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math.NA2025

Tangent Space Parametrization for Stochastic Differential Equations on SO(n)

Xi Wang, Victor Solo

In this paper, we study the numerical simulation of stochastic differential equations (SDEs) on the special orthogonal Lie group . We propose a geometry-preserving nu…

math.NA2025

Geometry-preserving Numerical Scheme for Riemannian Stochastic Differential Equations

Xi Wang, Victor Solo

Stochastic differential equations (SDEs) on Riemannian manifolds have numerous applications in system identification and control. However, geometry-preserving numerical methods for…