I was reading Cohn's book on Lie Groups.In introduction part he has given the motivation behind Lie Groups.It is like this

If solution of the differential equation $\frac{dx_{i}}{dt}=u(t)$ is $x_{i}=f_{i}(x,t) $ then we can think of this solution as a linear transformation $x'=S_{t}(x)$ such that each point $x$ can be associated with a new point $x'$ reached after time $t$ .Then family of transformations $(S_{t})$ on the whole space forms a group,with the operation $S_{t}.S_{t'}(x)=S_{t+t'}$.

I could not understand the whole concept of constructing transformations from differential equations and the defined operation

  • $\begingroup$ The group property that you mention fails in general, unless $u=u(x_i)$. Please clarify this point first. $\endgroup$ – John B Jan 25 '16 at 2:12
  • $\begingroup$ Can you explain this with a simple example of $\frac{dx}{dt}=2t$ in a single variable case ? $\endgroup$ – Madhu Jan 25 '16 at 11:04

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