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Hans Munthe-Kaas

Publications and source records attributed to Hans Munthe-Kaas.

16 recordsLinked to original sources
arXiv2026

The free tracial post-Lie-Rinehart algebra of planar aromatic trees for the design of divergence-free Lie-group methods

Aromatic Butcher series were successfully introduced for the study and design of numerical integrators that preserve volume while solving differential equations in Euclidean spaces. They are naturally associated to pre-Lie-Rinehart algebras and pre-Hopf algebroids structures, and aromatic trees were shown to form the free tracial pre-Lie-Rinehart algebra. In this paper, we present the generalisation of aromatic trees for the study of divergence-free integrators on manifolds. We introduce planar aromatic trees, prove that they span the free tracial post-Lie-Rinehart algebra, and apply them for deriving new Lie-group methods that preserve geometric divergence-free features up to a high order of accuracy.

math.RA↗
arXiv2024

The universal equivariance properties of exotic aromatic B-series

The exotic aromatic Butcher series were originally introduced for the calculation of order conditions for the high order numerical integration of ergodic stochastic differential equations in $\mathbb{R}^d$ and on manifolds. We prove in this paper that exotic aromatic B-series satisfy a universal geometric property, namely that they are characterised by locality and equivariance with respect to orthogonal changes of coordinates. This characterisation confirms that exotic aromatic B-series are a fundamental geometric object that naturally generalises aromatic B-series and B-series, as they share similar equivariance properties. In addition, we provide a classification of the main subsets of the exotic aromatic B-series, in particular the exotic B-series, using different equivariance properties. Along the analysis, we present a generalised definition of exotic aromatic trees, dual vector fields, and we explore the impact of degeneracies on the classification.

math.NA↗
arXiv2024

Lie Admissible Triple Algebras: The Connection Algebra of Symmetric Spaces

Associated to a symmetric space there is a canonical connection with zero torsion and parallel curvature. This connection acts as a binary operator on the vector space of smooth sections of the tangent bundle, and it is linear with respect to the real numbers. Thus the smooth section of the tangent bundle together with the connection form an algebra we call the connection algebra. The constraints of zero torsion and constant curvature makes the connection algebra into a Lie admissible triple algebra. This is a type of algebra that generalises pre-Lie algebras, and it can be embedded into a post-Lie algebra in a canonical way that generalises the canonical embedding of Lie triple systems into Lie algebras. The free Lie admissible triple algebra can be described by incorporating triple-brackets into the leaves of rooted (non-planar) trees.

math.DG↗
arXiv2023

Geometric integration on symmetric spaces

We consider geometric numerical integration algorithms for differential equations evolving on symmetric spaces. The integrators are constructed from canonical operations on the symmetric space, its Lie triple system (LTS), and the exponential from the LTS to the symmetric space. Examples of symmetric spaces are n-spheres and Grassmann manifolds, the space of positive definite symmetric matrices, Lie groups with a symmetric product, and elliptic and hyperbolic spaces with constant sectional curvatures. We illustrate the abstract algorithm with concrete examples. In particular for the n-sphere and the n-dimensional hyperbolic space the resulting algorithms are very simple and cost only O(n) operations per step.

math.NA↗
arXiv2017

Pre- and Post-Lie Algebras: The Algebro-Geometric View

We relate composition and substitution in pre- and post-Lie algebras to algebraic geometry. The Connes-Kreimer Hopf algebras, and MKW Hopf algebras are then coordinate rings of the infinite-dimensional affine varieties consisting of series of trees, resp.\ Lie series of ordered trees. Furthermore we describe the Hopf algebras which are coordinate rings of the automorphism groups of these varieties, which govern the substitution law in pre- and post-Lie algebras.

math.AG↗
arXiv2017

Butcher series: A story of rooted trees and numerical methods for evolution equations

Butcher series appear when Runge-Kutta methods for ordinary differential equations are expanded in power series of the step size parameter. Each term in a Butcher series consists of a weighted elementary differential, and the set of all such differentials is isomorphic to the set of rooted trees, as noted by Cayley in the mid 19th century. A century later Butcher discovered that rooted trees can also be used to obtain the order conditions of Runge-Kutta methods, and he found a natural group structure, today known as the Butcher group. It is now known that many numerical methods also can be expanded in Butcher series; these are called B-series methods. A long-standing problem has been to characterize, in terms of qualitative features, all B-series methods. Here we tell the story of Butcher series, stretching from the early work of Cayley, to modern developments and connections to abstract algebra, and finally to the resolution of the characterization problem. This resolution introduces geometric tools and perspectives to an area traditionally explored using analysis and combinatorics.

