English

The universal equivariance properties of exotic aromatic B-series

Numerical Analysis 2024-09-04 v2 Numerical Analysis Probability

Abstract

The exotic aromatic Butcher series were originally introduced for the calculation of order conditions for the high order numerical integration of ergodic stochastic differential equations in Rd\mathbb{R}^d and on manifolds. We prove in this paper that exotic aromatic B-series satisfy a universal geometric property, namely that they are characterised by locality and equivariance with respect to orthogonal changes of coordinates. This characterisation confirms that exotic aromatic B-series are a fundamental geometric object that naturally generalises aromatic B-series and B-series, as they share similar equivariance properties. In addition, we provide a classification of the main subsets of the exotic aromatic B-series, in particular the exotic B-series, using different equivariance properties. Along the analysis, we present a generalised definition of exotic aromatic trees, dual vector fields, and we explore the impact of degeneracies on the classification.

Keywords

Cite

@article{arxiv.2305.10993,
  title  = {The universal equivariance properties of exotic aromatic B-series},
  author = {Adrien Laurent and Hans Munthe-Kaas},
  journal= {arXiv preprint arXiv:2305.10993},
  year   = {2024}
}

Comments

26 pages