arXiv subjects

Sergio Blanes

Publications and source records attributed to Sergio Blanes.

At least 19 recordsLinked to original sources

arXiv2026

On a class of modified Cayley--Magnus methods

We introduce a new class of numerical integrators for the time integration of non-autonomous linear ordinary differential equations whose coefficient matrix is sparse and evolves within a quadratic matrix Lie group. In contrast to standard Lie group integrators, the proposed methods avoid the evaluation of matrix exponentials acting on vectors and instead rely on solving a sequence of linear systems with sparse coefficient matrices. Moreover, they are well suited for problems arising from unbounded operators, as they inherently produce bounded solutions. We construct optimised schemes of orders four and six and assess their performance on a representative numerical example, demonstrating clear advantages over existing Lie-group integrators.

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arXiv2026

D-splitting methods: 2N -storage embedded explicit pseudo-geometric Runge-Kutta methods using splitting methods

Low-storage explicit Runge-Kutta schemes are particularly popular for the numerical integration of time-dependent partial differential equations based on the method-of-lines due to their efficiency and their reduced memory requirements. We show that D-splitting methods, splitting methods on the extended phase space, can be used as high performance 2N-storage embedded explicit RK methods without a third storage register. They are pseudo-geometric methods preserving some of the qualitative properties of the exact solution up to a higher order than the order of the method. Some of their properties are analysed, to build new tailored methods, and are tested on numerical examples.

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arXiv2024

Splitting methods with complex coefficients for linear and nonlinear evolution equations

This contribution is dedicated to the exploration of exponential operator splitting methods for the time integration of evolution equations. It entails the review of previous achievements as well as the depiction of novel results. The standard class of splitting methods involving real coefficients is contrasted with an alternative approach that relies on the incorporation of complex coefficients. In view of long-term computations for linear evolution equations, it is expedient to distinguish symmetric, symmetric-conjugate, and alternating-conjugate schemes. The scope of applications comprises high-order reaction-diffusion equations and complex Ginzburg-Landau equations, which are of relevance in the theories of patterns and superconductivity. Time-dependent Gross-Pitaevskii equations and their parabolic counterparts, which model the dynamics of Bose-Einstein condensates and arise in ground state computations, are formally included as special cases. Numerical experiments confirm the validity of theoretical stability conditions and global error bounds as well as the benefits of higher-order complex splitting methods in comparison with standard schemes.

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arXiv2024

Splitting Methods for differential equations

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class of integrators are composition methods, in which one or several low-order schemes are composed to construct higher-order numerical approximations to the exact solution. We analyze in detail the order conditions that have to be satisfied by these classes of methods to achieve a given order, and provide some insight about their qualitative properties in connection with geometric numerical integration and the treatment of highly oscillatory problems. Since splitting methods have received considerable attention in the realm of partial differential equations, we also cover this subject in the present survey, with special attention to parabolic equations and their problems. An exhaustive list of methods of different orders is collected and tested on simple examples. Finally, some applications of splitting methods in different areas, ranging from celestial mechanics to statistics, are also provided.

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arXiv2024

Generalized extrapolation methods based on compositions of a basic 2nd-order scheme

We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization of extrapolation methods and multi-product expansions. A general analysis is provided and new methods up to order 8 are built and tested. The new approach is shown to reduce the latency problem when implemented in a parallel environment and leads to schemes that are significantly more efficient than standard extrapolation when the linear combination is delayed by a number of steps.

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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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arXiv2024

Families of efficient low order processed composition methods

New families of composition methods with processing of order 4 and 6 are presented and analyzed. They are specifically designed to be used for the numerical integration of differential equations whose vector field is separated into three or more parts which are explicitly solvable. The new schemes are shown to be more efficient than previous state-of-the-art splitting methods.

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arXiv2024

Symmetric-conjugate splitting methods for evolution equations of parabolic type

The present work provides a comprehensive study of symmetric-conjugate operator splitting methods in the context of linear parabolic problems and demonstrates their additional benefits compared to symmetric splitting methods. Relevant applications include nonreversible systems and ground state computations for linear Schrödinger equations based on the imaginary time propagation. Numerical examples confirm the favourable error behaviour of higher-order symmetric-conjugate splitting methods and illustrate the usefulness of a time stepsize control, where the local error estimation relies on the computation of the imaginary parts and thus requires negligible costs.

