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This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…

Probability · Mathematics 2025-11-11 E. Fernández-Saiz , J. de Lucas , X. Rivas , M. Zajac

We develop a discrete-time optimal control framework for systems evolving on Lie groups. Our work generalizes the original Differential Dynamic Programming method, by employing a coordinate-free, Lie-theoretic approach for its derivation. A…

Optimization and Control · Mathematics 2018-09-24 George I. Boutselis , Evangelos Theodorou

The aim of this work is to study, from an intrinsic and geometric point of view, second-order constrained variational problems on Lie algebroids, that is, optimization problems defined by a cost functional which depends on higher-order…

Mathematical Physics · Physics 2017-01-18 Leonardo Colombo

Many physically important mechanical systems may be described with a Lie group $G$ as configuration space. According to the well-known Noether's theorem, underlying symmetries of the Lie group may be used to considerably reduce the…

Mathematical Physics · Physics 2017-08-07 Joël Bensoam , Florie-Anne Baugé

We revisit the results on admissible transformations between normal linear systems of second-order ordinary differential equations with an arbitrary number of dependent variables under several appropriate gauges of the arbitrary elements…

Classical Analysis and ODEs · Mathematics 2024-09-19 Vyacheslav M. Boyko , Oleksandra V. Lokaziuk , Roman O. Popovych

In the last few years, the notion of symmetry has provided a powerful and essential lens to view several optimization or sampling problems that arise in areas such as theoretical computer science, statistics, machine learning, quantum…

Data Structures and Algorithms · Computer Science 2021-09-03 Jonathan Leake , Nisheeth K. Vishnoi

A generalisation of the Lie symmetry method is applied to classify a coupled system of reaction-diffusion equations wherein the nonlinearities involve arbitrary functions in the limit case in which one equation of the pair is quasi-steady…

Mathematical Physics · Physics 2019-09-17 Roman Cherniha , Vasyl' Davydovych , John R. King

We study a trajectory-planning problem whose solution path evolves by means of a Lie group action and passes near a designated set of target positions at particular times. This is a higher-order variational problem in optimal control,…

Dynamical Systems · Mathematics 2014-03-05 Christopher L. Burnett , Darryl D. Holm , David M. Meier

Adaptive tracking control for rigid body dynamics is of critical importance in control and robotics, particularly for addressing uncertainties or variations in system model parameters. However, most existing adaptive control methods are…

Robotics · Computer Science 2025-02-11 Jiawei Tang , Shilei Li , Ling Shi

By using Lie symmetry methods, we identify a class of second order nonlinear ordinary differential equations invariant under at least one dimensional subgroup of the symmetry group of the Ermakov-Pinney equation. In this context, nonlinear…

Exactly Solvable and Integrable Systems · Physics 2017-03-23 F. Güngör , P. J. Torres

We apply the Lie algebraic method to reflecting optical systems with plane-symmetric freeform mirrors. Using analytical ray-tracing equations we construct an optical map. The expansion of this map gives us the aberration coefficients in…

Differential equations posed on quadratic matrix Lie groups arise in the context of classical mechanics and quantum dynamical systems. Lie group numerical integrators preserve the constants of motions defining the Lie group. Thus, they…

Numerical Analysis · Mathematics 2025-02-21 Sofya Maslovskaya , Christian Offen , Sina Ober-Blöbaum , Pranav Singh , Boris Wembe

In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on…

Mathematical Physics · Physics 2011-09-23 Leonardo Colombo , Fernando Jimenez , David Martin de Diego

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…

Optimization and Control · Mathematics 2015-06-04 Fernando Jimenez , Marin Kobilarov , David Martin de Diego

It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity…

Numerical Analysis · Mathematics 2015-06-22 J. M. Sanz-Serna

Integrability conditions for Lie systems are related to reduction or transformation processes. We here analyse a geometric method to construct integrability conditions for Riccati equations following these approaches. This approach provides…

Mathematical Physics · Physics 2011-04-07 José F. Cariñena , Javier de Lucas

Finding the Lie-algebraic closure of a handful of matrices has important applications in quantum computing and quantum control. For most realistic cases, the closure cannot be determined analytically, necessitating an explicit numerical…

Computational Engineering, Finance, and Science · Computer Science 2025-06-03 Yutaro Iiyama

We study automorphic Lie algebras and their applications to integrable systems. Automorphic Lie algebras are a natural generalisation of celebrated Kac-Moody algebras to the case when the group of automorphisms is not cyclic. They are…

Exactly Solvable and Integrable Systems · Physics 2020-10-23 Rhys T. Bury , Alexander V. Mikhailov

We develop a geometric framework for the numerical integration of mechanical systems evolving on manifolds. After briefly reviewing classical numerical methods and highlighting their limitations and shortcomings in non-flat (non-Euclidean)…

General Mathematics · Mathematics 2026-03-30 Viyom Vivek , David Martin de Diego , Ravi N. Banavar

In this paper we investigate compatible overdetermined systems of PDEs on the plane with one common characteristic. Lie's theorem states that its integration is equivalent to a system of ODEs, and we relate this to the geometry of rank 2…

Analysis of PDEs · Mathematics 2011-08-31 Boris Kruglikov