Stratified Lie systems: Theory and applications

A stratified Lie system is a nonautonomous system of first-order ordinary differential equations on a manifold $M$ described by a $t$-dependent vector field $X=\sum_{\alpha=1}^rg_\alpha X_\alpha$, where $X_1,\ldots,X_r$ are vector fields on $M$ spanning an $r$-dimensional Lie algebra that are tangent to the strata of a stratification $\mathcal{F}$ of $M$ while $g_1,\ldots,g_r:\mathbb{R}\times M\rightarrow \mathbb{R}$ are functions depending on $t$ that are constant along integral curves of $X_1,\ldots,X_r$ for each fixed $t$. We analyse the particular solutions of stratified Lie systems and how their properties can be obtained as generalisations of those of Lie systems. We illustrate our results by studying Lax pairs and a class of $t$-dependent Hamiltonian systems. We study stratified Lie systems with compatible geometric structures. In particular, a class of stratified Lie systems on Lie algebras are studied via Poisson structures induced by $r$-matrices.