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

Invariant connections, Lie algebra actions, and foundations of numerical integration on manifolds

Motivated by numerical integration on manifolds, we relate the algebraic properties of invariant connections to their geometric properties. Using this perspective, we generalize some classical results of Cartan and Nomizu to invariant connections on algebroids. This has fundamental consequences for the theory of numerical integrators, giving a characterization of the spaces on which Butcher and Lie-Butcher series methods, which generalize Runge-Kutta methods, may be applied.Comment: 18 page

Symmetric spaces and Lie triple systems in numerical analysis of differential equations

A remarkable number of different numerical algorithms can be understood and analyzed using the concepts of symmetric spaces and Lie triple systems, which are well known in differential geometry from the study of spaces of constant curvature and their tangents. This theory can be used to unify a range of different topics, such as polar-type matrix decompositions, splitting methods for computation of the matrix exponential, composition of selfadjoint numerical integrators and dynamical systems with symmetries and reversing symmetries. The thread of this paper is the following: involutive automorphisms on groups induce a factorization at a group level, and a splitting at the algebra level. In this paper we will give an introduction to the mathematical theory behind these constructions, and review recent results. Furthermore, we present a new Yoshida-like technique, for self-adjoint numerical schemes, that allows to increase the order of preservation of symmetries by two units. Since all the time-steps are positive, the technique is particularly suited to stiff problems, where a negative time-step can cause instabilities

Post-Lie Algebras and Isospectral Flows

In this paper we explore the Lie enveloping algebra of a post-Lie algebra derived from a classical $R$-matrix. An explicit exponential solution of the corresponding Lie bracket flow is presented. It is based on the solution of a post-Lie Magnus-type differential equation

The aromatic bicomplex for the description of divergence-free aromatic forms and volume-preserving integrators

Aromatic B-series were introduced as an extension of standard Butcher-series for the study of volume-preserving integrators. It was proven with their help that the only volume-preserving B-series method is the exact flow of the differential equation. The question was raised whether there exists a volume-preserving integrator that can be expanded as an aromatic B-series. In this work, we introduce a new algebraic tool, called the aromatic bicomplex, similar to the variational bicomplex in variational calculus. We prove the exactness of this bicomplex and use it to describe explicitly the key object in the study of volume-preserving integrators: the aromatic forms of vanishing divergence. The analysis provides us with a handful of new tools to study aromatic B-series, gives insights on the process of integration by parts of trees, and allows to describe explicitly the aromatic B-series of a volume-preserving integrator. In particular, we conclude that an aromatic Runge-Kutta method cannot preserve volume.Comment: 41 page

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