A short proof of Isserlis' theorem
We show that Isserlis' theorem follows as a corollary to the invariant tensor theorem for isotropic tensors.
math.PR↗
arXiv subjects
Hans Z. Munthe-Kaas
Publications and source records attributed to Hans Z. Munthe-Kaas.
Post-Lie Algebra Structure of Manifolds with Constant Curvature and Torsion
For a general affine connection with parallel torsion and curvature, we show that a post-Lie algebra structure exists on its space of vector fields, generalizing previous results for flat connections. However, for non-flat connections, the vector fields alone are not enough, as the presence of curvature also necessitates that we include endomorphisms corresponding to infinitesimal actions of the holonomy group. We give details on the universal Lie algebra of this post-Lie algebra and give applications for solving differential equations on manifolds.
math.DG↗
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.
math.NA↗
The universal pre-Lie-Rinehart algebras of aromatic trees
We organize colored aromatic trees into a pre-Lie-Rinehart algebra (i.e. a flat torsion-free Lie-Rinehart algebra) endowed with a natural trace map, and show the freeness of this object among pre-Lie-Rinehart algebras with trace. This yields the algebraic foundations of aromatic B-series.
math.RA↗
Planarly branched rough paths and rough differential equations on homogeneous spaces
The central aim of this work is to understand rough differential equations on homogeneous spaces. We focus on the formal approach, by giving an explicit expansion of the solution at each point of the real line in terms of decorated planar forests. For this we develop the notion of planarly branched rough paths, following M. Gubinelli's branched rough paths. The definition is similar to the one in the flat case, the main difference being the replacement of the Butcher--Connes--Kreimer Hopf algebra of non-planar rooted forests by the Munthe-Kaas--Wright Hopf algebra of planar rooted forests. We show how the latter permits to handle rough differential equations on homogeneous spaces using planarly branched rough paths, the same way branched rough paths are used in the context of rough differential equations on finite-dimensional vector spaces. An analogue of T. Lyons' extension theorem is proven. Finally, under analyticity assumptions on the coefficients and when the Hölder index of the driving path is equal to one, we show convergence of the planar forest expansion in a small time interval.
math.CA↗
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.
math.DG↗
Lie-Butcher series, Geometry, Algebra and Computation
Lie-Butcher (LB) series are formal power series expressed in terms of trees and forests. On the geometric side LB-series generalizes classical B-series from Euclidean spaces to Lie groups and homogeneous manifolds. On the algebraic side, B-series are based on pre-Lie algebras and the Butcher-Connes-Kreimer Hopf algebra. The LB-series are instead based on post-Lie algebras and their enveloping algebras. Over the last decade the algebraic theory of LB-series has matured. The purpose of this paper is twofold. First, we aim at presenting the algebraic structures underlying LB series in a concise and self contained manner. Secondly, we review a number of algebraic operations on LB-series found in the literature, and reformulate these as recursive formulae. This is part of an ongoing effort to create an extensive software library for computations in LB-series and B-series in the programming language Haskell.
math.NA↗
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.
math.RA↗
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.
math.NA↗
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 Faà di Bruno Hopf algebra are other examples of structures appearing naturally in the numerical analysis of integration on manifolds.
math.NA↗