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In many applications, one encounters signals that lie on manifolds rather than a Euclidean space. In particular, covariance matrices are examples of ubiquitous mathematical objects that have a non Euclidean structure. The application of…

Signal Processing · Electrical Eng. & Systems 2024-07-25 Lucas Drumetz , Alexandre Reiffers-Masson , Naoufal El Bekri , Franck Vermet

In this survey we discuss a wide variety of aspects related to Lie group integrators. These numerical integration schemes for differential equations on manifolds have been studied in a general and systematic manner since the 1990s and the…

Numerical Analysis · Mathematics 2016-01-19 Brynjulf Owren

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

A Lie system is a non-autonomous system of first-order ordinary differential equations whose general solution can be written via an autonomous function, a so-called (nonlinear) superposition rule of a finite number of particular solutions…

Optimization and Control · Mathematics 2023-06-23 L. Blanco , F. Jiménez , J. de Lucas , C. Sardón

We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the…

Numerical Analysis · Mathematics 2007-10-16 Simon J. A. Malham , Anke Wiese

Since they were introduced in the 1990s, Lie group integrators have become a method of choice in many application areas. These include multibody dynamics, shape analysis, data science, image registration and biophysical simulations. Two…

Numerical Analysis · Mathematics 2021-10-15 Elena Celledoni , Ergys Çokaj , Andrea Leone , Davide Murari , Brynjulf Owren

We propose Lie group embedded dynamical neural networks (LieEDNN) and the corresponding learning algorithms based on gradient descent and metric projection on smooth manifold, where we treat Lie group as an intrinsic representation for…

Machine Learning · Computer Science 2026-05-27 Tianwei Wang , Bryan Chen , Qian Zuo , Qiyue Xia , Xin Li , Wei Pang

A {\it Lie system} is a nonautonomous system of first-order differential equations admitting a {\it superposition rule}, i.e., a map expressing its general solution in terms of a generic family of particular solutions and some constants.…

Mathematical Physics · Physics 2015-12-24 P. G. Estévez , F. J. Herranz , J. de Lucas , C. Sardón

Foliate systems are those which preserve some (possibly singular) foliation of phase space, such as systems with integrals, systems with continuous symmetries, and skew product systems. We study numerical integrators which also preserve the…

Numerical Analysis · Mathematics 2025-10-20 Robert I. McLachlan , Matthew Perlmutter , G. Reinout W. Quispel

Classical Lie group theory provides a universal tool for calculating symmetry groups for systems of differential equations. However Lie's method is not as much effective in the case of integral or integro-differential equations as well as…

Mathematical Physics · Physics 2007-05-23 N. H. Ibragimov , V. F. Kovalev , V. V. Pustovalov

We present a general framework for constructing structure-preserving numerical integrators for nonholonomically constrained mechanical systems evolving on Lie groups using retraction maps. Retraction maps generalize the exponential map and…

Numerical Analysis · Mathematics 2026-04-08 Viyom Vivek , David Martin de Diego , Ravi N. Banavar

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

We propose a geometric numerical analysis of SDEs admitting Lie symmetries which allows us to individuate a symmetry adapted coordinates system where the given SDE has notable invariant properties. An approximation scheme preserving the…

Probability · Mathematics 2020-08-04 Francesco C. De Vecchi , Andrea Romano , Stefania Ugolini

Endowing differentiable functions from a compact manifold to a Lie group with the pointwise group operations one obtains the so-called current groups and, as a special case, loop groups. These are prime examples of infinite-dimensional Lie…

Differential Geometry · Mathematics 2020-11-24 Habib Amiri , Helge Glockner , Alexander Schmeding

On the base of Lie algebraic and differential geometry methods, a wide class of multidimensional nonlinear integrable systems is obtained, and the integration scheme for such equations is proposed.

High Energy Physics - Theory · Physics 2008-02-03 A. V. Razumov , M. V. Saveliev

Symmetry in differential equations reveals invariances and offers a powerful means to reduce model complexity. Lie group analysis characterizes these symmetries through infinitesimal generators, which provide a local, linear criterion for…

Numerical Analysis · Mathematics 2025-11-14 Max Kreider , John Harlim , Daning Huang

We present a new class of high-order variational integrators on Lie groups. We show that these integrators are symplectic, momentum preserving, and can be constructed to be of arbitrarily high-order, or can be made to converge…

Numerical Analysis · Mathematics 2014-02-17 James Hall , Melvin Leok

In this paper we use retraction and discretization maps (see [Barbero Li\~n\'an and Mart\'in de Diego, 2022]) as a tool for deriving in a systematic way numerical integrators preserving geometric structures (such as symplecticity or…

Numerical Analysis · Mathematics 2025-02-21 María Barbero Liñán , Juan Carlos Marrero , David Martín de Diego

In this paper we extend the Lie theory of integration in two different ways. First we consider a finite dimensional Lie algebra of vector fields and discuss the most general conditions under which the integral curves of one of the fields…

Mathematical Physics · Physics 2019-07-18 J. F. Cariñena , F. Falceto , J. Grabowski , M. F. Rañada

The discrete gradient approach is generalized to yield integral preserving methods for differential equations in Lie groups.

Numerical Analysis · Mathematics 2013-02-20 Elena Celledoni , Brynjulf Owren
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