An introduction to Lie group integrators -- basics, new developments and applications

We give a short and elementary introduction to Lie group methods. A selection of applications of Lie group integrators are discussed. Finally, a family of symplectic integrators on cotangent bundles of Lie groups is presented and the notion of discrete gradient methods is generalised to Lie groups

WENO schemes applied to the quasi-relativistic Vlasov--Maxwell model for laser-plasma interaction

In this paper we focus on WENO-based methods for the simulation of the 1D Quasi-Relativistic Vlasov--Maxwell (QRVM) model used to describe how a laser wave interacts with and heats a plasma by penetrating into it. We propose several non-oscillatory methods based on either Runge--Kutta (explicit) or Time-Splitting (implicit) time discretizations. We then show preliminary numerical experiments

Computations involving differential operators and their actions on functions

The algorithms derived by Grossmann and Larson (1989) are further developed for rewriting expressions involving differential operators. The differential operators involved arise in the local analysis of nonlinear dynamical systems. These algorithms are extended in two different directions: the algorithms are generalized so that they apply to differential operators on groups and the data structures and algorithms are developed to compute symbolically the action of differential operators on functions. Both of these generalizations are needed for applications

On algebraic structures of numerical integration on vector spaces and manifolds

Numerical analysis of time-integration algorithms has been applying advanced algebraic techniques for more than fourty years. An explicit description of the group of characters in the Butcher-Connes-Kreimer Hopf algebra first appeared in Butcher's work on composition of integration methods in 1972. In more recent years, the analysis of structure preserving algorithms, geometric integration techniques and integration algorithms on manifolds have motivated the incorporation of other algebraic structures in numerical analysis. In this paper we will survey structures that have found applications within these areas. This includes pre-Lie structures for the geometry of flat and torsion free connections appearing in the analysis of numerical flows on vector spaces. The much more recent post-Lie and D-algebras appear in the analysis of flows on manifolds with flat connections with constant torsion. Dynkin and Eulerian idempotents appear in the analysis of non-autonomous flows and in backward error analysis. Non-commutative Bell polynomials and a non-commutative Fa\`a di Bruno Hopf algebra are other examples of structures appearing naturally in the numerical analysis of integration on manifolds.Comment: 42 pages, final versio

Lie Group integrators for mechanical systems

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 important classes of intrinsic Lie group integrators are the Runge--Kutta--Munthe--Kaas methods and the commutator free Lie group integrators. We give a short introduction to these classes of methods. The Hamiltonian framework is attractive for many mechanical problems, and in particular we shall consider Lie group integrators for problems on cotangent bundles of Lie groups where a number of different formulations are possible. There is a natural symplectic structure on such manifolds and through variational principles one may derive symplectic Lie group integrators. We also consider the practical aspects of the implementation of Lie group integrators, such as adaptive time stepping. The theory is illustrated by applying the methods to two nontrivial applications in mechanics. One is the N-fold spherical pendulum where we introduce the restriction of the adjoint action of the group $SE(3)$ to $TS^2$, the tangent bundle of the two-dimensional sphere. Finally, we show how Lie group integrators can be applied to model the controlled path of a payload being transported by two rotors. This problem is modeled on $\mathbb{R}^6\times \left(SO(3)\times \mathfrak{so}(3)\right)^2\times (TS^2)^2$ and put in a format where Lie group integrators can be applied.Comment: 35 page

Casimir preserving stochastic Lie-Poisson integrators

Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are developed extending Runge-Kutta Munthe-Kaas methods. The underlying Lie-Poisson structure is preserved along stochastic trajectories. A related stochastic differential equation on the Lie algebra is derived. The solution of this differential equation updates the evolution of the Lie-Poisson dynamics by means of the exponential map. The constructed numerical method conserves Casimir-invariants exactly, which is important for long time integration. This is illustrated numerically for the case of the stochastic heavy top and the stochastic sine-Euler equations

On post-Lie algebras, Lie--Butcher series and moving frames

Pre-Lie (or Vinberg) algebras arise from flat and torsion-free connections on differential manifolds. They have been studied extensively in recent years, both from algebraic operadic points of view and through numerous applications in numerical analysis, control theory, stochastic differential equations and renormalization. Butcher series are formal power series founded on pre-Lie algebras, used in numerical analysis to study geometric properties of flows on euclidean spaces. Motivated by the analysis of flows on manifolds and homogeneous spaces, we investigate algebras arising from flat connections with constant torsion, leading to the definition of post-Lie algebras, a generalization of pre-Lie algebras. Whereas pre-Lie algebras are intimately associated with euclidean geometry, post-Lie algebras occur naturally in the differential geometry of homogeneous spaces, and are also closely related to Cartan's method of moving frames. Lie--Butcher series combine Butcher series with Lie series and are used to analyze flows on manifolds. In this paper we show that Lie--Butcher series are founded on post-Lie algebras. The functorial relations between post-Lie algebras and their enveloping algebras, called D-algebras, are explored. Furthermore, we develop new formulas for computations in free post-Lie algebras and D-algebras, based on recursions in a magma, and we show that Lie--Butcher series are related to invariants of curves described by moving frames.Comment: added discussion of post-Lie algebroid