Fernando Casas

Universitat Jaume I | UJI · Institute of Mathematics and Applications of Castellón

We analyze the preservation properties of a family of reversible splitting methods when they are applied to the numerical time integration of linear differential equations defined in the unitary group. The schemes involve complex coefficients and are conjugated to unitary transformations for sufficiently small values of the time step-size. New and...

For systems of the form $\dot q = M^{-1} p$, $\dot p = -Aq+f(q)$, common in many applications, we analyze splitting integrators based on the (linear/nonlinear) split systems $\dot q = M^{-1} p$, $\dot p = -Aq$ and $\dot q = 0$, $\dot p = f(q)$. We show that the well-known Strang splitting is optimally stable in the sense that, when applied to a rel...

We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian H as $$H_0(\theta ,p)+U_1(\theta )$$ H 0 ( θ , p ) + U 1 ( θ ) , where $$H_0$$ H 0 is quadratic and $$U_1$$ U 1 small. We show that, in general, such samplers suffer from stepsize stability restrictions similar to those of algorithms based on the standard leapfrog in...

Different families of Runge–Kutta–Nyström (RKN) symplectic splitting methods of order 8 are presented for second-order systems of ordinary differential equations and are tested on numerical examples. They show a better efficiency than state-of-the-art symmetric compositions of 2nd-order symmetric schemes and RKN splitting methods of orders 4 and 6...

A procedure to numerically integrate non-autonomous linear delay differential equations is presented. It is based on the use of an spectral discretization of the delayed part to transform the original problem into a matrix linear ordinary differential equation which is subsequently solved with numerical integrators obtained from the Magnus expansio...

We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian $H$ as $H_0(\theta,p)+U_1(\theta)$, where $H_0$ is quadratic and $U_1$ small. We show that, in general, such samplers suffer from stepsize stability restrictions similar to those of algorithms based on the standard leapfrog integrator. The restrictions may be circumv...

Different families of Runge-Kutta-Nystr\"om (RKN) symplectic splitting methods of order 8 are presented for second-order systems of ordinary differential equations and are tested on numerical examples. They show a better efficiency than state-of-the-art symmetric compositions of 2nd-order symmetric schemes and RKN splitting methods of orders 4 and...

A new family of methods involving complex coefficients for the numerical integration of differential equations is presented and analyzed. They are constructed as linear combinations of symmetric-conjugate compositions obtained from a basic time-symmetric integrator of order 2n (n≥1). The new integrators are of order 2(n+k), k=1,2,…, and preserve ti...

We present a practical algorithm to approximate the exponential of skew-Hermitian matrices up to round-off error based on an efficient computation of Chebyshev polynomials of matrices and the corresponding error analysis. It is based on Chebyshev polynomials of degrees 2, 4, 8, 12 and 18 which are computed with only 1, 2, 3, 4 and 5 matrix-matrix p...

A new family of methods involving complex coefficients for the numerical integration of differential equations is presented and analyzed. They are constructed as linear combinations of symmetric-conjugate compositions obtained from a basic time-symmetric integrator of order 2n (n $\ge$ 1). The new integrators are of order 2(n + k), k = 1, 2, ..., a...

We explore the applicability of splitting methods involving complex coefficients to solve numerically the time-dependent Schr\"odinger equation. We prove that a particular class of integrators are conjugate to unitary methods for sufficiently small step sizes when applied to problems defined in the group $\mathrm{SU}(2)$. In the general case, the e...

We get compact expressions for the Baker–Campbell–Hausdorff series Z=log(eXeY)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Z = \log (\mathrm {e}^X \, \mathrm {e}^Y)$...

We present a practical algorithm to approximate the exponential of skew-Hermitian matrices based on an efficient computation of Chebyshev polynomials of matrices and the corresponding error analysis. It is based on Chebyshev polynomials of degrees 2, 4, 8, 12 and 18 which are computed with only 1, 2, 3, 4 and 5 matrix-matrix products, respectively....

We propose a framework where Fer and Wilcox expansions for the solution of differential equations are derived from two particular choices for the initial transformation that seeds the product expansion. In this scheme, intermediate expansions can also be envisaged. Recurrence formulas are developed. A new lower bound for the convergence of the Wilc...

A new procedure is presented for computing the matrix cosine and sine simultaneously by means of Taylor polynomial approximations. These are factorized so as to reduce the number of matrix products involved. Two versions are developed to be used in single and double precision arithmetic. The resulting algorithms are more efficient than schemes base...

