Integrators on homogeneous spaces: isotropy choice and connections

DOI10.1007/S10208-015-9267-7MaRDI QIDQ330098zbMATH OpenOpenAlexFDO

Authors Olivier Verdier, Hans Munthe-Kaas

Publication date 24 October 2016

Published in Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.6981

zbMATH Keywords

connectionconstant rank matricesGrassmannianhomogeneous spacesLax pairLie group integratorspolar decompositionprojective spaceRunge-KuttaskeletonStiefel manifoldsymmetric spaces

Mathematics Subject Classification ID

Grassmannians, Schubert varieties, flag manifolds (14M15) Homogeneous spaces (22F30) Approximation methods and numerical treatment of dynamical systems (37Mxx) Differential geometry of homogeneous manifolds (53C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical problems in dynamical systems (65Pxx)

Abstract: 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.

Review text

The authors study numerical integrators of ordinary differential equations on homogeneous spaces for which spheres, affine spaces and hyperbolic spaces are some examples. An equivariant numerical integrator respects the built-in symmetry available in a homogeneous space. It is shown that equivariant isotropy choices in conjunction with equivariant Lie group integrators yield equivariant homogeneous space integrators. A description of Lie group integrators in terms of stage trees and motion maps is provided which, on the one hand presents a unified approach to known Lie group integrators and on the other, is used in showing that techniques including Rung-Kutta-Munthe-Kaas, Crouch-Grossman and commutator-free methods are equivariant. \textit{Connections} (namely, equivariant isotropy maps of order zero) are studied and for which explicit formulae are given in homogeneous spaces including Stiefel, Grassmannian, isospectral and polar decomposition manifolds. As a concluding result, it is shown that the space of matrices of fixed rank possesses no connection.

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Cited in

(7)

• Geometric integration algorithms on homogeneous manifolds
• High-order integrators for Lagrangian systems on homogeneous spaces via nonholonomic mechanics
• Numerical accuracy of ladder schemes for parallel transport on manifolds
• A numerical algorithm for \(C^2\)-splines on symmetric spaces
• High-Order Retractions on Matrix Manifolds Using Projected Polynomials
• Invariant connections, Lie algebra actions, and foundations of numerical integration on manifolds
• Geometric integration on symmetric spaces

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