536 research outputs found
Backward error analysis and the substitution law for Lie group integrators
Butcher series are combinatorial devices used in the study of numerical
methods for differential equations evolving on vector spaces. More precisely,
they are formal series developments of differential operators indexed over
rooted trees, and can be used to represent a large class of numerical methods.
The theory of backward error analysis for differential equations has a
particularly nice description when applied to methods represented by Butcher
series. For the study of differential equations evolving on more general
manifolds, a generalization of Butcher series has been introduced, called
Lie--Butcher series. This paper presents the theory of backward error analysis
for methods based on Lie--Butcher series.Comment: Minor corrections and additions. Final versio
Splitting and composition methods in the numerical integration of differential equations
We provide a comprehensive survey of splitting and composition methods for
the numerical integration of ordinary differential equations (ODEs). Splitting
methods constitute an appropriate choice when the vector field associated with
the ODE can be decomposed into several pieces and each of them is integrable.
This class of integrators are explicit, simple to implement and preserve
structural properties of the system. In consequence, they are specially useful
in geometric numerical integration. In addition, the numerical solution
obtained by splitting schemes can be seen as the exact solution to a perturbed
system of ODEs possessing the same geometric properties as the original system.
This backward error interpretation has direct implications for the qualitative
behavior of the numerical solution as well as for the error propagation along
time. Closely connected with splitting integrators are composition methods. We
analyze the order conditions required by a method to achieve a given order and
summarize the different families of schemes one can find in the literature.
Finally, we illustrate the main features of splitting and composition methods
on several numerical examples arising from applications.Comment: Review paper; 56 pages, 6 figures, 8 table
On post-Lie algebras, Lie--Butcher series and moving frames
Pre-Lie (or Vinberg) algebras arise from flat and torsion-free connections on
differential manifolds. They have been studied extensively in recent years,
both from algebraic operadic points of view and through numerous applications
in numerical analysis, control theory, stochastic differential equations and
renormalization. Butcher series are formal power series founded on pre-Lie
algebras, used in numerical analysis to study geometric properties of flows on
euclidean spaces. Motivated by the analysis of flows on manifolds and
homogeneous spaces, we investigate algebras arising from flat connections with
constant torsion, leading to the definition of post-Lie algebras, a
generalization of pre-Lie algebras. Whereas pre-Lie algebras are intimately
associated with euclidean geometry, post-Lie algebras occur naturally in the
differential geometry of homogeneous spaces, and are also closely related to
Cartan's method of moving frames. Lie--Butcher series combine Butcher series
with Lie series and are used to analyze flows on manifolds. In this paper we
show that Lie--Butcher series are founded on post-Lie algebras. The functorial
relations between post-Lie algebras and their enveloping algebras, called
D-algebras, are explored. Furthermore, we develop new formulas for computations
in free post-Lie algebras and D-algebras, based on recursions in a magma, and
we show that Lie--Butcher series are related to invariants of curves described
by moving frames.Comment: added discussion of post-Lie algebroid
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
On algebraic structures of numerical integration on vector spaces and manifolds
Numerical analysis of time-integration algorithms has been applying advanced
algebraic techniques for more than fourty years. An explicit description of the
group of characters in the Butcher-Connes-Kreimer Hopf algebra first appeared
in Butcher's work on composition of integration methods in 1972. In more recent
years, the analysis of structure preserving algorithms, geometric integration
techniques and integration algorithms on manifolds have motivated the
incorporation of other algebraic structures in numerical analysis. In this
paper we will survey structures that have found applications within these
areas. This includes pre-Lie structures for the geometry of flat and torsion
free connections appearing in the analysis of numerical flows on vector spaces.
The much more recent post-Lie and D-algebras appear in the analysis of flows on
manifolds with flat connections with constant torsion. Dynkin and Eulerian
idempotents appear in the analysis of non-autonomous flows and in backward
error analysis. Non-commutative Bell polynomials and a non-commutative Fa\`a di
Bruno Hopf algebra are other examples of structures appearing naturally in the
numerical analysis of integration on manifolds.Comment: 42 pages, final versio
- …