We analyze composition methods with complex coefficients exhibiting the so-called ``symmetry-conjugate'' pattern in their distribution. In particular, we study their behavior with respect to preservation of qualitative properties when projected on the real axis and we compare them with the usual left-right palindromic compositions. New schemes with...

We explore the applicability of splitting methods involving complex coefficients to solve numerically the time-dependent Schrödinger equation. We prove that a particular class of integrators are conjugate to unitary methods for sufficiently small step sizes when applied to problems defined in the group \begin{document}$ \mathrm{SU}(2) $\end{documen...

We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver five times as many accepted proposals as standard leapfrog/Verlet without impairing in any way the quality of the samples. They are based on a suitable modification of t...

A new procedure is presented for computing the matrix cosine and sine simultaneously by means of Taylor polynomial approximations. These are factorized so as to reduce the number of matrix products involved. Two versions are developed to be used in single and double precision arithmetic. The resulting algorithms are more efficient than schemes base...

We propose a unified approach for different exponential perturbation techniques used in the treatment of time-dependent quantum mechanical problems, namely the Magnus expansion, the Floquet–Magnus expansion for periodic systems, the quantum averaging technique, and the Lie–Deprit perturbative algorithms. Even the standard perturbation theory fits i...

We get compact expressions for the Baker--Campbell--Hausdorff series $Z = \log(\e^X \, \e^Y)$ in terms of right-nested commutators. The reduction in the number of terms originates from two facts: (i) we use as a starting point an explicit expression directly involving independent commutators and (ii) we derive a complete set of identities arising a...

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 criter...

In this paper, we are concerned with the construction and analysis of a new class of methods obtained as double jump compositions with complex coefficients and projection on the real axis. It is shown in particular that the new integrators are symmetric and symplectic up to high orders if one uses a symmetric and symplectic basic method. In terms o...

In this paper, we are concerned with the construction and analysis of a new class of methods obtained as double jump compositions with complex coefficients and projection on the real axis. It is shown in particular that the new integrators are symmetric and symplectic up to high orders if one uses a symmetric and symplectic basic method. In terms o...

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 criter...

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 Schrödinger 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 spa...

A new way to compute the Taylor polynomial of a matrix exponential is presented which reduces the number of matrix multiplications in comparison with the de-facto standard Paterson-Stockmeyer method for polynomial evaluation. Combined with the scaling and squaring procedure, this reduction is sufficient to make the Taylor method superior in perform...

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 Schr{\"o}dinger equation involving a space-time-dependent potential. A natural approac...

Explicit numerical integration algorithms up to order four based on the Magnus expansion for nonlinear non-autonomous ordinary differential equations are presented and tested on problems possessing qualitative (very often, geometric) features that is convenient to preserve under numerical discretization. The range of applications covers augmented d...

In this paper, we are concerned with a formulation of Magnus and Floquet-Magnus expansions for general nonlinear differential equations. To this aim, we introduce suitable continuous variable transformations generated by operators. As an application of the simple formulas so-obtained, we explicitly compute the first terms of the Floquet-Magnus expa...

We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the additional computational cost required for their evaluation is almost insignificant. These estimators can be su...

In this paper, we are concerned with a formulation of Magnus and Floquet-Magnus expansions for general nonlinear differential equations. To this aim, we introduce suitable continuous variable transformations generated by operators. As an application of the simple formulas so-obtained, we explicitly compute the first terms of the Floquet-Magnus expa...

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...

We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the additional computational cost required for their evaluation is almost insignificant. These estimators can be su...

The notion of the exponential of a matrix is usually introduced in elementary textbooks on ordinary differential equations when solving a constant coefficients linear system, also providing some of its properties and in particular one that does not hold unless the involved matrices commute. Several problems arise indeed from this fundamental issue,...

We consider the numerical time-integration of the non-stationary Klein–Gordon equation with position- and time-dependent mass. A novel class of time-averaged symplectic splitting methods involving double commutators is analyzed and 4th- and 6th-order integrators are obtained. In contrast with standard splitting methods (that contain negative coeffi...

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....

The aim of this paper is to introduce a new numerical method for solving the nonlinear generalized Benjamin-Bona-Mahony-Burgers (GBBMB) equation. This method is combination of group preserving scheme (GPS) with radial basis functions (RBFs), which takes advantage of two powerful methods, one as geometric numerical integration method and the other m...

Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerica...

We present a general expression for any term of the Magnus series as an iterated integral of a linear combination of independent right-nested commutators with given coefficients. The relation with the Malvenuto--Reutenauer Hopf algebra of permutations is also discussed.

