Magnus-based geometric integrators for dynamical systems with time-dependent potentials

[ES] Esta tesis trata sobre la integración numérica de sistemas hamiltonianos con potenciales explícitamente dependientes del tiempo. Los problemas de este tipo son comunes en la física matemática, porque provienen de la mecánica cuántica, clásica y celestial. La meta de la tesis es construir integradores para unos problemas relevantes no autónomos: la ecuación de Schrödinger, que es el fundamento de la mecánica cuántica; las ecuaciones de Hill y de onda, que describen sistemas oscilatorios; el problema de Kepler con la masa variante en el tiempo. El Capítulo 1 describe la motivación y los objetivos de la obra en el contexto histórico de la integración numérica. En el Capítulo 2 se introducen los conceptos esenciales y unas herramientas fundamentales utilizadas a lo largo de la tesis. El diseño de los integradores propuestos se basa en los métodos de composición y escisión y en el desarrollo de Magnus. En el Capítulo 3 se describe el primero. Su idea principal consta de una recombinación de unos integradores sencillos para obtener la solución del problema. El concepto importante de las condiciones de orden se describe en ese capítulo. En el Capítulo 4 se hace un resumen de las álgebras de Lie y del desarrollo de Magnus que son las herramientas algebraicas que permiten expresar la solución de ecuaciones diferenciales dependientes del tiempo. La ecuación lineal de Schrödinger con potencial dependiente del tiempo está examinada en el Capítulo 5. Dado su estructura particular, nuevos métodos casi sin conmutadores, basados en el desarrollo de Magnus, son construidos. Su eficiencia es demostrada en unos experimentos numéricos con el modelo de Walker-Preston de una molécula dentro de un campo electromagnético. En el Capítulo 6, se diseñan los métodos de Magnus-escisión para las ecuaciones de onda y de Hill. Su eficiencia está demostrada en los experimentos numéricos con varios sistemas oscilatorios: con la ecuación de Mathieu, la ec. de Hill matricial, las ecuaciones de onda y de Klein-Gordon-Fock. El Capítulo 7 explica cómo el enfoque algebraico y el desarrollo de Magnus pueden generalizarse a los problemas no lineales. El ejemplo utilizado es el problema de Kepler con masa decreciente. El Capítulo 8 concluye la tesis, reseña los resultados y traza las posibles direcciones de la investigación futura.[CA] Aquesta tesi tracta de la integració numèrica de sistemes hamiltonians amb potencials explícitament dependents del temps. Els problemes d'aquest tipus són comuns en la física matemàtica, perquè provenen de la mecànica quàntica, clàssica i celest. L'objectiu de la tesi és construir integradors per a uns problemes rellevants no autònoms: l'equació de Schrödinger, que és el fonament de la mecànica quàntica; les equacions de Hill i d'ona, que descriuen sistemes oscil·latoris; el problema de Kepler amb la massa variant en el temps. El Capítol 1 descriu la motivació i els objectius de l'obra en el context històric de la integració numèrica. En Capítol 2 s'introdueixen els conceptes essencials i unes ferramentes fonamentals utilitzades al llarg de la tesi. El disseny dels integradors proposats es basa en els mètodes de composició i escissió i en el desenvolupament de Magnus. En el Capítol 3, es descriu el primer. La seua idea principal consta d'una recombinació d'uns integradors senzills per a obtenir la solució del problema. El concepte important de les condicions d'orde es descriu en eixe capítol. El Capítol 4 fa un resum de les àlgebres de Lie i del desenvolupament de Magnus que són les ferramentes algebraiques que permeten expressar la solució d'equacions diferencials dependents del temps. L'equació lineal de Schrödinger amb potencial dependent del temps està examinada en el Capítol 5. Donat la seua estructura particular, nous mètodes quasi sense commutadors, basats en el desenvolupament de Magnus, són construïts. La seua eficiència és demostrada en uns experiments numèrics amb el model de Walker-Preston d'una molècula dins d'un camp electromagnètic. En el Capítol 6 es dissenyen els mètodes de Magnus-escissió per a les equacions d'onda i de Hill. El seu rendiment està demostrat en els experiments numèrics amb diversos sistemes oscil·latoris: amb l'equació de Mathieu, l'ec. de Hill matricial, les equacions d'onda i de Klein-Gordon-Fock. El Capítol 7 explica com l'enfocament algebraic i el desenvolupament de Magnus poden generalitzar-se als problemes no lineals. L'exemple utilitzat és el problema de Kepler amb massa decreixent. El Capítol 8 conclou la tesi, ressenya els resultats i traça les possibles direccions de la investigació futura.[EN] The present thesis addresses the numerical integration of Hamiltonian systems with explicitly time-dependent potentials. These problems are common in mathematical physics because they come from quantum, classical and celestial mechanics. The goal of the thesis is to construct integrators for several import ant non-autonomous problems: the Schrödinger equation, which is the cornerstone of quantum mechanics; the Hill and the wave equations, that describe oscillating systems; the Kepler problem with time-variant mass. Chapter 1 describes the motivation and the aims of the work in the historical context of numerical integration. In Chapter 2 essential concepts and some fundamental tools used throughout the thesis are introduced. The design of the proposed integrators is based on the composition and splitting methods and the Magnus expansion. In Chapter 3, the former is described. Their main idea is to recombine some simpler integrators to obtain the solution. The salient concept of order conditions is described in that chapter. Chapter 4 summarises Lie algebras and the Magnus expansion ¿ algebraic tools that help to express the solution of time-dependent differential equations. The linear Schrödinger equation with time-dependent potential is considered in Chapter 5. Given its particular structure, new, Magnus-based quasi-commutator-free integrators are build. Their efficiency is shown in numerical experiments with the Walker-Preston model of a molecule in an electromagnetic field. In Chapter 6, Magnus-splitting methods for the wave and the Hill equations are designed. Their performance is demonstrated in numerical experiments with various oscillatory systems: the Mathieu equation, the matrix Hill eq., the wave and the Klein-Gordon-Fock eq. Chapter 7 shows how the algebraic approach and the Magnus expansion can be generalised to non-linear problems. The example used is the Kepler problem with decreasing mass. The thesis is concluded by Chapter 8, in which the results are reviewed and possible directions of future work are outlined.Kopylov, N. (2019). Magnus-based geometric integrators for dynamical systems with time-dependent potentials [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/118798TESI

