Wei-Norman equations for classical groups

We show that the non-linear autonomus Wei-Norman equations, expressing the solution of a linear system of non-autonomous equations on a Lie algebra, can be reduced to the hierarchy of matrix Riccati equations in the case of all classical simple Lie algebras. The result generalizes our previous one concerning the complex Lie algebra of the special linear group. We show that it cannot be extended to all simple Lie algebras, in particular to the exceptional $G_2$ algebra.

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