Higher strong order methods for linear Itô SDEs on matrix Lie groups

In this paper we present a general procedure for designing higher strong order methods for linear Itô stochastic differential equations on matrix Lie groups and illustrate this strategy with two novel schemes that have a strong convergence order of 1.5. Based on the Runge–Kutta–Munthe–Kaas (RKMK) method for ordinary differential equations on Lie groups, we present a stochastic version of this scheme and derive a condition such that the stochastic RKMK has the same strong convergence order as the underlying stochastic Runge–Kutta method. Further, we show how our higher order schemes can be applied in a mechanical engineering as well as in a financial mathematics setting.

Least number of n-periodic points of self-maps of $$PSU(2)\times PSU(2)$$

Let $$f:M\rightarrow M$$ f : M → M be a self-map of a compact manifold and $$n\in {\mathbb {N}}$$ n ∈ N . In general, the least number of n-periodic points in the smooth homotopy class of f may be much bigger than in the continuous homotopy class. For a class of spaces, including compact Lie groups, a necessary condition for the equality of the above two numbers, for each iteration $$f^n$$ f n , appears. Here we give the explicit form of the graph of orbits of Reidemeister classes $$\mathcal {GOR}(f^*)$$ GOR ( f ∗ ) for self-maps of projective unitary group PSU(2) and of $$PSU(2)\times PSU(2)$$ P S U ( 2 ) × P S U ( 2 ) satisfying the necessary condition. The structure of the graphs implies that for self-maps of the above spaces the necessary condition is also sufficient for the smooth minimal realization of n-periodic points for all iterations.

Rate of Entropy Production in Stochastic Mechanical Systems

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for which the fluctuation-dissipation theorem applies, i.e., return-to-equilibrium processes. Two separate ways for ensembles of such mechanical systems forced by noise to reach equilibrium are examined here. First, a restorative potential and damping can be applied, leading to a classical return-to-equilibrium process wherein energy taken out by damping can balance the energy going in from the noise. Second, the process evolves on a compact configuration space (such as random walks on spheres, torsion angles in chain molecules, and rotational Brownian motion) lead to long-time solutions that are constant over the configuration space, regardless of whether or not damping and random forcing balance. This is a kind of potential-free equilibrium distribution resulting from topological constraints. Inertial and noninertial (kinematic) systems are considered. These systems can consist of unconstrained particles or more complex systems with constraints, such as rigid-bodies or linkages. These more complicated systems evolve on Lie groups and model phenomena such as rotational Brownian motion and nonholonomic robotic systems. In all cases, it is shown that the rate of entropy production is closely related to the appropriate concept of Fisher information matrix of the probability density defined by the Fokker–Planck equation. Classical results from information theory are then repurposed to provide computable bounds on the rate of entropy production in stochastic mechanical systems.

Mathematical modeling in the study of semisymmetric connections on three-dimensional Lie groups with the metric of the Ricci soliton

Semisymmetric connections were first discovered by E. Cartan and are a natural generalization of the Levi-Civita connection. The properties of the parallel transfer of such connections and the basic tensor fields were investigated by I. Agrikola, K. Yano and other mathematicians. In this paper, a mathematical model is constructed for studying semisymmetric connections on three-dimensional Lie groups with the metric of an invariant Ricci soliton. A classification of these connections on three-dimensional unimodular Lie groups with left-invariant Riemannian metric of the Ricci soliton is obtained. It is proved that in this case there are nontrivial invariant semisimetric connections. Previously, the authors carried out similar studies in the class of Einstein metrics.