Algebraic Structures of B-series

B-series are a fundamental tool in practical and theoretical aspects of numerical integrators for ordinary differential equations. A composition law for B-series permits an elegant derivation of order conditions, and a substitution law gives much insight into modified differential equations of backward error analysis. These two laws give rise to algebraic structures (groups and Hopf algebras of trees) that have recently received much attention also in the non-numerical literature. This article emphasizes these algebraic structures and presents interesting relationships among the

Backward error analysis and the substitution law for Lie group integrators

Butcher series are combinatorial devices used in the study of numerical methods for differential equations evolving on vector spaces. More precisely, they are formal series developments of differential operators indexed over rooted trees, and can be used to represent a large class of numerical methods. The theory of backward error analysis for differential equations has a particularly nice description when applied to methods represented by Butcher series. For the study of differential equations evolving on more general manifolds, a generalization of Butcher series has been introduced, called Lie--Butcher series. This paper presents the theory of backward error analysis for methods based on Lie--Butcher series.Comment: Minor corrections and additions. Final versio

B-series methods are exactly the affine equivariant methods

Butcher series, also called B-series, are a type of expansion, fundamental in the analysis of numerical integration. Numerical methods that can be expanded in B-series are defined in all dimensions, so they correspond to \emph{sequences of maps}---one map for each dimension. A long-standing problem has been to characterise those sequences of maps that arise from B-series. This problem is solved here: we prove that a sequence of smooth maps between vector fields on affine spaces has a B-series expansion if and only if it is \emph{affine equivariant}, meaning it respects all affine maps between affine spaces

Formal series and numerical integrators: some history and some new techniques

This paper provides a brief history of B-series and the associated Butcher group and presents the new theory of word series and extended word series. B-series (Hairer and Wanner 1976) are formal series of functions parameterized by rooted trees. They greatly simplify the study of Runge-Kutta schemes and other numerical integrators. We examine the problems that led to the introduction of B-series and survey a number of more recent developments, including applications outside numerical mathematics. Word series (series of functions parameterized by words from an alphabet) provide in some cases a very convenient alternative to B-series. Associated with word series is a group G of coefficients with a composition rule simpler than the corresponding rule in the Butcher group. From a more mathematical point of view, integrators, like Runge-Kutta schemes, that are affine equivariant are represented by elements of the Butcher group, integrators that are equivariant with respect to arbitrary changes of variables are represented by elements of the word group G.Comment: arXiv admin note: text overlap with arXiv:1502.0552

Two interacting Hopf algebras of trees

Hopf algebra structures on rooted trees are by now a well-studied object, especially in the context of combinatorics. In this work we consider a Hopf algebra H by introducing a coproduct on a (commutative) algebra of rooted forests, considering each tree of the forest (which must contain at least one edge) as a Feynman-like graph without loops. The primitive part of the graded dual is endowed with a pre-Lie product defined in terms of insertion of a tree inside another. We establish a surprising link between the Hopf algebra H obtained this way and the well-known Connes-Kreimer Hopf algebra of rooted trees by means of a natural H-bicomodule structure on the latter. This enables us to recover recent results in the field of numerical methods for differential equations due to Chartier, Hairer and Vilmart as well as Murua.Comment: Error in antipode formula (section 7) corrected. Erratum submitte

Overview of (pro-)Lie group structures on Hopf algebra character groups

Character groups of Hopf algebras appear in a variety of mathematical and physical contexts. To name just a few, they arise in non-commutative geometry, renormalisation of quantum field theory, and numerical analysis. In the present article we review recent results on the structure of character groups of Hopf algebras as infinite-dimensional (pro-)Lie groups. It turns out that under mild assumptions on the Hopf algebra or the target algebra the character groups possess strong structural properties. Moreover, these properties are of interest in applications of these groups outside of Lie theory. We emphasise this point in the context of two main examples: The Butcher group from numerical analysis and character groups which arise from the Connes--Kreimer theory of renormalisation of quantum field theories.Comment: 31 pages, precursor and companion to arXiv:1704.01099, Workshop on "New Developments in Discrete Mechanics, Geometric Integration and Lie-Butcher Series", May 25-28, 2015, ICMAT, Madrid, Spai