Splitting methods in the numerical integration of non-autonomous dynamical systems

[EN] We present a procedure leading to efficient splitting schemes for the time integration of explicitly time dependent partitioned linear differential equations arising when certain partial differential equations are previously discretized in space. In the first stage we analyze the order conditions of the corresponding autonomous problem and construct new 6th-order methods. In the second stage, by following a procedure previously designed by the authors, we generalize the methods to the time dependent case in such a way that no order reduction is present. The resulting schemes compare favorably with other integrators previously available.This work has been supported by Ministerio de Ciencia e Innovacion (Spain) under project MTM2007-61572(co-financed by the ERDF of the European Union). SB also acknowledges financial support from Generalitat Valenciana through project GV/2009/032.Blanes Zamora, S.; Casas Perez, F.; Murua, A. (2012). Splitting methods in the numerical integration of non-autonomous dynamical systems. Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas. 106(1):49-66. https://doi.org/10.1007/s13398-011-0024-849661061Blanes S., Casas F.: Splitting methods for non-autonomous separable dynamical systems. J. Phys. A. Math. Gen. 39, 5405–5423 (2006)Blanes S., Casas F., Murua A.: Symplectic splitting operator methods tailored for the time-dependent Schrödinger equation. J. Chem. Phys. 124, 234105 (2006)Blanes S., Casas F., Murua A.: Splitting methods for non-autonomous linear systems. Int. J. Comput. Math. 84, 713–727 (2007)Blanes S., Casas F., Murua A.: On the linear stability of splitting methods. Found. Comp. Math. 8, 357–393 (2008)Blanes S., Casas F., Murua A.: Splitting and composition methods in the numerical integration of differential equations. Bol. Soc. Esp. Math. Apl. 45, 87–143 (2008)Blanes, S., Casas, F., Murua, A.: Error analysis of splitting methods for the time dependent Schrödinger equation. arXiv:1001.1549 (2011)Blanes S., Casas F., Oteo J.A., Ros J.: The Magnus expansion and some of its applications. Phys. Rep. 470, 151–238 (2009)Blanes S., Casas F., Ros J.: Improved high order integrators based on Magnus expansion. BIT 40, 434–450 (2000)Blanes S., Diele F., Marangi C., Ragni S.: Splitting and composition methods for explicit time dependence in separable dynamical systems. J. Comput. Appl. Math. 235, 646–659 (2010)Blanes S., Moan P.C.: Practical symplectic partitioned Runge–Kutta and Runge–Kutta–Nyström methods. J. Comput. Appl. Math. 142, 313–330 (2002)Gray S., Manolopoulos D.E.: Symplectic integrators tailored to the time-dependent Schrödinger equation. J. Chem. Phys. 104, 7099–7112 (1996)Gray S., Verosky J.M.: Classical Hamiltonian structures in wave packet dynamics. J. Chem. Phys. 100, 5011–5022 (1994)Hairer E., Lubich C., Wanner G.: Geometric numerical integration. Structure-preserving algorithms for ordinary differential equations, 2nd ed. Springer, Berlin (2006)Iserles A., Munthe-Kaas H.Z., Nørsett S.P., Zanna A.: Lie group methods. Acta Numer. 9, 215–365 (2000)Leimkuhler B., Reich S.: Simulating Hamiltonian Dynamics. Cambridge University Press, Cambridge (2004)Magnus W.: On the exponential solution of differential equations for a linear operator. Commun. Pure Appl. Math. 7, 649–673 (1954)McLachlan R.I, Quispel R.: Splitting methods. Acta Numer. 11, 341–434 (2002)McLachlan R.I, Quispel R.G.W.: Geometric integrators for ODEs. J. Phys. A. Math. Gen. 39, 5251–5285 (2006)Rieben R., White D., Rodrigue G.: High-order symplectic integration methods for finite element solutions to time dependent Maxwell equations. IEEE Trans. Antennas Propag. 52, 2190–2195 (2004)Sanz-Serna J.M., Calvo M.P.: Numerical Hamiltonian Problems. Chapman & Hall, London (1994)Sanz-Serna J.M., Portillo A.: Classical numerical integrators for wave-packet dynamics. J. Chem. Phys. 104, 2349–2355 (1996)Sofroniou M., Spaletta G.: Derivation of symmetric composition constants for symmetric integrators. Optim. Methods Softw. 20, 597–613 (2005)Walker R.B., Preston K.: Quantum versus classical dynamics in treatment of multiple photon excitation of anharmonic-oscillator. J. Chem. Phys. 67, 2017–2028 (1977

Adaptive propagation of quantum few-body systems with time-dependent Hamiltonians

In this study, a variety of methods are tested and compared for the numerical solution of the Schr\"odinger equation for few-body systems with explicitely time-dependent Hamiltonians, with the aim to find the optimal one. The configuration interaction method, generally applied to find stationary eigenstates accurately and without approximations to the wavefunction's structure, may also be used for the time-evolution, which results in a large linear system of ordinary differential equations. The large basis sizes typically present when the configuration interaction method is used calls for efficient methods for the time evolution. Apart from efficiency, adaptivity (in the time domain) is the other main focus in this study, such that the time step is adjusted automatically given some requested accuracy. A method is suggested here, based on an exponential integrator approach, combined with different ways to implement the adaptivity, which was found to be faster than a broad variety of other methods that were also considered.Comment: 16 pages, 1 figure (4 panels

