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2026-01-15 20:01 UTC · math.NA · math.NA, cs.MS

High-Order Lie Derivatives from Taylor Series in the ADTAYL Package

Nedialko S. Nedialkov, John D. Pryce

High-order Lie derivatives are essential in nonlinear systems analysis. If done symbolically, their evaluation becomes increasingly expensive as the order increases. We present a compact and efficient numerical approach for computing Lie derivatives of scalar, vector, and covector fields using the MATLAB ADTAYL package. The method exploits a fact noted by Röbenack: that these derivatives coincide, up to factorial scaling, with the Taylor coefficients of expressions built from a Taylor expansion about a trajectory point and, when required, the associated variational matrix. Computational results for a gantry crane model demonstrate orders of magnitude speedups over symbolic evaluation using the MATLAB Symbolic Math Toolbox.
arXiv abstractPDF

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