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High-Order Lie Derivatives from Taylor Series in the ADTAYL Package

Numerical Analysis 2026-01-19 v1 Mathematical Software Numerical Analysis

Abstract

High-order Lie derivatives are essential in nonlinear systems analysis. If done symbolically, their evaluation becomes increasingly expensive as the order increases. We present a compact and efficient numerical approach for computing Lie derivatives of scalar, vector, and covector fields using the MATLAB ADTAYL package. The method exploits a fact noted by R\"obenack: that these derivatives coincide, up to factorial scaling, with the Taylor coefficients of expressions built from a Taylor expansion about a trajectory point and, when required, the associated variational matrix. Computational results for a gantry crane model demonstrate orders of magnitude speedups over symbolic evaluation using the MATLAB Symbolic Math Toolbox.

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Cite

@article{arxiv.2601.10828,
  title  = {High-Order Lie Derivatives from Taylor Series in the ADTAYL Package},
  author = {Nedialko S. Nedialkov and John D. Pryce},
  journal= {arXiv preprint arXiv:2601.10828},
  year   = {2026}
}

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16 pages