Exponential Operator Splitting Methods Research Articles

A MATRIX-FREE LEGENDRE SPECTRAL METHOD FOR INITIAL-BOUNDARY VALUE PROBLEMS

We study numerical methods for time-dependent partial differential equations describing wave propagation, primarily applied to problems in quantum dynamics governed by the time-dependent Schrodinger equation (TDSE). We consider both methods for spatial approximation and for time stepping. In most settings, numerical solution of the TDSE is more challenging than solving a hyperbolic wave equation. This is mainly because the dispersion relation of the TDSE makes it very sensitive to dispersion error, and infers a stringent time step restriction for standard explicit time stepping schemes. The TDSE is also often posed in high dimensions, where standard methods are intractable.The sensitivity to dispersion error makes spectral methods advantageous for the TDSE. We use spectral or pseudospectral methods in all except one of the included papers. In Paper III we improve and analyse the accuracy of the Fourier pseudospectral method applied to a problem with limited regularity, and in Paper V we construct a matrix-free spectral method for problems with non-trivial boundary conditions. Due to its stiffness, the TDSE is most often solved using exponential time integration. In this thesis we use exponential operator splitting and Krylov subspace methods. We rigorously prove convergence for force-gradient operator splitting methods in Paper IV. One way of making high-dimensional problems computationally tractable is low-rank approximation. In Paper VI we prove that a splitting method for dynamical low-rank approximation is robust to singular values in the approximation approaching zero, a situation which is difficult to handle since it implies strong curvature of the approximation space.

Adaptive splitting methods for nonlinear Schrödinger equations in the semiclassical regime

The error behavior of exponential operator splitting methods for nonlinear Schrodinger equations in the semiclassical regime is studied. For the Lie and Strang splitting methods, the exact form of the local error is determined and the dependence on the semiclassical parameter is identified. This is enabled within a defect-based framework which also suggests asymptotically correct a posteriori local error estimators as the basis for adaptive time stepsize selection. Numerical examples substantiate and complement the theoretical investigations.

Defect-based local error estimators for high-order splitting methods involving three linear operators

Prior work on high-order exponential operator splitting methods is extended to evolution equations defined by three linear operators. A posteriori local error estimators are constructed via a suitable integral representation of the local error involving the defect associated with the splitting solution and quadrature approximation via Hermite interpolation. In order to prove asymptotical correctness, a multiple integral representation involving iterated defects is deduced by repeated application of the variation-of-constant formula. The error analysis within the framework of abstract evolution equations provides the basis for concrete applications. Numerical examples for initial-boundary value problems of Schrödinger and of parabolic type confirm the asymptotical correctness of the proposed a posteriori error estimators.

Defect-based local error estimators for splitting methods, with application to Schrödinger equations, Part III: The nonlinear case

The present work is concerned with the efficient time integration of nonlinear evolution equations by exponential operator splitting methods. Defect-based local error estimators serving as a reliable basis for adaptive stepsize control are constructed and analyzed. In the context of time-dependent nonlinear Schrödinger equations, asymptotical correctness of the local error estimators associated with the first-order Lie–Trotter and second-order Strang splitting methods is proven. Numerical examples confirm the theoretical results and illustrate the performance of adaptive stepsize control.

Efficient time integration methods based on operator splitting and application to the Westervelt equation

Efficient time integration methods based on operator splitting and application to the Westervelt equation

Local error structures and order conditions in terms of Lie elements for exponential splitting schemes

We discuss the structure of the local error of exponential operator splitting methods. In particular, it is shown that the leading error term is a Lie element, i.e., a linear combination of higher-degree commutators of the given operators. This structural assertion can be used to formulate a simple algorithm for the automatic generation of a minimal set of polynomial equations representing the order conditions, for the general case as well as in symmetric settings.

Convergence analysis of high-order time-splitting pseudo-spectral methods for rotational Gross–Pitaevskii equations

A convergence analysis of time-splitting pseudo-spectral methods adapted for time-dependent Gross–Pitaevskii equations with additional rotation term is given. For the time integration high-order exponential operator splitting methods are studied, and the space discretization relies on the generalized-Laguerre–Fourier spectral method with respect to the \((x,y)\)-variables as well as the Hermite spectral method in the \(z\)-direction. Essential ingredients in the stability and error analysis are a general functional analytic framework of abstract nonlinear evolution equations, fractional power spaces defined by the principal linear part, a Sobolev-type inequality in a curved rectangle, and results on the asymptotical distribution of the nodes and weights associated with Gauß–Laguerre quadrature. The obtained global error estimate ensures that the nonstiff convergence order of the time integrator and the spectral accuracy of the spatial discretization are retained, provided that the problem data satisfy suitable regularity requirements. A numerical example confirms the theoretical convergence estimate.

