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In this paper we present a general procedure for designing higher strong order methods for It\^o stochastic differential equations on matrix Lie groups and illustrate this strategy with two novel schemes that have a strong convergence order…

Numerical Analysis · Mathematics 2021-02-09 Michelle Muniz , Matthias Ehrhardt , Michael Günther , Renate Winkler

In this paper, we describe a geometric setting for higher-order lagrangian problems on Lie groups. Using left-trivialization of the higher-order tangent bundle of a Lie group and an adaptation of the classical Skinner-Rusk formalism, we…

Mathematical Physics · Physics 2011-04-19 Leonardo Colombo , David Martin de Diego

A Lie system is a system of differential equations admitting a superposition rule, i.e., a function describing its general solution in terms of any generic set of particular solutions and some constants. Following ideas going back to the…

Mathematical Physics · Physics 2015-03-03 J. F. Cariñena , J. Grabowski , J. de Lucas , C. Sardón

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

High Energy Physics - Lattice · Physics 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

A superposition rule is a particular type of map that enables one to express the general solution of certain systems of first-order ordinary differential equations, the so-called Lie systems, out of generic families of particular solutions…

Mathematical Physics · Physics 2011-07-14 J. F. Cariñena , J. de Lucas

In this paper we propose a numerical scheme for partitioned systems of index 2 DAEs, such as those arising from nonholonomic mechanical problems and prove the order of a certain class of Runge-Kutta methods we call of Lobatto-type. The…

Numerical Analysis · Mathematics 2019-01-30 Rodrigo Takuro Sato Martín de Almagro

A rigorous geometric proof of the Lie's Theorem on nonlinear superposition rules for solutions of non-autonomous ordinary differential equations is given filling in all the gaps present in the existing literature. The proof is based on an…

Mathematical Physics · Physics 2008-11-26 José F. Cariñena , Janusz Grabowski , Giuseppe Marmo

In this paper, high-order numerical integrators on homogeneous spaces will be presented as an application of nonholonomic partitioned Runge-Kutta Munthe-Kaas (RKMK) methods on Lie groups. A homogeneous space $M$ is a manifold where a group…

Numerical Analysis · Mathematics 2022-01-31 Rodrigo T. Sato Martín de Almagro

In this paper, we efficiently compute overapproximating reachable sets for control systems evolving on Lie groups, building off results from monotone systems theory and geometric integration theory. We consider intervals in the tangent…

Systems and Control · Electrical Eng. & Systems 2024-08-22 Akash Harapanahalli , Samuel Coogan

The recently-introduced relaxation approach for Runge-Kutta methods can be used to enforce conservation of energy in the integration of Hamiltonian systems. We study the behavior of implicit and explicit relaxation Runge-Kutta methods in…

Numerical Analysis · Mathematics 2020-07-13 Hendrik Ranocha , David I. Ketcheson

The geometric theory of Lie systems is used to establish integrability conditions for several systems of differential equations, in particular some Riccati equations and Ermakov systems. Many different integrability criteria in the…

Mathematical Physics · Physics 2009-02-09 J. F. Cariñena , J. de Lucas

We analyze families of non-autonomous systems of first-order ordinary differential equations admitting a common time-dependent superposition rule, i.e., a time-dependent map expressing any solution of each of these systems in terms of a…

Classical Analysis and ODEs · Mathematics 2011-11-22 Jose F. Carinena , Janusz Grabowski , Javier de Lucas

The Shigesada-Kawasaki-Teramoto system, which consists of two reaction-diffusion equations with variable cross-diffusion and quadratic nonlinearities, is considered. The system is the most important case of the biologically motivated model…

Mathematical Physics · Physics 2019-09-17 Roman Cherniha , Vasyl' Davydovych , Liliia Muzyka

This paper illuminates the derivation, the applicability, and the efficiency of the Multiplicative Runge-Kutta Method, derived in the frame- work of geometric multiplicative calculus. The removal of the restrictions of geometric…

Numerical Analysis · Mathematics 2019-02-20 Mustafa Riza , Hatice Aktöre

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for…

Numerical Analysis · Mathematics 2014-11-07 Leonardo Colombo , Sebastián Ferraro , David Martín de Diego

This paper provides a geometric description for Lie--Hamilton systems on $\mathbb{R}^2$ with locally transitive Vessiot--Guldberg Lie algebras through two types of geometric models. The first one is the restriction of a class of…

Mathematical Physics · Physics 2019-11-05 J. Lange , J. de Lucas

The evolution of a quantum system under time-dependent driving exhibits phenomena that are absent in its stationary counterpart. However, the high dimensionality and non-commutative nature of quantum dynamics make this a challenging…

Quantum Physics · Physics 2025-12-24 R. F. dos Santos , S. J. J. M. F. Kokkelmans

Computer simulations in QCD are based on the discretization of the theory on a Euclidean lattice. To compute the mean value of an observable, usually the Hybrid Monte Carlo method is applied. Here equations of motion, derived from an…

High Energy Physics - Lattice · Physics 2011-12-20 Michael Striebel , Michael Günther , Francesco Knechtli , Michèle Wandelt

This paper presents a generalization of conventional sliding mode control designs for systems in Euclidean spaces to fully actuated simple mechanical systems whose configuration space is a Lie group for the trajectory-tracking problem. A…

Optimization and Control · Mathematics 2023-06-01 Eduardo Espindola , Yu Tang

The $k$-symplectic structures appear in the geometric study of the partial differential equations of classical field theories. Meanwhile, we present a new application of the $k$-symplectic structures to investigate a type of systems of…

Mathematical Physics · Physics 2015-08-06 J. de Lucas , M. Tobolski , S. Vilariño