منابع مشابه
Stochastic Lie Group Integrators
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 manifold, we pull back the stochastic flow on the manifold to the Lie group via the action, and subsequently pull back the flow to the corresponding Lie alge...
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Abstract. 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 geometrically. Furthermore, these methods are stable and accurate for very large time steps. We demonstrate the construction of one such variational integrator ...
متن کاملAn introduction to Lie group integrators
The significance of the geometry of differential equations was well understood already in the nineteenth century, and in the last few decades such aspects have played an increasing role in numerical methods for differential equations. Nowadays, there is a rich selection of integrators which preserve properties like symplecticity, reversibility, phase volume and first integrals, either exactly o...
متن کاملLie group foliations: dynamical systems and integrators
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 foliation. The case in which the foliation is given by the orbits of an action of a Lie group has a particularly nice structure, which we study in detail, g...
متن کاملOn the Hopf Algebraic Structure of Lie Group Integrators
A commutative but not cocommutative graded Hopf algebra HN , based on ordered (planar) rooted trees, is studied. This Hopf algebra is a generalization of the Hopf algebraic structure of unordered rooted trees HC , developed by Butcher in his study of Runge-Kutta methods and later rediscovered by Connes and Moscovici in the context of noncommutative geometry and by Kreimer where it is used to de...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 1992
ISSN: 0021-9991
DOI: 10.1016/0021-9991(92)90162-r