Composition Methods for Dynamical Systems Separable into Three Parts

New families of fourth-order composition methods for the numerical integration of initial value problems defined by ordinary differential equations are proposed. They are designed when the problem can be separated into three parts in such a way that each part is explicitly solvable. The methods are obtained by applying different optimization criteria and preserve geometric properties of the continuous problem by construction. Different numerical examples exhibit their improved performance with respect to previous splitting methods in the literature

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

Conservation of phase space properties using exponential integrators on the cubic Schrödinger equation

The cubic nonlinear Schrödinger (NLS) equation with periodic boundary conditions is solvable using Inverse Spectral Theory. The nonlinear spectrum of the associated Lax pair reveals topological properties of the NLS phase space that are difficult to assess by other means. In this paper we use the invariance of the nonlinear spectrum to examine the long time behavior of exponential and multisymplectic integrators as compared with the most commonly used split step approach. The initial condition used is a perturbation of the unstable plane wave solution, which is difficult to numerically resolve. Our findings indicate that the exponential integrators from the viewpoint of efficiency and speed have an edge over split step, while a lower order multisymplectic is not as accurate and too slow to compete. © 2006 Elsevier Inc. All rights reserved

エネルギー関数を持つ発展方程式に対する幾何学的数値計算法

学位の種別: 課程博士審査委員会委員 : (主査)東京大学教授 松尾 宇泰, 東京大学教授 中島 研吾, 東京大学准教授 鈴木 秀幸, 東京大学准教授 長尾 大道, 東京大学准教授 齋藤 宣一University of Tokyo(東京大学

Towards New High-Order Operator Splitting Time-Integration Methods

Operator splitting (OS) methods represent a powerful strategy to solve an extensive range of mathematical models in the form of differential equations. They have a long and celebrated history, having been successfully used for well over half a century to provide efficient numerical solutions to challenging problems. In fact, OS methods are often the only viable way to solve many problems in practice. The simplest, and perhaps, most well-known OS methods are Lie--Trotter--Godunov and the Strang--Marchuk methods. They compute a numerical solution that is first-, and second-order accurate in time, respectively. OS methods can be derived by imposing order conditions using the Campbell--Baker--Hausdorff formula. It follows that, by setting the appropriate order conditions, it is possible to derive OS methods of any desired order. An important observation regarding OS methods with order higher than two is that, according to the Sheng--Suzuki theorem, at least one of their defining coefficients must be negative. Therefore, the time integration with OS methods of order higher than two has not been considered suitable to solve deterministic parabolic problems, because the necessary backward time integration would cause instabilities. Throughout this thesis, we focus our attention on high-order (i.e., order higher than two) OS methods. We successfully assess the convergence properties of some higher-order OS methods on diffusion-reaction problems describing cardiac electrophysiology and on an advection-diffusion-reaction problem describing chemical combustion. Furthermore, we compare the efficiency performance of higher-order methods to second-order methods. For all the cases considered, we confirm an improved efficiency performance compared to methods of lower order. Next, we observe how, when using OS and Runge--Kutta type methods to advance the time integration, we can construct a unique extended Butcher tableau with a similar structure to the ones describing Generalized Additive Runge--Kutta (GARK) methods. We define a combination of methods to be OS-GARK methods. We apply linear stability analysis to OS-GARK methods; this allows us to conveniently analyze the stability properties of any combination of OS and Runge--Kutta methods. Doing so, we are able to perform an eigenvalue analysis to understand and improve numerically unstable solutions

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

Many-body physics of strongly interacting Rydberg atoms

The understanding of the strongly correlated dynamics of many-body quantum systems out of equilibrium is one of the most challenging tasks in modern physics. Rydberg atoms, which are atoms excited to states with high principal quantum number, have proved to be a very successful platform for the study of these systems. The detailed understanding of the excitation dynamics will be helpful for the implementation of various quantum simulation and quantum computation protocols. In the present thesis the emergent properties of a many-body system are studied in conditions where the dynamics of the internal and external degrees of freedom can be partially decoupled. The study is done by means of Monte Carlo simulations upon a simple toy model. Internally the system is modelled as an Ising-like spin system coupled to an external field and with long range interactions among the spins. Dissipation is also included in the model, and a master equation approach is used to derive the time evolution of the system. Different Kinetic Monte Carlo methods are discussed in order to solve that master equation. We used the model and the methods developed to study emergent phenomena in the excitation dynamics of a cold gas of Rydberg atoms. In the resonant regime we observed the effects of the blockade where the presence of an excited atom inhibits the excitation of his neighbors. In the off resonant regime we observed facilitated excitation, whereby an excitation in the system shifts a ground state atom at a well-defined distance into resonance. We also performed simulations of the excitation process with quenches of the detuning finding interesting and unexpected results in the dynamics approaching the equilibrium. The dynamics of the external (translational) degrees of freedom is modelled as as that of classical particles which interact by means of a potential C_α/r^α. The features of different algorithms to solve the classical equations of motion are discussed focusing on the requirement that the Hamiltonian must be conserved while integrating the Hamilton equations for such systems. We performed simulations on the external dynamics of a cluster of Rydberg atoms replicating the features of an experiment performed in the laboratory. Our experiment aims to measure directly the effect of van der Waals forces between atoms of Rubidium excited to Rydberg states. We used the simulations to analyze the outcome to the experiment and found good agreement between the experimental data and the simulation

Symplectic methods for Hamiltonian systems with additive noise

Stochastic systems, phase flows of which have integral invariants, are considered. Hamiltonian systems with additive noise being a wide class of such systems possess the property of preserving symplectic structure. For them, numerical methods preserving the symplectic structure are constructed. A special attention is paid to systems with separable Hamiltonians, to second order differential equations with additive noise, and to Hamiltonian systems with small additive noise

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