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math.NA2026
Geometric Milstein Scheme for Stochastic Differential Equations on SO(n) and SE(n)
Xi Wang, Victor Solo
In the paper, we propose a higher-order geometry-preserving numerical method for stochastic differential equations (SDEs) evolving on the Lie groups SO(n) and SE(n). Most existing…
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…