Fourth-order time-stepping for stiff PDEs on the sphere

We present in this paper algorithms for solving stiff PDEs on the unit sphere with spectral accuracy in space and fourth-order accuracy in time. These are based on a variant of the double Fourier sphere method in coefficient space with multiplication matrices that differ from the usual ones, and implicit-explicit time-stepping schemes. Operating in coefficient space with these new matrices allows one to use a sparse direct solver, avoids the coordinate singularity and maintains smoothness at the poles, while implicit-explicit schemes circumvent severe restrictions on the time-steps due to stiffness. A comparison is made against exponential integrators and it is found that implicit-explicit schemes perform best. Implementations in MATLAB and Chebfun make it possible to compute the solution of many PDEs to high accuracy in a very convenient fashion

A family of high-order multistep methods with vanished phase-lag and its derivatives for the numerical solution of the Schrödinger equation

AbstractMany simulation algorithms (chemical reaction systems, differential systems arising from the modelling of transient behaviour in the process industries etc.) contain the numerical solution of systems of differential equations. For the efficient solution of the above mentioned problems, linear multistep methods or Runge–Kutta single-step methods are used. For the simulation of chemical procedures the radial Schrödinger equation is used frequently. In the present paper we will study a class of linear multistep methods. More specifically, the purpose of this paper is to develop an efficient algorithm for the approximate solution of the radial Schrödinger equation and related problems. This algorithm belongs in the category of the multistep methods. In order to produce an efficient multistep method the phase-lag property and its derivatives are used. Hence the main result of this paper is the development of an efficient multistep method for the numerical solution of systems of ordinary differential equations with oscillating or periodical solutions. The reason of their efficiency, as the analysis proved, is that the phase-lag and its derivatives are eliminated. Another reason of the efficiency of the new obtained methods is that they have high algebraic orde