In this work, we present a new way to compute the Taylor polynomial of the matrix exponential which reduces the number of matrix multiplications in comparison with the de-facto standard Patterson-Stockmeyer method. This reduction is sufficient to make the method superior in performance to Pad\'e approximants by 10-30% over a range of values for the...

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...

We propose and analyze a symmetric version of the Zassenhaus formula for disentangling the exponential of two non-commuting operators. A recursive procedure for generating the expansion up to any order is presented which also allows one to get an enlarged domain of convergence when it is formulated for matrices. It is shown that the approximations...

Several symplectic splitting methods of orders four and six are presented for the step-by-step time numerical integration of the Schrödinger equation when the Hamiltonian is a general explicitly time-dependent real operator. They involve linear combinations of the Hamiltonian evaluated at some intermediate points. We provide the algorithm and the c...

We consider the Vlasov-Poisson equation in a Hamiltonian framework and derive new time splitting methods based on the decomposition of the Hamiltonian functional between the kinetic and electric energy. Assuming smoothness of the solutions, we study the order conditions of such methods. It appears that these conditions are of Runge-Kutta-Nystr{\"o}...

Two families of symplectic methods specially designed for second-order time-dependent linear systems are presented. Both are obtained from the Magnus expansion of the corresponding first-order equation, but otherwise they differ in significant aspects. The first family is addressed to problems with low to moderate dimension, whereas the second is m...

An algorithm is presented for generating successive approximations to trigonometric functions of sums of non-commuting matrices. The resulting expressions involve nested commutators of the respective matrices. The procedure is shown to converge in the convergent domain of the Zassenhaus formula and can be useful in the perturbative treatment of qua...

In this paper, the multipactor RF breakdown in a parallel-plate waveguide partially filled with a ferrite slab magnetized normal to the metallic plates is studied. An external magnetic field is applied along the vertical direction between the plates in order to magnetize the ferrite. Numerical simulations using an in-house 3-D code are carried out...

A special purpose solver, based on the Magnus expansion, well suited for the integration of the linear three neutrino oscillations equations in matter is proposed. The computations are speeded up to two orders of magnitude with respect to a general numerical integrator, a fact that could smooth the way for massive numerical integration concomitant...

A perturbative procedure is proposed to formally construct analytic solutions for a linear differential equation with quasi-periodic but close to constant coefficients. The scheme constructs the necessary linear transformations involved in the reduction process up to an arbitrary order in the perturbation parameter. It is recursive, can be implemen...

We consider the numerical integration of high-order linear non-homogeneous differential equations, written as first order homogeneous linear equations, and using exponential methods. Integrators like Magnus expansions or commutator-free methods belong to the class of exponential methods showing high accuracy on stiff or oscillatory problems, but th...

The time-dependent quantum perturbation theory developed by Born, Heisenberg and Jordan in 1926 is revisited. We show that it not only reproduces the standard theory formulated in the interaction picture, but also allows one to construct more accurate approximations if time averaging techniques are employed. The theory can be rendered unitary even...

We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system corresponding to a generalized high-dimensional separable harmonic oscillator. The particular structure of this syst...

We propose a new constructive procedure to factorize the fundamental real matrix of a linear system of differential equations as the product of the exponentials of a symmetric and a skew-symmetric matrix. Both matrices are explicitly constructed as series whose terms are computed recursively. The procedure is shown to converge for sufficiently smal...

KEEN waves are nonlinear, non-stationary, self-organized asymptotic states in Vlasov plasmas outside the scope or purview of linear theory constructs such as electron plasma waves or ion acoustic waves. Nonlinear stationary mode theories such as those leading to BGK modes also do not apply. The range in velocity that is strongly perturbed by KEEN w...

We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy of the integrator and/or reducing the size of its error constants; order and error constant are relevant conc...

A perturbative procedure based on the Lie-Deprit algorithm of classical mechanics is proposed to compute analytic approximations to the fundamental matrix of linear differential equations with periodic coefficients. These approximations reproduce the structure assured by the Floquet theorem. Alternatively, the algorithm provides explicit approximat...

The book contains a selection of contributions given at the 23rd Congress on Differential Equations and Applications (CEDYA) / 13th Congress of Applied Mathematics (CMA) that took place at Castellon, Spain, in 2013. CEDYA is renowned as the congress of the Spanish Society of Applied Mathematics (SEMA) and constitutes the main forum and meeting poin...

We propose a new methodology for constructing integrators to simulate Hamiltonian dynamics within Hybrid Monte Carlo and related algorithms. The algorithms based on the new approach are minor modifications of the standard Verlet integrator that nevertheless provide very substantial savings in computational cost.

