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The Newton iteration on Lie groups. (English) Zbl 0957.65054

The authors are concerned with the numerical solution of a nonlinear equation on a manifold. They present two versions of Newton’s iterative method for solving f(y)=0, where f maps from a Lie group into its corresponding Lie algebra. Both versions reduce to the standard method in Euclidean coordinates. Local quadratic convergence is proved under suitable assumptions on f.

The investigations presented has been mainly motivated by the use of implicit methods (such as the backward Euler method) for solving initial-value problems for ordinary differential equations on manifolds. The numerical example presented at the end of the paper comes from that field. Finally, some possible extension (e.g. the use of higher-order implicit methods for the time integration) and open problems are discussed.


MSC:
65J15Equations with nonlinear operators (numerical methods)
22E30Analysis on real and complex Lie groups
34C40ODE on manifolds
65L05Initial value problems for ODE (numerical methods)
47J25Iterative procedures (nonlinear operator equations)