Geometric Integrators for Schrödinger Equations

The celebrated Schrödinger equation is the key to understanding the dynamics of quantum mechanical particles and comes in a variety of forms. Its numerical solution poses numerous challenges, some of which are addressed in this work. Arguably the most important problem in quantum mechanics is the so-called harmonic oscillator due to its good approximation properties for trapping potentials. In Chapter 2, an algebraic correspondence-technique is introduced and applied to construct efficient splitting algorithms, based solely on fast Fourier transforms, which solve quadratic potentials in any number of dimensions exactly - including the important case of rotating particles and non-autonomous trappings after averaging by Magnus expansions. The results are shown to transfer smoothly to the Gross-Pitaevskii equation in Chapter 3. Additionally, the notion of modified nonlinear potentials is introduced and it is shown how to efficiently compute them using Fourier transforms. It is shown how to apply complex coefficient splittings to this nonlinear equation and numerical results corroborate the findings. In the semiclassical limit, the evolution operator becomes highly oscillatory and standard splitting methods suffer from exponentially increasing complexity when raising the order of the method. Algorithms with only quadratic order-dependence of the computational cost are found using the Zassenhaus algorithm. In contrast to classical splittings, special commutators are allowed to appear in the exponents. By construction, they are rapidly decreasing in size with the semiclassical parameter and can be exponentiated using only a few Lanczos iterations. For completeness, an alternative technique based on Hagedorn wavepackets is revisited and interpreted in the light of Magnus expansions and minor improvements are suggested. In the presence of explicit time-dependencies in the semiclassical Hamiltonian, the Zassenhaus algorithm requires a special initiation step. Distinguishing the case of smooth and fast frequencies, it is shown how to adapt the mechanism to obtain an efficiently computable decomposition of an effective Hamiltonian that has been obtained after Magnus expansion, without having to resolve the oscillations by taking a prohibitively small time-step. Chapter 5 considers the Schrödinger eigenvalue problem which can be formulated as an initial value problem after a Wick-rotating the Schrödinger equation to imaginary time. The elliptic nature of the evolution operator restricts standard splittings to low order, ¿ < 3, because of the unavoidable appearance of negative fractional timesteps that correspond to the ill-posed integration backwards in time. The inclusion of modified potentials lifts the order barrier up to ¿ < 5. Both restrictions can be circumvented using complex fractional time-steps with positive real part and sixthorder methods optimized for near-integrable Hamiltonians are presented. Conclusions and pointers to further research are detailed in Chapter 6, with a special focus on optimal quantum control.Bader, PK. (2014). Geometric Integrators for Schrödinger Equations [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/38716TESISPremios Extraordinarios de tesis doctorale

An overview of the proper generalized decomposition with applications in computational rheology

We review the foundations and applications of the proper generalized decomposition (PGD), a powerful model reduction technique that computes a priori by means of successive enrichment a separated representation of the unknown field. The computational complexity of the PGD scales linearly with the dimension of the space wherein the model is defined, which is in marked contrast with the exponential scaling of standard grid-based methods. First introduced in the context of computational rheology by Ammar et al. [3] and [4], the PGD has since been further developed and applied in a variety of applications ranging from the solution of the Schrödinger equation of quantum mechanics to the analysis of laminate composites. In this paper, we illustrate the use of the PGD in four problem categories related to computational rheology: (i) the direct solution of the Fokker-Planck equation for complex fluids in configuration spaces of high dimension, (ii) the development of very efficient non-incremental algorithms for transient problems, (iii) the fully three-dimensional solution of problems defined in degenerate plate or shell-like domains often encountered in polymer processing or composites manufacturing, and finally (iv) the solution of multidimensional parametric models obtained by introducing various sources of problem variability as additional coordinates

A Parametric Method Optimised for the Solution of the (2+1)-Dimensional Nonlinear Schrödinger Equation

open access articleWe investigate the numerical solution of the nonlinear Schrödinger equation in two spatial dimensions and one temporal dimension. We develop a parametric Runge–Kutta method with four of their coefficients considered as free parameters, and we provide the full process of constructing the method and the explicit formulas of all other coefficients. Consequently, we produce an adaptable method with four degrees of freedom, which permit further optimisation. In fact, with this methodology, we produce a family of methods, each of which can be tailored to a specific problem. We then optimise the new parametric method to obtain an optimal Runge–Kutta method that performs efficiently for the nonlinear Schrödinger equation. We perform a stability analysis, and utilise an exact dark soliton solution to measure the global error and mass error of the new method with and without the use of finite difference schemes for the spatial semi-discretisation. We also compare the efficiency of the new method and other numerical integrators, in terms of accuracy versus computational cost, revealing the superiority of the new method. The proposed methodology is general and can be applied to a variety of problems, without being limited to linear problems or problems with oscillatory/periodic solutions

