Hopf Algebras of Formal Diffeomorphisms and Numerical Integration on Manifolds

نویسندگان

  • Hans Munthe-Kaas
  • Alexander Lundervold
چکیده

B-series originated from the work of John Butcher in the 1960s as a tool to analyze numerical integration of differential equations, in particular Runge–Kutta methods. Connections to renormalization have been established in recent years. The algebraic structure of classical Runge–Kutta methods is described by the Connes–Kreimer Hopf algebra. Lie–Butcher theory is a generalization of B-series aimed at studying Lie-group integrators for differential equations evolving on manifolds. Lie-group integrators are based on general Lie group actions on a manifold, and classical Runge–Kutta integrators appear in this setting as the special case of R acting upon itself by translations. Lie–Butcher theory combines classical B-series on R with Lie-series on manifolds. The underlying Hopf algebra HN combines the Connes–Kreimer Hopf algebra with the shuffle Hopf algebra of free Lie algebras. Aimed at a general mathematical audience, we give an introduction to Hopf algebraic structures and their relationship to structures appearing in numerical analysis. In particular we explore the close connection between Lie series, time-dependent Lie series and Lie–Butcher series for diffeomorphisms on manifolds. The role of the Euler and Dynkin idempotents in numerical analysis is discussed. A non-commutative version of a Faà di Bruno bialgebra is introduced, and the relation to non-commutative Bell polynomials is explored. 1 ar X iv :0 90 5. 00 87 v1 [ m at h. N A ] 1 M ay 2 00 9

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تاریخ انتشار 2009