Applications of group theory in numerical analysis? - MathOverflow most recent 30 from http://mathoverflow.net 2013-06-19T21:33:44Z http://mathoverflow.net/feeds/question/103085 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/103085/applications-of-group-theory-in-numerical-analysis Applications of group theory in numerical analysis? an12 2012-07-25T09:58:22Z 2013-01-12T20:05:06Z <p>Are applications of group theory known to exist in numerical analysis? One particular aspect I am curious about is whether matrix groups have been successfully used to derive algorithms. Also, are there aspects of numerical analysis that would have been difficult to conceive or derive WITHOUT the help of group theory?</p> http://mathoverflow.net/questions/103085/applications-of-group-theory-in-numerical-analysis/103086#103086 Answer by Mark Sapir for Applications of group theory in numerical analysis? Mark Sapir 2012-07-25T10:09:22Z 2012-07-25T10:09:22Z <p>To solve PDE exactly, you can use the "differential Galois theory" which first was studied by Sofus Lie and more recently by Ovsiannikov and his followers. See, for example Ovsyannikov, L. V. The group analysis purposes. Modern group analysis, V (Johannesburg, 1994). Lie Groups Appl. 1 (1994), no. 1, 193–202. I am sure that similar ideas can work in numerical analysis. </p> http://mathoverflow.net/questions/103085/applications-of-group-theory-in-numerical-analysis/103089#103089 Answer by PaPiro for Applications of group theory in numerical analysis? PaPiro 2012-07-25T11:01:01Z 2012-07-25T11:55:49Z <p>I recommend P. Winternitz, <em>Group Theory and Numerical Analysis</em>, AMS, 2005. </p> <p>From <a href="http://books.google.com/books?id=3FJlTmuczD0C&amp;hl=en&amp;redir_esc=y" rel="nofollow">Google Books</a>:</p> <blockquote> <blockquote> <p>The Workshop on Group Theory and Numerical Analysis brought together scientists working in several different but related areas. The unifying theme was the application of group theory and geometrical methods to the solution of differential and difference equations. The emphasis was on the combination of analytical and numerical methods and also the use of symbolic computation.</p> </blockquote> </blockquote> <p>Also, P.J. Oliver, <em>Applications of Lie Groups to Differential Equations</em>, Springer, 2000.</p> <p><a href="http://www.amazon.com/Applications-Lie-Groups-Differential-Equations/dp/0387950001" rel="nofollow">From Amazon</a>:</p> <blockquote> <blockquote> <p>A solid introduction to applications of Lie groups to differential equations which have proved to be useful in practice. The computational methods are presented such that graduates and researchers can readily learn to use them.</p> </blockquote> </blockquote> http://mathoverflow.net/questions/103085/applications-of-group-theory-in-numerical-analysis/103091#103091 Answer by Alexander Chervov for Applications of group theory in numerical analysis? Alexander Chervov 2012-07-25T11:54:19Z 2012-07-25T11:54:19Z <p><a href="http://en.wikipedia.org/wiki/Alain_Connes" rel="nofollow">Alain Connes</a>&amp; K mentions some "Butcher group" ( <a href="http://arxiv.org/abs/hep-th/9904044" rel="nofollow">http://arxiv.org/abs/hep-th/9904044</a> ):</p> <blockquote> <p>... We emphasize the unifying role which the Butcher group, discovered in the study of <strong>numerical integration of ordinary differential equations</strong>, plays in QFT.</p> </blockquote> <p>See also:</p> <p><a href="http://arxiv.org/abs/math/0603023" rel="nofollow">On the Hopf Algebraic Structure of Lie Group Integrators</a> H. Z. Munthe-Kaas, W. M. Wright</p> <p><a href="http://arxiv.org/abs/0905.0087" rel="nofollow">Hopf algebras of formal diffeomorphisms and numerical integration on manifolds</a> Alexander Lundervold, Hans Munthe-Kaas</p> <p><a href="http://en.wikipedia.org/wiki/Hopf_algebras" rel="nofollow">Hopf algebras</a> are in some sense "almost groups":) so hopefully this should qualify.</p> <p>In general it seems to me that these series of works by Connes, Kreimer, Broadhurst, Moscovich &amp; K on the Hopf algebras in various fields of math is quite fascinating...</p> http://mathoverflow.net/questions/103085/applications-of-group-theory-in-numerical-analysis/103094#103094 Answer by Denis Serre for Applications of group theory in numerical analysis? Denis Serre 2012-07-25T12:13:12Z 2012-07-25T12:13:12Z <p>As far as DFT and FFT is considered as a part of Numerical Analysis, finite abelian groups apply, especially ${\mathbb Z}/2^n{\mathbb Z}$. </p> http://mathoverflow.net/questions/103085/applications-of-group-theory-in-numerical-analysis/103099#103099 Answer by quid for Applications of group theory in numerical analysis? quid 2012-07-25T12:41:45Z 2012-07-25T12:41:45Z <p>There is a (recent) approach to the problem of <em>fast matrix multiplication</em> that involves representation theory of finite (nonabelian) groups. (Roughly, it reduces/transfers the problem of the existence of fast algorithms to certain question on representations of finite groups.) This was pioneered by Cohn and Umans, see for example <a href="http://arxiv.org/abs/math.GR/0511460" rel="nofollow"><em>Group theoretic algorithms for matrix multiplication</em> by Cohn, Kleinberg, Szegedy, Umans</a> for more details. </p> <p>However, as incidentally <a href="http://mathoverflow.net/questions/101531/how-fast-can-we-really-multiply-matrices/101532#101532" rel="nofollow">recently mentioned on MO by one of the authors</a> these algorithms are not / cannot (yet) be used in practise. </p> http://mathoverflow.net/questions/103085/applications-of-group-theory-in-numerical-analysis/118757#118757 Answer by jmbr for Applications of group theory in numerical analysis? jmbr 2013-01-12T20:05:06Z 2013-01-12T20:05:06Z <p>An example of ideas from Lie groups being used for the analysis of ODE integrators can be found in <a href="http://epubs.surrey.ac.uk/1542/" rel="nofollow">Reich, S. (1999). Backward error analysis for numerical integrators. SIAM Journal on Numerical Analysis, 36(5), 1549–1570.</a>.</p>