Splitting methods for autonomous and non-autonomous perturbed equations

[EN] This thesis addresses the treatment of perturbed problems with splitting methods. After motivating these problems in Chapter 1, we give a thorough introduction in Chapter 2, which includes the objectives, several basic techniques and already existing methods. In Chapter 3, we consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative coefficients). We propose to consider a class of methods that allows us to evaluate all time dependent operators at real values of the time, leading to schemes which are stable and simple to implement. If the system can be considered as the perturbation of an exactly solvable problem and the flow of the dominant part is advanced using real coefficients, it is possible to build highly efficient methods for these problems. We show the performance of this class of methods for several numerical examples and present some new improved schemes. In Chapter 4, we propose splitting methods for the computation of the exponential of perturbed matrices which can be written as the sum A = D+epsilon*B of a sparse and efficiently exponentiable matrix D with sparse exponential exp(D) and a dense matrix epsilon*B which is of small norm in comparison with D. The predominant algorithm is based on scaling the large matrix A by a small number 2^(-s) , which is then exponentiated by efficient Padé or Taylor methods and finally squared in order to obtain an approximation for the full exponential. In this setting, the main portion of the computational cost arises from dense-matrix multiplications and we present a modified squaring which takes advantage of the smallness of the perturbation matrix B in order to reduce the number of squarings necessary. Theoretical results on local error and error propagation for splitting methods are complemented with numerical experiments and show a clear improvement over existing methods when medium precision is sought. In Chapter 5, we consider the numerical integration of the perturbed Hill's equation. Parametric resonances can appear and this property is of great interest in many different physical applications. Usually, the Hill's equations originate from a Hamiltonian function and the fundamental matrix solution is a symplectic matrix. This is a very important property to be preserved by the numerical integrators. In this chapter we present new sixth-and eighth-order symplectic exponential integrators that are tailored to the Hill's equation. The methods are based on an efficient symplectic approximation to the exponential of high dimensional coupled autonomous harmonic oscillators and yield accurate results for oscillatory problems at a low computational cost. Several numerical examples illustrate the performance of the new methods. Conclusions and pointers to further research are detailed in Chapter 6.[ES] Esta tesis aborda el tratamiento de problemas perturbados con métodos de escisión (splitting). Tras motivar el origen de este tipo de problemas en el capítulo 1, introducimos los objetivos, varias técnicas básicas y métodos existentes en capítulo 2. En el capítulo 3 consideramos la integración numérica de ecuaciones no autónomas separables y parabólicas usando métodos de splitting de orden mayor que dos usando coeficientes complejos (métodos con coeficientes reales de orden mayor de dos necesariamente tienen coeficientes negativos). Proponemos una clase de métodos que permite evaluar todos los operadores con dependencia temporal en valores reales del tiempo lo cual genera esquemas estables y fáciles de implementar. Si el sistema se puede considerar como una perturbación de un problema resoluble de forma exacta y si el flujo de la parte dominante se avanza usando coeficientes reales, es posible construir métodos altamente eficientes para este tipo de problemas. Demostramos la eficiencia de estos métodos en varios ejemplos numéricos. En el capítulo 4 proponemos métodos de splitting para el cálculo de la exponencial de matrices perturbadas que se pueden escribir como suma A = D + epsilon*B de una matriz dispersa y eficientemente exponenciable con exponencial dispersa exp(D) y una matriz densa epsilon*B de noma pequeña. El algoritmo predominante se basa en escalar la matriz grande con un número pequeño 2^(-s) para poder exponenciar el resultado con métodos eficientes de Padé o Taylor y finalmente obtener la aproximación a la exponencial elevando al cuadrado