods

We offer a method for constructing invariants of the coadjoint representation of Lie groups that reduces this problem to known problems of linear algebra. This method is based on passing to symplectic coordinates on the coadjoint representation orbits, which play the role of local coordinates on those orbits. The corresponding transition functions are their parametric equations. Eliminating the symplectic coordinates from the transition functions, we can obtain the complete set of invariants. The proposed method allows solving the problem of constructing invariants of the coadjoint representation for Lie groups with an arbitrary dimension and structure.     

The Chebyshev norm on the lie algebra of the motion group of a compact homogeneous Finsler manifold

In this paper, we prove that the natural metric on the connected component of the unit in the (Lie) motion group of a compact Finsler manifold supplied with its inner metric generates a bi-invariant inner Finsler metric. The latter is defined by the invariant Chebyshev norm on the Lie algebra of generators of 1-parameter motion subgroups on the manifold. This norm is equal to the maximal value of the generator’s length. A δ-homogeneous manifold is characterized by the condition that the canonical projection of the component onto the manifold is a submetry with respect to their inner metrics. The Chebyshev norms for the Euclidean spheres, the Berger spheres, and homogeneous Riemannian metrics on the 3-dimensional complex projective space are found. This gives interesting examples of invariant norms on Lie algebras and a new method for the separating of delta-homogeneous but not normal metrics. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 60, Algebra, 2008.     

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.     

Integration of Geodesic Flows on Homogeneous Spaces: The Case of a Wild Lie Group

We obtain necessary and sufficient conditions for the integrability in quadratures of geodesic flows on homogeneous spaces M with invariant and central metrics. The proposed integration algorithm consists in using a special canonical transformation in the space T ^* M based on constructing the canonical coordinates on the orbits of the coadjoint representation and on the simplectic sheets of the Poisson algebra of invariant functions. This algorithm is applicable to integrating geodesic flows on homogeneous spaces of a wild Lie group.     

Representations of four-derivation Lie algebras of Block type

Block introduced certain analogues of the Zassenhaus algebras over a field of characteristic 0. The nongraded infinite-dimensional simple Lie algebras of Block type constructed by Xu can be viewed as generalizations of the Block algebras. In this paper, we construct a family of irreducible modules in terms of multiplication and differentiation operators on ＂polynomials＂ for four-devivation nongraded Lie algebras of Block type based on the finite-dimensional irreducible weight modules with multiplicity one of general linear Lie algebras. We also find a new series of submodules from which some irreducible quotient modules are obtained.     

Quantum Hamiltonian Systems on K-Orbits: Semiclassical Spectrum of the Asymmetric Top

We consider equations on Lie groups and classical and quantum Hamiltonian systems on coadjoint representation orbits. We show that the transition to canonical coordinates on orbits of the coadjoint representation allows constructing semiclassical solutions and the corresponding spectra of quantum equations such that all the symmetries of the original problem are preserved. Our method is used to find the semiclassical spectrum of the asymmetric quantum top.