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Fernando Casas

Publications and source records attributed to Fernando Casas.

43 records · Page 3Linked to original sources

Efficient computation of the Zassenhaus formula

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 computational effort, both in time and memory resources, than previous algorithms. In addition, by bounding appropriately each term in the recursion, it is possible to get a larger convergence domain of the Zassenhaus formula when it is formulated in a Banach algebra.

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Optimized high-order splitting methods for some classes of parabolic equations

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-valued coefficients (with positive real parts). In this way, methods of orders 3 to 14 by using the Suzuki--Yoshida triple (and quadruple) jump composition procedure have been explicitly built. Here we reconsider this technique and show that it is inherently bounded to order 14 and clearly sub-optimal with respect to error constants. As an alternative, we solve directly the algebraic equations arising from the order conditions and construct methods of orders 6 and 8 that are the most accurate ones available at present time, even when low accuracies are desired. We also show that, in the general case, 14 is not an order barrier for splitting methods with complex coefficients with positive real part by building explicitly a method of order 16 as a composition of methods of order 8.

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Error analysis of splitting methods for the time dependent Schrodinger equation

A typical procedure to integrate numerically the time dependent Schrö\-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 $u(0) = u_0 \in \mathbb{C}^N$ is given by $u(t) = \e^{-i t H} u_0$. Usually, this exponential matrix is expensive to evaluate, so that time stepping methods to construct approximations to $u$ from time $t_n$ to $t_{n+1}$ are considered in the second phase of the procedure. Among them, schemes involving multiplications of the matrix $H$ with vectors, such as Lanczos and Chebyshev methods, are particularly efficient. In this work we consider a particular class of splitting methods which also involves only products $Hu$. We carry out an error analysis of these integrators and propose a strategy which allows us to construct different splitting symplectic methods of different order (even of order zero) possessing a large stability interval that can be adapted to different space regularity conditions and different accuracy ranges of the spatial discretization. The validity of the procedure and the performance of the resulting schemes are illustrated on several numerical examples.

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Splitting methods with complex coefficients

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-order integrators and analyze their main features on a pair of numerical examples, in particular how the errors are propagated along the evolution.

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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.

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An efficient algorithm for computing the Baker-Campbell-Hausdorff series and some of its applications

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 algorithm, the computation of the BCH series up to degree 20 (111013 independent elements in $\mathcal{L}(X,Y)$) takes less than 15 minutes on a personal computer and requires 1.5 GBytes of memory. We also address the issue of the convergence of the series, providing an optimal convergence domain when $X$ and $Y$ are real or complex matrices.

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Sufficient conditions for the convergence of the Magnus expansion

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 spectrum of $Y(t)$, thus yielding a more precise characterization. Several examples are proposed to illustrate the main issues involved and the information on the convergence domain provided by both conditions.

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