Runge-Kutta methods on Lie groups (Q1387241)

The author constructs generalized Runge-Kutta (RK) methods for solving differential equations evolving on a Lie group. Since the methods use intrinsic operations on the group, the numerical solutions evolve on the correct manifold, what, in general, is not true in the case of embedded methods. In order to achieve a given order the presented family of RK methods satisfied two criteria: coefficients \(a_{ij}\) and \(b_j\) satisfy the classical order conditions, and it is necessary to construct functions which correct certain non-commutative effects to the given order. After excellent mathematical background the author presents explicitly 3rd and 4th order algorithms and a numerical example.