Error analysis of high-order splitting methods for nonlinear evolutionary Schrödinger equations and application to the MCTDHF equations in electron dynamics

In this work, the error behaviour of high-order exponential operator splitting methods for the time integration of nonlinear evolutionary Schrodinger equations is investigated. The theoretical analysis utilises the framework of abstract evolution equations on Banach spaces and the formal calculus of Lie derivatives. The general approach is substantiated on the basis of a convergence result for exponential operator splitting methods of (nonstiff) order p applied to the multi-configuration time-dependent Hartree–Fock (MCTDHF) equations, which are associated with a model reduction for high-dimensional linear Schrodinger equations describing free electrons that interact by Coulomb force. Provided that the analytical solution of the MCTDHF equations constituting a system of coupled linear ordinary differential equations and low-dimensional nonlinear partial differential equations satisfies suitable regularity requirements, convergence of order p − 1 in the H 1 Sobolev norm and convergence of order p in the L 2 norm is proven. An analogous result follows for the cubic nonlinear Schrodinger equation, which is also illustrated by a numerical experiment.

Defect-based local error estimators for splitting methods, with application to Schrödinger equations, Part II. Higher-order methods for linear problems

In this work, defect-based local error estimators for higher-order exponential operator splitting methods are constructed and analyzed in the context of time-dependent linear Schrödinger equations. The technically involved procedure is carried out in detail for a general three-stage third-order splitting method and then extended to the higher-order case. Asymptotical correctness of the a posteriori local error estimator is proven under natural commutator bounds for the involved operators, and along the way the known (non)stiff order conditions and a priori convergence bounds are recovered. The theoretical error estimates for higher-order splitting methods are confirmed by numerical examples for a test problem of Schrödinger type. Further numerical experiments for a test problem of parabolic type complement the investigations.

The Lie-Trotter splitting for nonlinear evolutionary problems with critical parameters: a compact local error representation and application to nonlinear Schrodinger equations in the semiclassical regime

In the present work, we investigate the error behaviour of exponential operator splitting methods for nonlinear evolutionary problems. In particular, our concern is to deduce an exact local error representation that is suitable in the presence of critical parameters. Essential tools in the theoretical analysis including time-dependent nonlinear Schrodinger equations in the semi-classical regime as well as parabolic initial-boundary value problems with high spatial gradients are an abstract formulation of differential equations on function spaces and the formal calculus of Lie-derivatives. We expose the general mechanism on the basis of the least technical example method, the first-order Lie–Trotter splitting

Embedded exponential operator splitting methods for the time integration of nonlinear evolution equations

In this work, we introduce embedded exponential operator splitting methods for the adaptive time integration of nonlinear evolution equations. In the spirit of embedded Runge–Kutta methods, such pairs of related higher-order split-step methods provide estimates of the local error with moderate additional computational effort as substeps of the basic integrator are reused to obtain a local error estimator.As illustrations, we construct a split-step pair of orders 4(3) involving real method coefficients, tailored for nonlinear Schrödinger equations, and two order 4(3) split-step pairs with complex method coefficients, appropriate for nonlinear parabolic problems. Our theoretical investigations and numerical examples show that the splitting methods retain their orders of convergence when applied to evolution problems with sufficiently regular solutions. Furthermore, we demonstrate the ability of the new algorithms to serve as a reliable basis for error control in the time integration of nonlinear evolution equations by applying them to the solution of two model problems, the two-dimensional cubic Schrödinger equation with focusing singularity and a three-dimensional reaction–diffusion equation. Moreover, we demonstrate the advantages of our real embedded 4(3) pair of splitting methods over a pair of unrelated schemes for the time-dependent Gross–Pitaevskii equation.

A numerical study of adaptive space and time discretisations for Gross–Pitaevskii equations

