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Fix typos
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dnguyend committed Jul 21, 2024
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24 changes: 12 additions & 12 deletions tests/notebooks/TestExpmAndCayleyIntegrator.ipynb
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"where $v\\in T_xG$. We have the expansion\n",
"$$\\fR(x, hv) = x + hv + \\frac{h^2}{2}x(x^{-1}v)^2 + O(h^3)\n",
"$$\n",
"Thus, the adjustmented drift will be $\\mu_{\\fR} = \\mu - \\frac{1}{2}x(x^{-1}\\sigmam(x; E_{ij}))^2$ for the equation:\n",
"Thus, the adjusted drift will be $\\mu_{\\fR} = \\mu - \\frac{1}{2}x(x^{-1}\\sigmam(x; E_{ij}))^2$ for the equation:\n",
"$$dX = \\mu dt + \\sigmam(X)dW_t.$$\n",
"For a random move $\\Delta_W \\sim N(0, h^{\\frac{1}{2}}I_{\\R^{N\\times N}})$, the Euler-Maruyama exponential step will be\n",
"$$X_{i+1} = X_i\\expm(X_i^{-1}(h\\mu_r(X_i)+ \\sigmam(X)\\Delta_W ))\n",
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"\n",
"For the group SO(N), or (more generally, for quadratic Lie group [Celledoni and Iserle]), for $a\\in \\so(N)$, we have $p(-a)^{-1}p(a)$ is in $SO(N)$ for all analytic $p$ with real coefficients. With $p(x) = 1+\\frac{x}{2}$, we have the Cayley retraction\n",
"\n",
"$$\\fR_{Cayley}(x, v) = x(I-\\frac{1}{2}x^{-1}v)^{-1}(I-\\frac{1}{2}x^{-1}v),\n",
"$$\\fR_{Cayley}(x, v) = x(I-\\frac{1}{2}x^{-1}v)^{-1}(I+\\frac{1}{2}x^{-1}v),\n",
"$$\n",
"and the Euler-Maruyama Cayle steps will be\n",
"$$X_{i+1} = X_i(I - \\frac{1}{2}X_i^{-1}(h\\mu_r(X_i)+ \\sigmam(X)\\Delta_W ))^{-1}\n",
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