Wei-Norman equations for classical groups (Q2344811)

Let \[ \dot{x}(t)=M(t)x(t) \] be a non-autonomous system of \(N\) linear differential equations. \textit{J. Wei} and \textit{E. Norman} [Proc. Am. Math. Soc. 15, 327--334 (1964; Zbl 0119.07202)] proposed a method for solving such a system by transforming it to an autonomous, albeit nonlinear system using Lie-algebraic techniques. The present paper provides a method to reduce the resulting nonlinear system to a hierarchy of matrix Riccati equations in the case of all classical Lie algebras, namely of type \(A_N\), \(B_N\), \(C_N\) and \(D_N\). Hence, the applicability of Wei-Norman method is extending from the unitary and special linear groups to orthogonal and symplectic groups. But this method cannot be generalized to all Lie groups and \(G_2\) is presented as counterexample.