Geometric integration of non-autonomous Hamiltonian problems

Symplectic integration of autonomous Hamiltonian systems is a well-known field of study in geometric numerical integration, but for non-autonomous systems the situation is less clear, since symplectic structure requires an even number of dimensions. We show that one possible extension of symplectic methods in the autonomous setting to the non-autonomous setting is obtained by using canonical transformations. Many existing methods fit into this framework. We also perform experiments which indicate that for exponential integrators, the canonical and symmetric properties are important for good long time behaviour. In particular, the theoretical and numerical results support the well documented fact from the literature that exponential integrators for non-autonomous linear problems have superior accuracy compared to general ODE schemes.Comment: 20 pages, 3 figure

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 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

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

Computational and Theoretical Developements for (Time Dependent) Density Functional Theory

En esta tesis se presentan avances computacionales y teoricos en la teoria de funcionales de la densidad (DFT) y en la teoria de funcionales de la densidad dependientes del tiempo (TDDFT). Hemos explorado una posible nueva ruta para la mejora de los funcionales de intercambio y correlacion (XCF) en DFT, comprobado y desarrollado propagadores numericos para TDDFT, y aplicado una combinacion de la teoria de control optimo con TDDFT.En los ultimos anos, DFT se ha convertido en el metodo mas utilizado en el area de estructura electronica gracias a su inigualable relacion entre coste y precision. Podemos usar DFT para calcular multitud de propiedades fisicas y quimicas de atomos, moleculas, nanoestructuras, y materia macroscopica. El factor principal que determina la precision que podemos alcanzar usando DFT es el XCF, un objeto desconocido para el cual se han propuesto cientos de aproximaciones distintas. Algunas de estas aproximaciones funcionan correctamente en ciertas situaciones, pero a dia de hoy no existe un XCF que pueda aplicarse con certeza sobre su validez a un sistema arbitrario. Mas aun, no hay una forma sistematica de refinar estos funcionales. Proponemos y exploramos, para sistemas unidimensionales, una nueva manera de estudiarlos y optimizarlos basada en establecer una relacion con la interaccion entre electrones.TDDFT es la extension de DFT a problemas dependientes del tiempo y problemas conestados excitados, y es tambien uno de los metodos mas populares (a veces el unico metodo que se puede poner en practica) en la comunidad de estructura electronica para tratar conellos. De nuevo, la razon detras de su popularidad reside en su relacion precision/coste computacional, que nos permite tratar sistemas mayores y mas complejos. Puede usarse en combinacion con la dinamica de Ehrenfest, un tipo de dinamica molecular no adiabatica.Hemos ido mas alla y hemos combinado TDDFT y la dinamica de Ehrenfest con la teoria de control optimo, creando un instrumento que nos permite, por ejemplo, predecir la forma de los pulsos laser que inducen una explosion de Coulomb en clusters de sodio. A pesar del buen rendimiento computacional de TDDFT en comparacion con otros metodos, hallamos que el coste de estos calculos era bastante elevado.Motivados por este hecho, tambien dedicamos una parte del trabajo de la tesis a la investigacion computacional. En particular, hemos estudiado e implementado familias de propagadores numericos que no se habian examinado en el contexto de TDDFT. Mas concretamente, metodos con varios pasos previos, formulas Runge-Kutta exponenciales, y las expansiones de Magnus sin conmutadores. Finalmente, hemos implementado modificaciones de estas expansiones de Magnus sin conmutadores para la propagacion de las ecuaciones clasico-cuanticas que resultan de la combinacion de la dinamica de Ehrenfest con TDDFT.In this thesis we present computational and theoretical developments for density functional theory (DFT) and time dependent density functional theory (TDDFT). We have explored a new possible route to improve exchange and correlation functionals (XCF) in DFT, tested and developed numerical propagators for TDDFT, and applied a combination of optimal control theory with TDDFT. In recent years, DFT has become the most used method in the electronic structure field thanks to its unparalleled precision/computational cost relationship. We can use DFT to accurately calculate many physical and chemical properties of atoms, molecules, nanostructures, and bulk materials. The main factor that determines the precision that we can obtain using DFT is the XCF, an unknown object for which hundreds of different approximations have been proposed. Some of these approximations work well enough for certain situations, but to this day there is no XCF that can be reliably applied to any arbitrary system. Moreover, there is no clear way for a systematic refinement of these functionals. We propose and explore, for one-dimensional systems, a new way to optimize them, based on establishing a relationship with the electron-electron interaction. TDDFT is the extension of DFT to time-dependent and excited-states problems, and it is also one of the most popular methods (sometimes the only practical one) in the electronic structure community to deal with them. Once again, the reason behind its popularity is its accuracy/computational cost ratio, which allows us to tackle bigger, more complex systems. It can be used in combination with Ehrenfest dynamics, a non-adiabatic type of molecular dynamics. We have furthermore combined both TDDFT and Ehrenfest dynamics with optimal control theory, a scheme that has allowed us, for example, to predict the shapes of the laser pulses that induce a Coulomb explosion in different sodium clusters. Despite the good numerical performance of TDDFT compared to other methods, we found that these computations were still quite expensive. Motivated by this fact, we have also dedicated a part of the thesis work to computational research. In particular, we have studied and implemented families of numerical propagators that had not been tested in the context of TDDFT. More concretely, linear multistep schemes, exponential Runge-Kutta formulas, and commutator-free Magnus expansions. Moreover, we have implemented modifications of these commutator-free Magnus methods for the propagation of the classical-quantum equations that result of combining Ehrenfest dynamics with TDDFT.<br /