Lie group

In mathematics, a Lie group (pronounced /liː/ LEE) is a group that is also a differentiable manifold, such that group multiplication and taking inverses are both differentiable.

A manifold is a space that locally resembles Euclidean space, whereas groups define the abstract concept of a binary operation along with the additional properties it must have to be thought of as a "transformation" in the abstract sense, for instance multiplication and the taking of inverses (to allow division), or equivalently, the concept of addition and subtraction. Combining these two ideas, one obtains a continuous group where multiplying points and their inverses is continuous. If the multiplication and taking of inverses are smooth (differentiable) as well, one obtains a Lie group.

Lie groups provide a natural model for the concept of continuous symmetry, a celebrated example of which is the circle group. Rotating a circle is an example of a continuous symmetry. For any rotation of the circle, there exists the same symmetry, and concatenation of such rotations makes them into the circle group, an archetypal example of a Lie group. Lie groups are widely used in many parts of modern mathematics and physics.

Lie groups were first found by studying matrix subgroups ${\displaystyle G}$ contained in ${\displaystyle {\text{GL}}_{n}(\mathbb {R} )}$ or ⁠${\displaystyle {\text{GL}}_{n}(\mathbb {C} )}$⁠, the groups of ${\displaystyle n\times n}$ invertible matrices over ${\displaystyle \mathbb {R} }$ or ⁠${\displaystyle \mathbb {C} }$⁠. These are now called the classical groups, as the concept has been extended far beyond these origins. Lie groups are named after Norwegian mathematician Sophus Lie (1842–1899), who laid the foundations of the theory of continuous transformation groups. Lie's original motivation for introducing Lie groups was to model the continuous symmetries of differential equations, in much the same way that finite groups are used in Galois theory to model the discrete symmetries of algebraic equations.

Sophus Lie considered the winter of 1873–1874 as the birth date of his theory of continuous groups. Thomas Hawkins, however, suggests that it was "Lie's prodigious research activity during the four-year period from the fall of 1869 to the fall of 1873" that led to the theory's creation. Some of Lie's early ideas were developed in close collaboration with Felix Klein. Lie met with Klein every day from October 1869 through 1872: in Berlin from the end of October 1869 to the end of February 1870, and in Paris, Göttingen and Erlangen in the subsequent two years. Lie stated that all of the principal results were obtained by 1884. But during the 1870s all his papers (except the very first note) were published in Norwegian journals, which impeded recognition of the work throughout the rest of Europe. In 1884 a young German mathematician, Friedrich Engel, came to work with Lie on a systematic treatise to expose his theory of continuous groups. From this effort resulted the three-volume Theorie der Transformationsgruppen, published in 1888, 1890, and 1893. The term groupes de Lie first appeared in French in 1893 in the thesis of Lie's student Arthur Tresse.

Lie's ideas did not stand in isolation from the rest of mathematics. In fact, his interest in the geometry of differential equations was first motivated by the work of Carl Gustav Jacobi, on the theory of partial differential equations of first order and on the equations of classical mechanics. Much of Jacobi's work was published posthumously in the 1860s, generating enormous interest in France and Germany. Lie's idée fixe was to develop a theory of symmetries of differential equations that would accomplish for them what Évariste Galois had done for algebraic equations: namely, to classify them in terms of group theory. Lie and other mathematicians showed that the most important equations for special functions and orthogonal polynomials tend to arise from group theoretical symmetries. In Lie's early work, the idea was to construct a theory of continuous groups, to complement the theory of discrete groups that had developed in the theory of modular forms, in the hands of Felix Klein and Henri Poincaré. The initial application that Lie had in mind was to the theory of differential equations. On the model of Galois theory and polynomial equations, the driving conception was of a theory capable of unifying, by the study of symmetry, the whole area of ordinary differential equations. However, the hope that Lie theory would unify the entire field of ordinary differential equations was not fulfilled. Symmetry methods for ODEs continue to be studied, but do not dominate the subject. There is a differential Galois theory, but it was developed by others, such as Picard and Vessiot, and it provides a theory of quadratures, the indefinite integrals required to express solutions.

Additional impetus to consider continuous groups came from ideas of Bernhard Riemann, on the foundations of geometry, and their further development in the hands of Klein. Thus three major themes in 19th century mathematics were combined by Lie in creating his new theory:

Although today Sophus Lie is rightfully recognized as the creator of the theory of continuous groups, a major stride in the development of their structure theory, which was to have a profound influence on subsequent development of mathematics, was made by Wilhelm Killing, who in 1888 published the first paper in a series entitled Die Zusammensetzung der stetigen endlichen Transformationsgruppen (The composition of continuous finite transformation groups). The work of Killing, later refined and generalized by Élie Cartan, led to classification of semisimple Lie algebras, Cartan's theory of symmetric spaces, and Hermann Weyl's description of representations of compact and semisimple Lie groups using highest weights.