repetidamente. En este contexto, el coste computacional proviene de las multiplicaciones de matrices densas y presentamos una cuadratura modificada aprovechando la estructura perturbada para reducir el número de productos. Resultados teóricos sobre errores locales y propagación de error para métodos de splitting son complementados con experimentos numéricos y muestran una clara mejora sobre métodos existentes a precisión media. En el capítulo 5, consideramos la integración numérica de la ecuación de Hill perturbada. Resonancias paramétricas pueden aparecer y esta propiedad es de gran interés en muchas aplicaciones físicas. Habitualmente, las ecuaciones de Hill provienen de una función hamiltoniana y la solución fundamental es una matriz simpléctica, una propiedad muy importante que preservar con los integradores numéricos. Presentamos nuevos integradores simplécticos exponenciales de orden seis y ocho tallados a la ecuación de Hills. Estos métodos se basan en una aproximación simpléctica eficiente a la exponencial de osciladores armónicos acoplados de dimensión alta y dan lugar a resultados precisos para problemas oscilatorios a un coste computacional bajo y varios ejemplos numéricos ilustran su rendimiento. Conclusiones e indicadores para futuros estudios se detallan en el capítulo 6.[CA] La present tesi està enfocada al tractament de problemes perturbats utilitzant, entre altres, mètodes d'escisió (splitting). Comencem motivant l'oritge d'aquest tipus de problems al capítol 1, i a continuació introduïm el objectius, diferents tècniques bàsiques i alguns mètodes existents al capítol 2. Al capítol 3, consideram la integració numèrica d'equacions no autònomes separables i parabòliques utilitzant mètodes d'splitting d'ordre major que dos utilitzant coeficients complexos (mètodes amb coeficients reials d'ordre major que dos necesariament tenen coeficients negatius). Proposem una clase de mètodes que permeten evaluar tots els operadors amb dependència temporal explícita amb valors reials del temps. Esta forma de procedir genera esquemes estables i fàcils d'implementar. Si el sistema es pot considerar com una perturbació d'un problema exactament resoluble, i la part dominant s'avança utilitzant coeficients reials, es posible construir mètodes altament eficients per aquest tipus de problemes Demostrem la eficiència d'estos mètodes per a diferents exemples numèrics. Al capítol 4, proposem mètodes d'splitting per al càcul de la exponencial de matrius pertorbades que es poden escriure com suma A = D + epsilon*B (una matriu que es pot exponenciar fàcilment i eficientemente, com es el cas d'algunes matrius disperses exp(D), i una matriu densa epsilon*B de norma menuda). L'algorisme predominant es basa en escalar la matriu gran amb un nombre menut 2^(-s) per a poder exponenciar el resultat amb mètodes eficients de Padé o Taylor i finalment obtindre la aproximació a la exponencial elevant al quadrat repetidament. En este context, el cost computacional prové de les multiplicacions de matrius denses i presentem una quadratura modificada aprofitant la estructura de matriu pertorbada per reduir el nombre de productes. Resultats teòrics sobre errors locals i propagació d'error per a mètodes d'splitting son analitzats i corroborats amb experiments numèrics, mostrant una clara millora respecte a mètodes existens quan es busca una precisió moderada. Al capítol 5, considerem la integració numèrica de l'ecuació de Hill pertorbada. En este tipus d'equacions poden apareixer resonàncies paramètriques i esta propietat es de gran interés en moltes aplicacions físiques. Habitualment, les equacions de Hill provenen d'una función hamiltoniana i la solució fonamental es una matriu simplèctica, siguent esta una propietat molt important a preservar pels integradors numèrics. Presentams nous integradors simplèctics exponencials d'orden sis i huit construits especialmente per resoldre l'ecuació de Hill. Estos mètodes es basen en una aproxmiació simplèctica eficient a la exponencial d'osciladors harmònics acoplats de dimensió alta i donen lloc a resultats precisos per a problemas oscilatoris a un cost computacional baix. La eficiencia dels mètodes s'il.lustra en diferents exemples numèrics. Conclusions i indicadors per a futurs estudis es detallen al capítol 6.Seydaoglu, M. (2016). Splitting methods for autonomous and non-autonomous perturbed equations [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/71358TESI