4,757 research outputs found
The Magnus expansion and some of its applications
Approximate resolution of linear systems of differential equations with
varying coefficients is a recurrent problem shared by a number of scientific
and engineering areas, ranging from Quantum Mechanics to Control Theory. When
formulated in operator or matrix form, the Magnus expansion furnishes an
elegant setting to built up approximate exponential representations of the
solution of the system. It provides a power series expansion for the
corresponding exponent and is sometimes referred to as Time-Dependent
Exponential Perturbation Theory. Every Magnus approximant corresponds in
Perturbation Theory to a partial re-summation of infinite terms with the
important additional property of preserving at any order certain symmetries of
the exact solution. The goal of this review is threefold. First, to collect a
number of developments scattered through half a century of scientific
literature on Magnus expansion. They concern the methods for the generation of
terms in the expansion, estimates of the radius of convergence of the series,
generalizations and related non-perturbative expansions. Second, to provide a
bridge with its implementation as generator of especial purpose numerical
integration methods, a field of intense activity during the last decade. Third,
to illustrate with examples the kind of results one can expect from Magnus
expansion in comparison with those from both perturbative schemes and standard
numerical integrators. We buttress this issue with a revision of the wide range
of physical applications found by Magnus expansion in the literature.Comment: Report on the Magnus expansion for differential equations and its
applications to several physical problem
A fast immersed boundary method for external incompressible viscous flows using lattice Green's functions
A new parallel, computationally efficient immersed boundary method for
solving three-dimensional, viscous, incompressible flows on unbounded domains
is presented. Immersed surfaces with prescribed motions are generated using the
interpolation and regularization operators obtained from the discrete delta
function approach of the original (Peskin's) immersed boundary method. Unlike
Peskin's method, boundary forces are regarded as Lagrange multipliers that are
used to satisfy the no-slip condition. The incompressible Navier-Stokes
equations are discretized on an unbounded staggered Cartesian grid and are
solved in a finite number of operations using lattice Green's function
techniques. These techniques are used to automatically enforce the natural
free-space boundary conditions and to implement a novel block-wise adaptive
grid that significantly reduces the run-time cost of solutions by limiting
operations to grid cells in the immediate vicinity and near-wake region of the
immersed surface. These techniques also enable the construction of practical
discrete viscous integrating factors that are used in combination with
specialized half-explicit Runge-Kutta schemes to accurately and efficiently
solve the differential algebraic equations describing the discrete momentum
equation, incompressibility constraint, and no-slip constraint. Linear systems
of equations resulting from the time integration scheme are efficiently solved
using an approximation-free nested projection technique. The algebraic
properties of the discrete operators are used to reduce projection steps to
simple discrete elliptic problems, e.g. discrete Poisson problems, that are
compatible with recent parallel fast multipole methods for difference
equations. Numerical experiments on low-aspect-ratio flat plates and spheres at
Reynolds numbers up to 3,700 are used to verify the accuracy and physical
fidelity of the formulation.Comment: 32 pages, 9 figures; preprint submitted to Journal of Computational
Physic
Relaying Strategies for Wireless-Powered MIMO Relay Networks
This paper investigates relaying schemes in an amplify-and-forward
multiple-input multiple-output relay network, where an energy-constrained relay
harvests wireless power from the source information flow and can be further
aided by an energy flow (EF) in the form of a wireless power transfer at the
destination. However, the joint optimization of the relay matrix and the source
precoder for the energy-flow-assisted (EFA) and the non-EFA (NEFA) schemes is
intractable. The original rate maximization problem is transformed into an
equivalent weighted mean square error minimization problem and optimized
iteratively, where the global optimum of the nonconvex source precoder
subproblem is achieved by semidefinite relaxation and rank reduction. The
iterative algorithm finally converges. Then, the simplified EFA and NEFA
schemes are proposed based on channel diagonalization, such that the matrices
optimizations can be simplified to power optimizations. Closed-form solutions
can be achieved. Simulation results reveal that the EFA schemes can outperform
the NEFA schemes. Additionally, deploying more antennas at the relay increases
the dimension of the signal space at the relay. Exploiting the additional
dimension, the EF leakage in the information detecting block can be nearly
separated from the information signal, such that the EF leakage can be
amplified with a small coefficient.Comment: Submitted for possible journal publicatio
Peer Methods for the Solution of Large-Scale Differential Matrix Equations
We consider the application of implicit and linearly implicit
(Rosenbrock-type) peer methods to matrix-valued ordinary differential
equations. In particular the differential Riccati equation (DRE) is
investigated. For the Rosenbrock-type schemes, a reformulation capable of
avoiding a number of Jacobian applications is developed that, in the autonomous
case, reduces the computational complexity of the algorithms. Dealing with
large-scale problems, an efficient implementation based on low-rank symmetric
indefinite factorizations is presented. The performance of both peer approaches
up to order 4 is compared to existing implicit time integration schemes for
matrix-valued differential equations.Comment: 29 pages, 2 figures (including 6 subfigures each), 3 tables,
Corrected typo
Fourier-Splitting methods for the dynamics of rotating Bose-Einstein condensates
We present a new method to propagate rotating Bose-Einstein condensates
subject to explicitly time-dependent trapping potentials. Using algebraic
techniques, we combine Magnus expansions and splitting methods to yield any
order methods for the multivariate and nonautonomous quadratic part of the
Hamiltonian that can be computed using only Fourier transforms at the cost of
solving a small system of polynomial equations. The resulting scheme solves the
challenging component of the (nonlinear) Hamiltonian and can be combined with
optimized splitting methods to yield efficient algorithms for rotating
Bose-Einstein condensates. The method is particularly efficient for potentials
that can be regarded as perturbed rotating and trapped condensates, e.g., for
small nonlinearities, since it retains the near-integrable structure of the
problem. For large nonlinearities, the method remains highly efficient if
higher order p > 2 is sought. Furthermore, we show how it can adapted to the
presence of dissipation terms. Numerical examples illustrate the performance of
the scheme.Comment: 15 pages, 4 figures, as submitted to journa
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