On Cayley-transform methods for the discretization of Lie-group equations (Q5943876)

The author presents an effective method for computation of solutions of the differential equation for certain Lie groups by means of a Cayley transform. Given the differential equation for elements \(Y(t)\) of a Lie group \(G\), \[ Y'(t)= A(t, Y(t)) Y(t),\quad Y(t_0)= Y_0,\quad t_0\leq t< \infty, \] a differential equation for \(\Omega(t)\) in the associated group algebra is derived where \[ Y(t)= \text{Cay}(\Omega(t),\textstyle{{1\over 2}}) Y(t_0),\;\text{Cay}(z,\alpha)= (1+\alpha z)/(1- \alpha z) \text{ (a Cayley transform}). \] Assuming the linear case, \(A(t, Y(t))= B(t)\), \(\Omega(t)\) is approximated by a sum \[ \Omega(t)= \sum^k_{i=0} T_i(t), \] where \(T_i(t)\) are complicated multiple integrals involving \(B(t)\). The author describes an effective procedure to obtain terms \(T_i(t)\) in the sum employing \(T_0(t),\dots,\) \(T_{i-1}(t)\) already computed \(i= 1,2,\dots\)\ . The procedure is described by means of rooted trees. It is effective for a class of Lie groups called quadratic Lie groups which include the orthogonal group and the symplectic group. The method of computation is like the method of rooted trees [cf. \textit{A. Iserles}, \textit{A. Marthinsen} and \textit{S. P. Nørsett}, BIT 39, No. 2, 281-304 (1999; Zbl 0933.65077)] to approximate solutons of general Lie groups means of an exponential transformation [cf. \textit{A. Iserles}, Notices Am. Math. Soc., Vol. 49, No. 4, 430-440 (2002)].