Correction to: Preface

Foundations of Computational Mathematics -     

Explicit Volume-Preserving Splitting Methods for Linear and Quadratic Divergence-Free Vector Fields

We present new explicit volume-preserving methods based on splitting for polynomial divergence-free vector fields. The methods can be divided in two classes: methods that distinguish between the diagonal part and the off-diagonal part and methods that do not. For the methods in the first class it is possible to combine different treatments of the diagonal and off-diagonal parts, giving rise to a number of possible combinations. This paper is dedicated to Arieh Iserles on the occasion of his 60th anniversary.     

Generalized Polar Decompositions on Lie Groups with Involutive Automorphisms

The polar decomposition, a well-known algorithm for decomposing real matrices as the product of a positive semidefinite matrix and an orthogonal matrix, is intimately related to involutive automorphisms of Lie groups and the subspace decomposition they induce. Such generalized polar decompositions, depending on the choice of the involutive automorphism σ , always exist near the identity although frequently they can be extended to larger portions of the underlying group. In this paper, first of all we provide an alternative proof to the local existence and uniqueness result of the generalized polar decomposition. What is new in our approach is that we derive differential equations obeyed by the two factors and solve them analytically, thereby providing explicit Lie-algebra recurrence relations for the coefficients of the series expansion. Second, we discuss additional properties of the two factors. In particular, when σ is a Cartan involution, we prove that the subgroup factor obeys similar optimality properties to the orthogonal polar factor in the classical matrix setting both locally and globally, under suitable assumptions on the Lie group G . September 12, 2000. Final version received: April 16, 2001.     

Generalized polar coordinates on Lie groups and numerical integrators

Motivated by developments in numerical Lie group integrators, we introduce a family of local coordinates on Lie groups denoted generalized polar coordinates. Fast algorithms are derived for the computation of the coordinate maps, their tangent maps and the inverse tangent maps. In particular we discuss algorithms for all the classical matrix Lie groups and optimal complexity integrators for n-spheres.     

Preface

Foundations of Computational Mathematics -     

Runge-Kutta methods on Lie groups

We construct generalized Runge-Kutta methods for integration of differential equations evolving on a Lie group. The methods are using intrinsic operations on the group, and we are hence guaranteed that the numerical solution will evolve on the correct manifold. Our methods must satisfy two different criteria to achieve a given order.

Lie-Butcher theory for Runge-Kutta methods

Runge-Kutta methods are formulated via coordinate independent operations on manifolds. It is shown that there is an intimate connection between Lie series and Lie groups on one hand and Butcher's celebrated theory of order conditions on the other. In Butcher's theory the elementary differentials are represented as trees. In the present formulation they appear as commutators between vector fields. This leads to a theory for the order conditions, which can be developed in a completely coordinate free manner. Although this theory is developed in a language that is not widely used in applied mathematics, it is structurally simple. The recursion for the order conditions rests mainly on three lemmas, each with very short proofs. The techniques used in the analysis are prepared for studying RK-like methods on general Lie groups and homogeneous manifolds, but these themes are not studied in detail within the present paper.     

Adjoint and Selfadjoint Lie-group Methods

In the past few years, a number of Lie-group methods based on Runge—Kutta schemes have been proposed. One might extrapolate that using a selfadjoint Runge—Kutta scheme yields a Lie-group selfadjoint scheme, but this is generally not the case: Lie-group methods depend on the choice of a coordinate chart which might fail to comply to selfadjointness.In this paper we discuss Lie-group methods and their dependence on centering coordinate charts. The definition of the adjoint of a numerical method is thus subordinate to the method itself and the choice of the chart. We study Lie-group numerical methods and their adjoints, and define selfadjoint numerical methods. The latter are defined in terms of classical selfadjoint Runge—Kutta schemes and symmetric coordinates, based on geodesic or on flow midpoint. As result, the proposed selfadjoint Lie-group numerical schemes obey time-symmetry both for linear and nonlinear problems.This revised version was published online in October 2005 with corrections to the Cover Date.