3 papers
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…
math.OC2024
Stochastic Kinematic Optimal Control on SO(3)
Xi Wang, Xiaoyi Wang, Victor Solo
In this paper, we develop a novel method for deriving a global optimal control strategy for stochastic attitude kinematics on the special orthogonal group SO(3). We first introduce…