The Magnus expansion and some of its applications

Approximate resolution of linear systems of differential equations with varying coefficients is a recurrent problem shared by a number of scientific and engineering areas, ranging from Quantum Mechanics to Control Theory. When formulated in operator or matrix form, the Magnus expansion furnishes an elegant setting to built up approximate exponential representations of the solution of the system. It provides a power series expansion for the corresponding exponent and is sometimes referred to as Time-Dependent Exponential Perturbation Theory. Every Magnus approximant corresponds in Perturbation Theory to a partial re-summation of infinite terms with the important additional property of preserving at any order certain symmetries of the exact solution. The goal of this review is threefold. First, to collect a number of developments scattered through half a century of scientific literature on Magnus expansion. They concern the methods for the generation of terms in the expansion, estimates of the radius of convergence of the series, generalizations and related non-perturbative expansions. Second, to provide a bridge with its implementation as generator of especial purpose numerical integration methods, a field of intense activity during the last decade. Third, to illustrate with examples the kind of results one can expect from Magnus expansion in comparison with those from both perturbative schemes and standard numerical integrators. We buttress this issue with a revision of the wide range of physical applications found by Magnus expansion in the literature.Comment: Report on the Magnus expansion for differential equations and its applications to several physical problem

The instanton method and its numerical implementation in fluid mechanics

A precise characterization of structures occurring in turbulent fluid flows at high Reynolds numbers is one of the last open problems of classical physics. In this review we discuss recent developments related to the application of instanton methods to turbulence. Instantons are saddle point configurations of the underlying path integrals. They are equivalent to minimizers of the related Freidlin-Wentzell action and known to be able to characterize rare events in such systems. While there is an impressive body of work concerning their analytical description, this review focuses on the question on how to compute these minimizers numerically. In a short introduction we present the relevant mathematical and physical background before we discuss the stochastic Burgers equation in detail. We present algorithms to compute instantons numerically by an efficient solution of the corresponding Euler-Lagrange equations. A second focus is the discussion of a recently developed numerical filtering technique that allows to extract instantons from direct numerical simulations. In the following we present modifications of the algorithms to make them efficient when applied to two- or three-dimensional fluid dynamical problems. We illustrate these ideas using the two-dimensional Burgers equation and the three-dimensional Navier-Stokes equations

Higher-dimensional puncture initial data

We calculate puncture initial data, corresponding to single and binary black holes with linear momenta, which solve the constraint equations of D-dimensional vacuum gravity. The data are generated by a modification of the pseudospectral code presented in [ M. Ansorg, B. Bruegmann and W. Tichy Phys. Rev. D 70 064011 (2004)] and made available as the TwoPunctures thorn inside the Cactus computational toolkit. As examples, we exhibit convergence plots, the violation of the Hamiltonian constraint as well as the initial data for D=4,5,6,7. These initial data are the starting point to perform high-energy collisions of black holes in D dimensions

Structure and stability of non-symmetric Burgers vortices

We investigate, numerically and analytically, the structure and stability of steady and quasi-steady solutions of the Navier–Stokes equations corresponding to stretched vortices embedded in a uniform non-symmetric straining field, ([alpha]x, [beta]y, [gamma]z), [alpha]+[beta]+[gamma]=0, one principal axis of extensional strain of which is aligned with the vorticity. These are known as non-symmetric Burgers vortices (Robinson & Saffman 1984). We consider vortex Reynolds numbers R=[Gamma]/(2[pi]v) where [Gamma] is the vortex circulation and v the kinematic viscosity, in the range R=1[minus sign]104, and a broad range of strain ratios [lambda]=([beta][minus sign][alpha])/([beta]+[alpha]) including [lambda]>1, and in some cases [lambda][dbl greater-than sign]1. A pseudo-spectral method is used to obtain numerical solutions corresponding to steady and quasi-steady vortex states over our whole (R, [lambda]) parameter space including [lambda] where arguments proposed by Moffatt, Kida & Ohkitani (1994) demonstrate the non-existence of strictly steady solutions. When [lambda][dbl greater-than sign]1, R[dbl greater-than sign]1 and [epsilon][identical with][lambda]/R[double less-than sign]1, we find an accurate asymptotic form for the vorticity in a region 11. An iterative technique based on the power method is used to estimate the largest eigenvalues for the non-symmetric case [lambda]>0. Stability is found for 0[less-than-or-eq, slant][lambda][less-than-or-eq, slant]1, and a neutrally convective mode of instability is found and analysed for [lambda]>1. Our general conclusion is that the generalized non-symmetric Burgers vortex is unconditionally stable to two-dimensional disturbances for all R, 0[less-than-or-eq, slant][lambda][less-than-or-eq, slant]1, and that when [lambda]>1, the vortex will decay only through exponentially slow leakage of vorticity, indicating extreme robustness in this case

Structure and stability of non-symmetric Burgers vortices

We investigate, numerically and analytically, the structure and stability of steady and quasi-steady solutions of the Navier–Stokes equations corresponding to stretched vortices embedded in a uniform non-symmetric straining field, ([alpha]x, [beta]y, [gamma]z), [alpha]+[beta]+[gamma]=0, one principal axis of extensional strain of which is aligned with the vorticity. These are known as non-symmetric Burgers vortices (Robinson & Saffman 1984). We consider vortex Reynolds numbers R=[Gamma]/(2[pi]v) where [Gamma] is the vortex circulation and v the kinematic viscosity, in the range R=1[minus sign]104, and a broad range of strain ratios [lambda]=([beta][minus sign][alpha])/([beta]+[alpha]) including [lambda]>1, and in some cases [lambda][dbl greater-than sign]1. A pseudo-spectral method is used to obtain numerical solutions corresponding to steady and quasi-steady vortex states over our whole (R, [lambda]) parameter space including [lambda] where arguments proposed by Moffatt, Kida & Ohkitani (1994) demonstrate the non-existence of strictly steady solutions. When [lambda][dbl greater-than sign]1, R[dbl greater-than sign]1 and [epsilon][identical with][lambda]/R[double less-than sign]1, we find an accurate asymptotic form for the vorticity in a region 11. An iterative technique based on the power method is used to estimate the largest eigenvalues for the non-symmetric case [lambda]>0. Stability is found for 0[less-than-or-eq, slant][lambda][less-than-or-eq, slant]1, and a neutrally convective mode of instability is found and analysed for [lambda]>1. Our general conclusion is that the generalized non-symmetric Burgers vortex is unconditionally stable to two-dimensional disturbances for all R, 0[less-than-or-eq, slant][lambda][less-than-or-eq, slant]1, and that when [lambda]>1, the vortex will decay only through exponentially slow leakage of vorticity, indicating extreme robustness in this case