Symplectic propagators for the Kepler problem with time-dependent mass

[EN] New numerical integrators specifically designed for solving the two-body gravitational problem with a time-varying mass are presented. They can be seen as a generalization of commutator-free quasi-Magnus exponential integrators and are based on the compositions of symplectic flows. As a consequence, in their implementation they use the mapping that solves the autonomous problem with averaged masses at intermediate stages. Methods up to order eight are constructed and shown to be more efficient than other symplectic schemes on numerical examples.This work has been funded by Ministerio de Economia, Industria y Competitividad (Spain) through project MTM2016-77660-P (AEI/FEDER, UE). Kopylov has also been partly supported by Grant GRISOLIA/2015/A/137 from the Generalitat Valenciana.Bader, P.; Blanes Zamora, S.; Casas, F.; Kopylov, N. (2019). Symplectic propagators for the Kepler problem with time-dependent mass. Celestial Mechanics and Dynamical Astronomy. 131(6):1-19. https://doi.org/10.1007/s10569-019-9903-7S1191316Abraham, R., Marsden, J.: Foundations of Mechanics, 2nd edn. Addison-Wesley, Reading (1978)Adams, F., Anderson, K., Bloch, A.: Evolution of planetary systems with time-dependent stellar mass-loss. Month. Not. R. Astronom. Soc. 432, 438–454 (2013)Alvermann, A., Fehske, H.: High-order commutator-free exponential time-propagation of driven quantum systems. J. Comput. Phys. 230, 5930–5956 (2011)Arnold, V.: Mathematical Methods of Classical Mechanics, 2nd edn. Springer, Berlin (1989)Blanes, S.: Time-average on the numerical integration of non-autonomous differential equations. SIAM J. Numer. Anal. 56, 2513–2536 (2018)Blanes, S., Casas, F.: A Concise Introduction to Geometric Numerical Integration. CRC Press, Boca Raton (2016)Blanes, S., Casas, F., Ros, J.: Processing symplectic methods for near-integrable Hamiltonian systems. Celest. Mech. Dyn. Astron. 77, 17–35 (2000)Blanes, S., Casas, F., Oteo, J., Ros, J.: The Magnus expansion and some of its applications. Phys. Rep. 470, 151–238 (2009)Blanes, S., Casas, F., Thalhammer, M.: High-order commutator-free quasi-Magnus exponential integrators for non-autonomous linear evolution equations. Comput. Phys. Commun. 220, 243–262 (2017)Blanes, S., Casas, F., Thalhammer, M.: Convergence analysis of high-order commutator-free quasi Magnus exponential integrators for nonautonomous linear evolution equations of parabolic type. IMA J. Numer. Anal. 38, 743–778 (2018)Danby, J.: Fundamentals of Celestial Mechanics. Willmann-Bell, Richmond (1988)El-Saftawy, M., El-Salam, F.A.: Second-order theory for the two-body problem with varying mass including periastron effect. Nonlinear Dyn. 88, 1723–1732 (2017)Farrés, A., Laskar, J., Blanes, S., Casas, F., Makazaga, J., Murua, A.: High precision symplectic integrators for the solar system. Celest. Mech. Dyn. Astron. 116, 141–174 (2013)Hadjidemetriou, J.: Secular variation of mass and the evolution of binary systems. In: Kopal, Z. (ed.) Advances in Astronomy and Astrophysics, vol. 5, pp. 131–188. Academic Press, New York (1967)Hairer, E., Nørsett, S., Wanner, G.: Solving Ordinary Differential Equations I, Nonstiff Problems, Second revised edn. Springer, Berlin (1993)Hairer, E., Lubich, C., Wanner, G.: Geometric Numerical Integration. Structure-Preserving Algorithms for Ordinary Differential Equations, Second edn. Springer, Berlin (2006)Laskar, J.: Analytical framework in Poincaré variables for the motion of the solar system. In: Roy, A. (ed.) Predictability, Stability and Chaos in $$N$$-Body Dynamical Systems, NATO ASI, pp. 93–114. Plenum Press, New York (1991)Laskar, J., Robutel, P.: High order symplectic integrators for perturbed Hamiltonian systems. Celest. Mech. Dyn. Astron. 80, 39–62 (2001)Li, L.S.: Secular influence of the evolution of orbits of near-Earth asteroids induced by temporary variation of G and solar mass-loss. Month. Not. R. Astron. Soc. 431, 2971–2974 (2013)McLachlan, R.: On the numerical integration of ODE’s by symmetric composition methods. SIAM J. Sci. Comput. 16, 151–168 (1995)McLachlan, R., Quispel, R.: Splitting methods. Acta Numer. 11, 341–434 (2002)Oteo, J.A., Ros, J.: The Magnus expansion for classical Hamiltonian systems. J. Phys. A: Math. Gen. 24, 5751–5762 (1991)Rahoma, W.: Investigating exoplanet orbital evolution around binary star systems. J. Astron. Space Sci. 33, 257–264 (2016)Rahoma, W., El-Salam, F.A., Ahmed, M.: Analytical treatment of the two-body problem with slowly varying mass. J. Astrophys. Astron. 30, 187–205 (2009)Sanz-Serna, J., Calvo, M.: Numerical Hamiltonian Problems. Chapman & Hall, London (1994)Veras, D., Hadjidemetriou, J., Tout, C.: An exoplanet’s response to anisotropic stellar mass loss during birth and death. Month. Not. R. Astron. Soc. 435, 2416–2430 (2013)Wisdom, J., Holman, M.: Symplectic maps for the N-body problem. Astron. J. 102, 1528–1538 (1991