The Schrödinger eigenvalue problem is solved with the imaginary time propagation technique. The separability of the Hamiltonian makes the problem suitable for the application of splitting methods. High order fractional time steps of order greater than two necessarily have negative steps and cannot be used for this class of diffusive problems. Howev...

We present new splitting methods designed for the numerical integration of near-integrable Hamiltonian systems, and in particular for planetary N-body problems, when one is interested in very accurate results over a large time span. We derive in a systematic way an independent set of necessary and sufficient conditions to be satisfied by the coeffi...

We are concerned with the numerical solution obtained by splitting methods of certain parabolic partial differential equations. Splitting schemes of order higher than two with real coefficients necessarily involve negative coefficients. It has been demonstrated that this second-order barrier can be overcome by using splitting methods with complex-v...

Using a Newtonian model of the Solar System with all 8 planets, we perform extensive tests on various symplectic integrators of high orders, searching for the best splitting scheme for long term studies in the Solar System. These comparisons are made in Jacobi and Heliocentric coordinates and the implementation of the algorithms is fully detailed f...

A new recursive procedure to compute the Zassenhaus formula up to high order is presented, providing each exponent in the factorization directly as a linear combination of independent commutators and thus containing the minimum number of terms. The recursion can be easily implemented in a symbolic algebra package and requires much less computationa...

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 construc...

We formulate a unitary perturbation theory for quantum mechanics inspired by the Lie-Deprit formulation of canonical transformations. The original Hamiltonian is converted into a solvable one by a transformation obtained through a Magnus expansion. This ensure unitarity at every order in a small parameter. A comparison with the standard perturbatio...

The Magnus expansion is a frequently used tool to get approximate analytic solutions of time-dependent linear ordinary differential equations and in particular the Schrödinger equation in quantum mechanics. However, the complexity of the expansion restricts its use in practice only to the first terms. Here we introduce new and more accurate analyti...

A typical procedure to integrate numerically the time dependent Schrödinger equation involves two stages. In the first stage one carries out a space discretization of the continuous problem. This results in the linear system of differential equations $i du/dt = H u$, where $H$ is a real symmetric matrix, whose solution with initial value $u(0) = u_...

We are concerned with the numerical solution obtained by {\em splitting methods} of certain parabolic partial differential equations. Splitting schemes of order higher than two with real coefficients necessarily involve negative coefficients. In (E. Hansen, A. Ostermann, BIT Numer. Anal. 49 (2009), 527-542) and in (F. Castella, P. Chartier, S. Desc...

Processed splitting methods are particularly well adapted to carry out path-integral Monte Carlo (PIMC) simulations: since one is mainly interested in estimating traces of operators, only the kernel of the method is necessary to approximate the thermal density matrix. Unfortunately, they suffer the same drawback as standard, nonprocessed integrator...

Time-dependent perturbation theory as a tool to compute approximate solutions of the Schrödinger equation does not preserve unitarity. Here we present, in a simple way, how the Magnus expansion (also known as exponential perturbation theory) provides such unitary approximate solutions. The purpose is to illustrate the importance and consequences of...

A typical procedure to integrate numerically the time dependent Schr\"o\-din\-ger equation involves two stages. In the first one carries out a space discretization of the continuous problem. This results in the linear system of differential equations $i du/dt = H u$, where $H$ is a real symmetric matrix, whose solution with initial value $u(0) = u_...

Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part. In this work we review the composition technique used to construct methods of this class, propose new sixth-ord...

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,...

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 build up approximate exponenti...

We provide a new algorithm for generating the Baker--Campbell--Hausdorff (BCH) series $Z = \log(\e^X \e^Y)$ in an arbitrary generalized Hall basis of the free Lie algebra $\mathcal{L}(X,Y)$ generated by $X$ and $Y$. It is based on the close relationship of $\mathcal{L}(X,Y)$ with a Lie algebraic structure of labeled rooted trees. With this algorith...

A comprehensive linear stability analysis of splitting methods is carried out by means of a 2 × 2 matrix K(x) with polynomial entries (the stability matrix) and the stability polynomial p(x) (the trace of K(x) divided by two). An algorithm is provided for determining the coefficients of all possible time- reversible splitting schemes for a prescrib...

Two different sufficient conditions are given for the convergence of the Magnus expansion arising in the study of the linear differential equation $Y' = A(t) Y$. The first one provides a bound on the convergence domain based on the norm of the operator $A(t)$. The second condition links the convergence of the expansion with the structure of the spe...