math.NA↗
arXiv2017

Post-Lie algebras and factorization theorems

In this note we further explore the properties of universal enveloping algebras associated to a post-Lie algebra. Emphasizing the role of the Magnus expansion, we analyze the properties of group like-elements belonging to (suitable completions) of those Hopf algebras. Of particular interest is the case of post-Lie algebras defined in terms of solutions of modified classical Yang-Baxter equations. In this setting we will study factorization properties of the aforementioned group-like elements.

math.RA↗
arXiv2016

Integrators on homogeneous spaces: Isotropy choice and connections

We consider numerical integrators of ODEs on homogeneous spaces (spheres, affine spaces, hyperbolic spaces). Homogeneous spaces are equipped with a built-in symmetry. A numerical integrator respects this symmetry if it is equivariant. One obtains homogeneous space integrators by combining a Lie group integrator with an isotropy choice. We show that equivariant isotropy choices combined with equivariant Lie group integrators produce equivariant homogeneous space integrators. Moreover, we show that the RKMK, Crouch--Grossman or commutator-free methods are equivariant. To show this, we give a novel description of Lie group integrators in terms of stage trees and motion maps, which unifies the known Lie group integrators. We then proceed to study the equivariant isotropy maps of order zero, which we call connections, and show that they can be identified with reductive structures and invariant principal connections. We give concrete formulas for connections in standard homogeneous spaces of interest, such as Stiefel, Grassmannian, isospectral, and polar decomposition manifolds. Finally, we show that the space of matrices of fixed rank possesses no connection.

math.NA↗
arXiv2015

On the Lie enveloping algebra of a post-Lie algebra

We consider pairs of Lie algebras $g$ and $\bar{g}$, defined over a common vector space, where the Lie brackets of $g$ and $\bar{g}$ are related via a post-Lie algebra structure. The latter can be extended to the Lie enveloping algebra $U(g)$. This permits us to define another associative product on $U(g)$, which gives rise to a Hopf algebra isomorphism between $U(\bar{g})$ and a new Hopf algebra assembled from $U(g)$ with the new product. For the free post-Lie algebra these constructions provide a refined understanding of a fundamental Hopf algebra appearing in the theory of numerical integration methods for differential equations on manifolds. In the pre-Lie setting, the algebraic point of view developed here also provides a concise way to develop Butcher's order theory for Runge--Kutta methods.

math.NA↗
arXiv2015

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.

math.NA↗
arXiv2015

Aromatic Butcher Series

We show that without other further assumption than affine equivariance and locality, a numerical integrator has an expansion in a generalized form of Butcher series (B-series) which we call aromatic B-series. We obtain an explicit description of aromatic B-series in terms of elementary differentials associated to aromatic trees, which are directed graphs generalizing trees. We also define a new class of integrators, the class of aromatic Runge-Kutta methods, that extends the class of Runge-Kutta methods, and have aromatic B-series expansion but are not B-series methods. Finally, those results are partially extended to the case of more general affine group equivariance.

math.NA↗
arXiv2013

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.

math.NA↗
arXiv2012

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.

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arXiv2012

Algebraic structure of stochastic expansions and efficient simulation

We investigate the algebraic structure underlying the stochastic Taylor solution expansion for stochastic differential systems.Our motivation is to construct efficient integrators. These are approximations that generate strong numerical integration schemes that are more accurate than the corresponding stochastic Taylor approximation, independent of the governing vector fields and to all orders. The sinhlog integrator introduced by Malham & Wiese (2009) is one example. Herein we: show that the natural context to study stochastic integrators and their properties is the convolution shuffle algebra of endomorphisms; establish a new whole class of efficient integrators; and then prove that, within this class, the sinhlog integrator generates the optimal efficient stochastic integrator at all orders.

math.NA↗
arXiv2010

Hopf algebras of formal diffeomorphisms and numerical integration on manifolds

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 theory in perturbative quantum field theory 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^n acting upon itself by translations. Lie--Butcher theory combines classical B-series on R^n with Lie-series on manifolds. The underlying Hopf algebra combines the Connes-Kreimer Hopf algebra with the shuffle Hopf algebra of free Lie algebras. We give an introduction to Hopf algebraic structures and their relationship to structures appearing in numerical analysis, aimed at a general mathematical audience. 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 Faa di Bruno bialgebra is introduced, and the relation to non-commutative Bell polynomials is explored.

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