arXiv subjects

Muaz Seydaoğlu

Publications and source records attributed to Muaz Seydaoğlu.

7 recordsLinked to original sources

arXiv2026

Fully discrete scheme for the fifth-order KdV-Burgers-Fisher equation using Strang splitting and Fourier collocation methods

Operator splitting is an effective technique for the numerical solution of nonlinear partial differential equations by decomposing a complex problem into simpler subproblems. In this study, we present and analyze a fully discrete scheme for the fifth-order Korteweg-de Vries-Burgers-Fisher equation (KBF) by combining Strang splitting for time discretization with the Fourier collocation method for spatial discretization. In particular, the Fourier collocation method is an essential component of the proposed fully discrete scheme and yields spectral accuracy in space under suitable regularity assumptions. The KBF equation describes the interaction of reaction, dissipative, and dispersive mechanisms by incorporating the Fisher reaction term together with Burgers-type diffusion and higher-order KdV dispersion. The equation is split into a linear operator and a nonlinear operator, and the resulting subproblems are solved within the Strang splitting framework. Convergence is analyzed in the Sobolev space $H^s$. The local error is derived using operator-theoretic arguments in Banach spaces together with Lie commutator estimates, while the global error is obtained using the Lady Windermere's fan argument. The analysis yields second-order convergence in time and spectral convergence in space. Numerical results confirm the theoretical error estimates and demonstrate the accuracy of the proposed fully discrete scheme.

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arXiv2024

Efficient scaling and squaring method for the matrix exponential

This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Padé methods shown to be superior in performance to the approximants used in state-of-the-art software. The algorithm computes matrix--matrix products and also matrix inverses, but it can be implemented to avoid the computation of inverses, making it convenient for some problems. If the matrix A belongs to a Lie algebra, then exp(A) belongs to its associated Lie group, being a property which is preserved by diagonal Padé approximants, and the algorithm has another option to use only these. Numerical experiments show the superior performance with respect to state-of-the-art implementations.

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arXiv2021

An efficient algorithm to compute the exponential of skew-Hermitian matrices for the time integration of the Schrödinger equation

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 products, respectively. For problems of the form $\exp(-iA)$, with $A$ a real and symmetric matrix, an improved version is presented that computes the sine and cosine of $A$ with a reduced computational cost. The theoretical analysis, supported by numerical experiments, indicates that the new methods are more efficient than schemes based on rational Padé approximants and Taylor polynomials for all tolerances and time interval lengths. The new procedure is particularly recommended to be used in conjunction with exponential integrators for the numerical time integration of the Schrödinger equation.

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arXiv2015

Symplectic integrators for the matrix Hill's equation and its applications to engineering models

We consider the numerical integration of the matrix Hill's equation. Parametric resonances can appear and this property is of great interest in many different physical applications. Usually, the Hill's equations originate from a Hamiltonian function and the fundamental matrix solution is a symplectic matrix. This is a very important property to be preserved by the numerical integrators. In this work we present new sixth-and eighth-order symplectic exponential integrators that are tailored to the Hill's equation. The methods are based on an efficient symplectic approximation to the exponential of high dimensional coupled autonomous harmonic oscillators and yield accurate results for oscillatory problems at a low computational cost. Several numerical examples illustrate the performance of the new methods.

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arXiv2014

Numerical solution of the Burgers' equation with high order splitting methods

In this work, high order splitting methods have been used for calculating the numerical solutions of the Burgers' equation in one space dimension with periodic and Dirichlet boundary conditions. However, splitting methods with real coefficients of order higher than two necessarily have negative coefficients and can not be used for time-irreversible systems, such as Burgers equations, due to the time-irreversibility of the Laplacian operator. Therefore, the splitting methods with complex coefficients and extrapolation methods with real and positive coefficients have been employed. If we consider the system as the perturbation of an exactly solvable problem(or can be easily approximated numerically), it is possible to employ highly efficient methods to approximate Burgers' equation. The numerical results show that the methods with complex time steps having one set of coefficients real and positive, say $a_i\in\mathbb{R}^+$ and $b_i\in\mathbb{C}^+$, and high order extrapolation methods derived from a lower order splitting method produce very accurate solutions of the Burgers' equation.

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arXiv2014

The Scaling, Splitting and Squaring Method for the Exponential of Perturbed Matrices

We propose splitting methods for the computation of the exponential of perturbed matrices which can be written as the sum $A=D+\varepsilon B$ of a sparse and efficiently exponentiable matrix $D$ with sparse exponential $e^D$ and a dense matrix $\varepsilon B$ which is of small norm in comparison with $D$. The predominant algorithm is based on scaling the large matrix $A$ by a small number $2^{-s}$, which is then exponentiated by efficient Padé or Taylor methods and finally squared in order to obtain an approximation for the full exponential. In this setting, the main portion of the computational cost arises from dense-matrix multiplications and we present a modified squaring which takes advantage of the smallness of the perturbed matrix $B$ in order to reduce the number of squarings necessary. Theoretical results on local error and error propagation for splitting methods are complemented with numerical experiments and show a clear improvement over existing methods when medium precision is sought.

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arXiv2014

High-order splitting methods for separable non-autonomous parabolic equations

We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative coefficients). We propose to consider a class of methods in which one set of the coefficients are real and positive numbers, and to split properly the system in the extended phase space where the time is taken as a new coordinate. This allows us to evaluate all time-dependent operators at real values of the time, leading to schemes which are stable and simple to implement. If the system can be considered as the perturbation of an exactly solvable problem and the flow of the dominant part is advanced using the real coefficients, it is possible to build highly efficient methods for these problems. We show the performance of this class of methods on several numerical examples and present some new improved schemes.

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