High-order commutator-free quasi-Magnus exponential integrators for non-autonomous linear evolution equation

The class of commutator-free quasi-Magnus (CFQM) exponential integrators provides a favourable alternative to standard Magnus integrators, in particular for large-scale applications arising in the time integration of non-autonomous linear evolution equations. The schemes are given by compositions of several exponentials that comprise certain linear combinations of the values of the defining operator at specified nodes. Due to the fact that previously proposed CFQM exponential integrators of order five or higher involve negative coefficients in the linear combinations, severe instabilities are observed for spatially semi-discretised parabolic equations or for master equations describing dissipative quantum systems. In order to remedy this issue, two different approaches for the design of efficient time integrators of orders four, five, and six are pursued: (i) the study of CFQM exponential integrators involving complex coefficients that satisfy a positivity condition, and (ii) the study of unconventional methods in the sense that an additional exponential involving a commutator of higher order with respect to the time stepsize occurs. Numerical experiments confirm that the identified novel time integrators are superior to other integrators of the same family previously proposed in the literature

Efficient time integration methods for Gross-Pitaevskii equations with rotation term

[EN] The objective of this work is the introduction and investigation of favourable time integration methods for the Gross-Pitaevskii equation with rotation term. Employing a reformulation in rotating Lagrangian coordinates, the equation takes the form of a nonlinear Schrödinger equation involving a space-time-dependent potential. A natural approach that combines commutator-free quasi-Magnus exponential integrators with operator splitting methods and Fourier spectral space discretisations is proposed. Furthermore, the special structure of the Hamilton operator permits the design of specifically tailored schemes. Numerical experiments confirm the good performance of the resulting exponential integrators.Part of this work was developed during a research stay at the Wolfgang Pauli Institute Vienna; the authors are grateful to the director Norbert Mauser and the staff members for their support and hospitality. Philipp Bader, Sergio Blanes, and Fernando Casas acknowledge funding by the Ministerio de Economía y Competitividad (Spain) through project MTM2016-77660-P (AEI/FEDER, UE).Bader, P.; Blanes Zamora, S.; Casas, F.; Thalhammer, M. (2019). Efficient time integration methods for Gross-Pitaevskii equations with rotation term. Journal of Computational Dynamics (Online). 6(2):147-169. https://doi.org/10.3934/jcd.2019008S1471696

Convergence analysis of high-order commutator-free quasi-Magnus exponential integrators for nonautonomous linear evolution equations of parabolic type

[EN] The main objective of this work is to provide a stability and error analysis of high-order commutator-free quasi-Magnus (CFQM) exponential integrators. These time integration methods for nonautonomous linear evolution equations are formed by products of exponentials involving linear combinations of the defining operator evaluated at certain times. In comparison with other classes of time integration methods, such as Magnus integrators, an inherent advantage of CFQM exponential integrators is that structural properties of the operator are well preserved by the arising linear combinations. Employing the analytical framework of sectorial operators in Banach spaces, evolution equations of parabolic type and dissipative quantum systems are included in the scope of applications. In this context, however, numerical experiments show that CFQM exponential integrators of nonstiff order five or higher proposed in the literature suffer from poor stability properties. The given analysis delivers insight that CFQM exponential integrators are well defined and stable only if the coefficients occurring in the linear combinations satisfy a positivity condition and that an alternative approach for the design of stable high-order schemes relies on the consideration of complex coefficients. Together with suitable local error expansions, this implies that a high-order CFQM exponential integrator retains its nonstiff order of convergence under appropriate regularity and compatibility requirements on the exact solution. Numerical examples confirm the theoretical result and illustrate the favourable behaviour of novel schemes involving complex coefficients in stability and accuracy.Ministerio de Economia y Competitividad (Spain) through projects MTM2013-46553-C3 and MTM2016-77660-P (AEI/FEDER, UE) to S.B. and F.C.Blanes Zamora, S.; Casas, F.; Mechthild Thalhammer (2018). Convergence analysis of high-order commutator-free quasi-Magnus exponential integrators for nonautonomous linear evolution equations of parabolic type. IMA Journal of Numerical Analysis. 38(2):743-778. https://doi.org/10.1093/imanum/drx012S74377838

