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Fernando Casas

Publications and source records attributed to Fernando Casas.

At least 37 records · Page 2Linked to original sources
arXiv2020

A note on the Baker--Campbell--Hausdorff series in terms of right-nested commutators

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 among right-nested commutators. The procedure allows us to obtain the series with fewer terms than when expressed in the classical Hall basis at least up to terms of grade 10.

math-ph↗
arXiv2020

Composition Methods for Dynamical Systems Separable into Three Parts

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 criteria and preserve geometric properties of the continuous problem by construction. Different numerical examples exhibit their improved performance with respect to previous splitting methods in the literature.

math.NA↗
arXiv2020

Compositions of pseudo-symmetric integrators with complex coefficients for the numerical integration of differential equations

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 of efficiency, the aforementioned technique requires fewer stages than standard compositions of the same orders and is thus expected to lead to faster methods.

math.NA↗
arXiv2019

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

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{ö}dinger 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.

math.NA↗
arXiv2019

Continuous changes of variables and the Magnus expansion

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 expansion for the Van der Pol oscillator and the nonlinear Schrödinger equation on the torus.

math-ph↗
arXiv2019

Splitting and composition methods with embedded error estimators

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 subsequently used to adapt the step size along the integration. Numerical examples show the efficiency of the procedure.

math.NA↗
arXiv2018

On the structure and convergence of the symmetric Zassenhaus formula

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 obtained by truncating the infinite expansion considerably improve those arising from the standard Zassenhaus formula.

math.RA↗
arXiv2017

An improved algorithm to compute the exponential of a matrix

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 Padé approximants by 10-30% over a range of values for the matrix norms and thus we propose its replacement in standard software kits. Numerical experiments show the performance of the method and illustrate its stability.

math.NA↗
arXiv2017

A note on trigonometric identities involving non-commuting matrices

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 quantum mechanical problems, where exponentials of sums of non-commuting skew-Hermitian matrices frequently appear.

math-ph↗
arXiv2017

Symplectic integrators for second-order linear non-autonomous equations

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 more appropriate when the dimension is large, in particular when the system corresponds to a linear wave equation previously discretised in space. Several numerical experiments illustrate the main features of the new schemes.

math.NA↗
arXiv2016

Efficient numerical integration of neutrino oscillations in matter

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 with experimental data analyses. Detailed illustrations about numerical procedure and computer time costs are provided.

physics.comp-ph↗
arXiv2015

High-order Hamiltonian splitting for Vlasov-Poisson equations

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{ö}m type. In the one dimensional case, the order conditions can be further simplified, and efficient methods of order 6 with a reduced number of stages can be constructed. In the general case, high-order methods can also be constructed using explicit computations of commutators. Numerical results are performed and show the benefit of using high-order splitting schemes in that context. Complete and self-contained proofs of convergence results and rigorous error estimates are also given.

math.NA↗
arXiv2015

New families of symplectic splitting methods for numerical integration in dynamical astronomy

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 coefficients of splitting methods to achieve a prescribed order of accuracy. Splitting methods satisfying such (generalized) order conditions are appropriate in particular for the numerical simulation of the Solar System described in Jacobi coordinates. We show that, when using Poincaré Heliocentric coordinates, the same order of accuracy may be obtained by imposing an additional polynomial equation on the coefficients of the splitting method. We construct several splitting methods appropriate for each of the two sets of coordinates by solving the corresponding systems of polynomial equations and finding the optimal solutions. The experiments reported here indicate that the efficiency of our new schemes is clearly superior to previous integrators when high accuracy is required.

math.NA↗
arXiv2014

Simulations of Kinetic Electrostatic Electron Nonlinear (KEEN) Waves with Variable Velocity Resolution Grids and High-Order Time-Splitting

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 waves depends on the amplitude and duration of the ponderomotive force used to drive them. Smaller amplitude drives create highly localized structures attempting to coalesce into KEEN waves. These cases have much more chaotic and intricate time histories than strongly driven ones. The narrow range in which one must maintain adequate velocity resolution in the weakly driven cases challenges xed grid numerical schemes. What is missing there is the capability of resolving locally in velocity while maintaining a coarse grid outside the highly perturbed region of phase space. We here report on a new Semi-Lagrangian Vlasov-Poisson solver based on conservative non-uniform cubic splines in velocity that tackles this problem head on. An additional feature of our approach is the use of a new high-order time-splitting scheme which allows much longer simulations per computational e ort. This is needed for low amplitude runs which take a long time to set up KEEN waves, if they are able to do so at all. The new code's performance is compared to uniform grid simulations and the advantages quanti ed. The birth pains associated with KEEN waves which are weakly driven is captured in these simulations. These techniques allow the e cient simulation of KEEN waves in multiple dimensions which will be tackled next as well as generalizations to Vlasov-Maxwell codes which are essential to understanding the impact of KEEN waves in practice.

math.AP↗
arXiv2014

Numerical integrators for the Hybrid Monte Carlo method

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 concepts in the limit of vanishing step-length. We propose an alternative methodology based on the performance of the integrator when sampling from Gaussian distributions with not necessarily small step-lengths. We construct new splitting formulae that require two, three or four force evaluations per time-step. Limited, proof-of-concept numerical experiments suggest that the new integrators may provide an improvement on the efficiency of the standard Verlet method, especially in problems with high dimensionality.

math.NA↗
arXiv2013

Solving the Schrödinger eigenvalue problem by the imaginary time propagation technique using splitting methods with complex coefficients

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 can not be used for this class of diffusive problems. However, there exist methods which use fractional complex time steps with positive real parts which can be used with only a moderate increase in the computational cost. We analyze the performance of this class of schemes and propose new methods which outperform the existing ones in most cases. On the other hand, if the gradient of the potential is available, methods up to fourth order with real and positive coefficients exist. We also explore this case and propose new methods as well as sixth-order methods with complex coefficients. In particular, highly optimized sixth-order schemes for near integrable systems using positive real part complex coefficients with and without modified potentials are presented. A time-stepping variable order algorithm is proposed and numerical results show the enhanced efficiency of the new methods.

math.NA↗
arXiv2012

High precision Symplectic Integrators for the Solar System

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 for practical use. We conclude that high order integrators should be privileged, with a preference for the new $(10,6,4)$ method of (Blanes et al., 2012)

astro-ph.EP↗