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arXiv2023

Generalization of splitting methods based on modified potentials to nonlinear evolution equations of parabolic and Schrödinger type

The present work is concerned with the extension of modified potential operator splitting methods to specific classes of nonlinear evolution equations. The considered partial differential equations of Schr{ö}dinger and parabolic type comprise the Laplacian, a potential acting as multiplication operator, and a cubic nonlinearity. Moreover, an invariance principle is deduced that has a significant impact on the efficient realisation of the resulting modified operator splitting methods for the Schr{ö}dinger case.} Numerical illustrations for the time-dependent Gross--Pitaevskii equation in the physically most relevant case of three space dimensions and for its parabolic counterpart related to ground state and excited state computations confirm the benefits of the proposed fourth-order modified operator splitting method in comparison with standard splitting methods. The presented results are novel and of particular interest from both, a theoretical perspective to inspire future investigations of modified operator splitting methods for other classes of nonlinear evolution equations and a practical perspective to advance the reliable and efficient simulation of Gross--Pitaevskii systems in real and imaginary time.

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arXiv2023

Symmetric-conjugate splitting methods for linear unitary problems

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 efficient methods up to order six are constructed and tested on the linear Schrödinger equation.

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arXiv2022

Parallel Computation of functions of matrices and their action on vectors

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of several matrices) and with a proper linear combination of the results, allows us to obtain new high order approximations to the desired functions of matrices. An error analysis to obtain forward and backward error bounds is presented. The coefficients of each method, which depends on the number of processors, can be adjusted to improve the accuracy, the stability or to reduce round off errors of the methods. We illustrate this procedure by explicitly constructing some methods which are then tested on several numerical examples.

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arXiv2022

Positivity-preserving methods for population models

Many important applications are modelled by differential equations with positive solutions. However, it remains an outstanding open problem to develop numerical methods that are both (i) of a high order of accuracy and (ii) capable of preserving positivity. It is known that the two main families of numerical methods, Runge-Kutta methods and multistep methods, face an order barrier: if they preserve positivity, then they are constrained to low accuracy: they cannot be better than first order. We propose novel methods that overcome this barrier: our methods are of second order, and they are guaranteed to preserve positivity. Our methods apply to a large class of differential equations that have a special graph Laplacian structure, which we elucidate. The equations need be neither linear nor autonomous and the graph Laplacian need not be symmetric. This algebraic structure arises naturally in many important applications where positivity is required. We showcase our new methods on applications where standard high order methods fail to preserve positivity, including infectious diseases, Markov processes, master equations and chemical reactions.

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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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arXiv2021

On symmetric-conjugate composition methods in the numerical integration of differential equations

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 within this family up to order 8 are proposed and their efficiency is tested on several examples. Our analysis shows that higher-order schemes are more efficient even when time step sizes are relatively large.

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arXiv2020

Computing the matrix sine and cosine simultaneously with a reduced number of products

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 based on Padé approximations for a wide range of norm matrices.

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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.

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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.

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arXiv2018

Exponential propagators for the Schr\"odinger equation with a time-dependent potential

We consider the numerical integration of the Schr\"odinger equation with a time-dependent Hamiltonian given as the sum of the kinetic energy and a time-dependent potential. Commutator-free (CF) propagators are exponential propagators that have shown to be highly efficient for general time-dependent Hamiltonians. We propose new CF propagators that are tailored for Hamiltonians of said structure, showing a considerably improved performance. We obtain new fourth- and sixth-order CF propagators as well as a novel sixth-order propagator that incorporates a double commutator that only depends on coordinates, so this term can be considered as cost-free. The algorithms require the computation of the action of exponentials on a vector similarly to the well known exponential midpoint propagator, and this is carried out using the Lanczos method. We illustrate the performance of the new methods on several numerical examples.

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