Magnus integrators for solving linear-quadratic differential games

We consider Magnus integrators to solve linear-quadratic N-player differential games. These problems require to solve, backward in time, non-autonomous matrix Riccati differential equations which are coupled with the linear differential equations for the dynamic state of the game, to be integrated forward in time. We analyze different Magnus integrators which can provide either analytical or numerical approximations to the equations. They can be considered as time-averaging methods and frequently are used as exponential integrators. We show that they preserve some of the most relevant qualitative properties of the solution for the matrix Riccati differential equations as well as for the remaining equations. The analytical approximations allow us to study the problem in terms of the parameters involved. Some numerical examples are also considered which show that exponential methods are, in general, superior to standard methods.The authors acknowledge the support of the Generalitat Valenciana through the project GV/2009/032. The work of SB has also been partially supported by Ministerio de Ciencia e Innovacion (Spain) under the coordinated project MTM2010-18246-C03 (co-financed by the ERDF of the European Union) and the work of EP has also been partially supported by Ministerio de Ciencia e Innvacion of Spain, by the project MTM2009-08587.Blanes Zamora, S.; Ponsoda Miralles, E. (2012). Magnus integrators for solving linear-quadratic differential games. Journal of Computational and Applied Mathematics. 236(14):3394-3408. https://doi.org/10.1016/j.cam.2012.03.008S339434082361

Convergence analysis of high-order commutator-free quasi-Magnus exponential integrators for nonautonomous linear Schrodinger equations

[EN] This work is devoted to the derivation of a convergence result for high-order commutator-free quasi-Magnus (CFQM) exponential integrators applied to nonautonomous linear Schrodinger equations; a detailed stability and local error analysis is provided for the relevant special case where the Hamilton operator comprises the Laplacian and a regular space-time-dependent potential. In the context of nonautonomous linear ordinary differential equations, CFQM exponential integrators are composed of exponentials involving linear combinations of certain values of the associated time-dependent matrix; this approach extends to nonautonomous linear evolution equations given by unbounded operators. An inherent advantage of CFQM exponential integrators over other time integration methods such as Runge-Kutta methods or Magnus integrators is that structural properties of the underlying operator family are well preserved; this characteristic is confirmed by a theoretical analysis ensuring unconditional stability in the underlying Hilbert space and the full order of convergence under low regularity requirements on the initial state. Due to the fact that convenient tools for products of matrix exponentials such as the Baker-Campbell-Hausdorff formula involve infinite series and thus cannot be applied in connection with unbounded operators, a certain complexity in the investigation of higher-order CFQM exponential integrators for Schrodinger equations is related to an appropriate treatment of compositions of evolution operators; an effective concept for the derivation of a local error expansion relies on suitable linearisations of the evolution equations for the exact and numerical solutions, representations by the variation-ofconstants formula and Taylor series expansions of parts of the integrands, where the arising iterated commutators determine the regularity requirements on the problem data.Ministerio de Economia y Competitividad (Spain) (project MTM2016-77660-P (AEI/FEDER, UE) to S.B., F.C. and C.G.).Blanes Zamora, S.; Casas, F.; González, C.; Thalhammer, M. (2021). Convergence analysis of high-order commutator-free quasi-Magnus exponential integrators for nonautonomous linear Schrodinger equations. IMA Journal of Numerical Analysis. 41(1):594-617. https://doi.org/10.1093/imanum/drz058S59461741

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

Positivity-preserving methods for ordinary differential equations

[EN] Many important applications are modelled by differential equations with positive solutions. However, it remains an outstanding open problem to develop numerical methods that are both (i) of a high order of accuracy and (ii) capable of preserving positivity. It is known that the two main families of numerical methods, Runge-Kutta methods and multistep methods, face an order barrier. If they preserve positivity, then they are constrained to low accuracy: they cannot be better than first order. We propose novel methods that overcome this barrier: second order methods that preserve positivity unconditionally and a third order method that preserves positivity under very mild conditions. Our methods apply to a large class of differential equations that have a special graph Laplacian structure, which we elucidate. The equations need be neither linear nor autonomous and the graph Laplacian need not be symmetric. This algebraic structure arises naturally in many important applications where positivity is required. We showcase our new methods on applications where standard high order methods fail to preserve positivity, including infectious diseases, Markov processes, master equations and chemical reactions.The authors thank the Isaac Newton Institute for Mathematical Sciences for support and hospitality during the programme "Geometry, compatibility and structure preservation in computational differential equations" when work on this paper was undertaken. This work was supported by EPSRC grant EP/R014604/1. S.B. has been supported by project PID2019-104927GB-C21 (AEI/FEDER, UE).Blanes Zamora, S.; Iserles, A.; Macnamara, S. (2022). Positivity-preserving methods for ordinary differential equations. ESAIM Mathematical Modelling and Numerical Analysis. 56(6):1843-1870. https://doi.org/10.1051/m2an/20220421843187056