NAMar 7, 2018
A Numerical Algorithm for C2-splines on Symmetric SpacesGeir Bogfjellmo, Klas Modin, Olivier Verdier
Cubic spline interpolation on Euclidean space is a standard topic in numerical analysis, with countless applications in science and technology. In several emerging fields, for example computer vision and quantum control, there is a growing need for spline interpolation on curved, non-Euclidean space. The generalization of cubic splines to manifolds is not self-evident, with several distinct approaches. One possibility is to mimic the acceleration minimizing property, which leads to Riemannian cubics. This, however, require the solution of a coupled set of non-linear boundary value problems that cannot be integrated explicitly, even if formulae for geodesics are available. Another possibility is to mimic De~Casteljau's algorithm, which leads to generalized Bézier curves. To construct C2-splines from such curves is a complicated non-linear problem, until now lacking numerical methods. Here we provide an iterative algorithm for C2-splines on Riemannian symmetric spaces, and we prove convergence of linear order. In terms of numerical tractability and computational efficiency, the new method surpasses those based on Riemannian cubics. Each iteration is parallel, thus suitable for multi-core implementation. We demonstrate the algorithm for three geometries of interest: the $n$-sphere, complex projective space, and the real Grassmannian.
GRMay 3, 2016
The tame Butcher groupGeir Bogfjellmo, Alexander Schmeding
The Butcher group is a powerful tool to analyse integration methods for ordinary differential equations, in particular Runge--Kutta methods. Recently, a natural Lie group structure has been constructed for this group. Unfortunately, the associated topology is too coarse for some applications in numerical analysis. In the present paper, we propose to remedy this problem by replacing the Butcher group with the subgroup of all exponentially bounded elements. This "tame Butcher group" turns out to be an infinite-dimensional Lie group with respect to a finer topology. As a first application we then show that the correspondence of elements in the tame Butcher group with their associated B-series induces certain Lie group (anti)morphisms.
NAApr 23, 2014
High order symplectic partitioned Lie group methodsGeir Bogfjellmo, Håkon Marthinsen
In this article, a unified approach to obtain symplectic integrators on T*G from Lie group integrators on a Lie group G is presented. The approach is worked out in detail for symplectic integrators based on Runge--Kutta--Munthe-Kaas methods and Crouch--Grossman methods. These methods can be interpreted as symplectic partitioned Runge--Kutta methods extended to the Lie group setting in two different ways. In both cases, we show that it is possible to obtain symplectic integrators of arbitrarily high order by this approach.
NASep 17, 2018
Collective Symplectic Integrators on $S_2^N \times T^*\mathbb{R}^M$Geir Bogfjellmo
A novel symplectic integrator for Hamiltonian equations on $S_2^n \times T^{\ast} \RR^m$ is developed and studied. Partitioned Runge--Kutta methods for Hamiltonian systems on products of Hamiltionian manifolds are studied, specifically, algebraic conditions for their symplecticity are derived.
GRMay 6, 2015
The Lie group structure of the Butcher groupGeir Bogfjellmo, Alexander Schmeding
The Butcher group is a powerful tool to analyse integration methods for ordinary differential equations, in particular Runge--Kutta methods. In the present paper, we complement the algebraic treatment of the Butcher group with a natural infinite-dimensional Lie group structure. This structure turns the Butcher group into a real analytic Baker--Campbell--Hausdorff Lie group modelled on a Fréchet space. In addition, the Butcher group is a regular Lie group in the sense of Milnor and contains the subgroup of symplectic tree maps as a closed Lie subgroup. Finally, we also compute the Lie algebra of the Butcher group and discuss its relation to the Lie algebra associated to the Butcher group by Connes and Kreimer.