As a basic principle, benefits of adaptive discretisations are an improved balance between required accuracy and efficiency as well as an enhancement of the reliability of numerical computations. In this work, the capacity of locally adaptive space and time discretisations for the numerical solution of low-dimensional nonlinear Schrödinger equations is investigated. The considered model equation is related to the time-dependent Gross–Pitaevskii equation arising in the description of Bose–Einstein condensates in dilute gases. The performance of the Fourier-pseudo spectral method constrained to uniform meshes versus the locally adaptive finite element method and of higher-order exponential operator splitting methods with variable time stepsizes is studied. Numerical experiments confirm that a local time stepsize control based on a posteriori local error estimators or embedded splitting pairs, respectively, is effective in different situations with an enhancement either in efficiency or reliability. As expected, adaptive time-splitting schemes combined with fast Fourier transform techniques are favourable regarding accuracy and efficiency when applied to Gross–Pitaevskii equations with a defocusing nonlinearity and a mildly varying regular solution. However, the numerical solution of nonlinear Schrödinger equations in the semi-classical regime becomes a demanding task. Due to the highly oscillatory and nonlinear nature of the problem, the spatial mesh size and the time increments need to be of the size of the decisive parameter 0<ε≪1, especially when it is desired to capture correctly the quantitative behaviour of the wave function itself. The required high resolution in space constricts the feasibility of numerical computations for both, the Fourier pseudo-spectral and the finite element method. Nevertheless, for smaller parameter values locally adaptive time discretisations facilitate to determine the time stepsizes sufficiently small in order that the numerical approximation captures correctly the behaviour of the analytical solution. Further illustrations for Gross–Pitaevskii equations with a focusing nonlinearity or a sharp Gaussian as initial condition, respectively, complement the numerical study.

A second-order positivity preserving scheme for semilinear parabolic problems

In this paper we study the convergence behaviour and geometric properties of Strang splitting applied to semilinear evolution equations. We work in an abstract Banach space setting that allows us to analyse a certain class of parabolic equations and their spatial discretisations. For this class of problems, Strang splitting is shown to be stable and second-order convergent. Moreover, it is shown that exponential operator splitting methods and in particular the method of Strang will preserve positivity in certain situations. A numerical illustration of the convergence behaviour is included.

Defect-based local error estimators for splitting methods, with application to Schrödinger equations, Part I: The linear case

We introduce a defect correction principle for exponential operator splitting methods applied to time-dependent linear Schrödinger equations and construct a posteriori local error estimators for the Lie–Trotter and Strang splitting methods. Under natural commutator bounds on the involved operators we prove asymptotical correctness of the local error estimators, and along the way recover the known a priori convergence bounds. Numerical examples illustrate the theoretical local and global error estimates.

Convergence Analysis of High-Order Time-Splitting Pseudospectral Methods for Nonlinear Schrödinger Equations

In this work, the issue of favorable numerical methods for the space and time discretization of low-dimensional nonlinear Schrodinger equations is addressed. The objective is to provide a stability and error analysis of high-accuracy discretizations that rely on spectral and splitting methods. As a model problem, the time-dependent Gross--Pitaevskii equation arising in the description of Bose--Einstein condensates is considered. For the space discretization pseudospectral methods collocated at the associated quadrature nodes are analyzed. For the time integration high-order exponential operator splitting methods are studied, where the decomposition of the function defining the partial differential equation is chosen in accordance with the underlying spectral method. The convergence analysis relies on a general framework of abstract nonlinear evolution equations and fractional power spaces defined by the principal linear part. Essential tools in the derivation of a temporal global error estimate are furthe...

An exact local error representation of exponential operator splitting methods for evolutionary problems and applications to linear Schrödinger equations in the semi-classical regime

In this paper, we are concerned with the derivation of a local error representation for exponential operator splitting methods when applied to evolutionary problems that involve critical parameters. Employing an abstract formulation of differential equations on function spaces, our framework includes Schrodinger equations in the semi-classical regime as well as parabolic initial-boundary value problems with high spatial gradients. We illustrate the general mechanism on the basis of the first-order Lie splitting and the second-order Strang splitting method. Further, we specify the local error representation for a fourth-order splitting scheme by Yoshida. From the given error estimate it is concluded that higher-order exponential operator splitting methods are favourable for the time-integration of linear Schrodinger equations in the semi-classical regime with critical parameter 0<e≪1, provided that the time stepsize h is sufficiently smaller than $\sqrt[p]{\varepsilon}$ , where p denotes the order of the splitting method.

High-order time-splitting Hermite and Fourier spectral methods

In this paper, we are concerned with the numerical solution of the time-dependent Gross–Pitaevskii Equation (GPE) involving a quasi-harmonic potential. Primarily, we consider discretisations that are based on spectral methods in space and higher-order exponential operator splitting methods in time. The resulting methods are favourable in view of accuracy and efficiency; moreover, geometric properties of the equation such as particle number and energy conservation are well captured. Regarding the spatial discretisation of the GPE, we consider two approaches. In the unbounded domain, we employ a spectral decomposition of the solution into Hermite basis functions; on the other hand, restricting the equation to a sufficiently large bounded domain, Fourier techniques are applicable. For the time integration of the GPE, we study various exponential operator splitting methods of convergence orders two, four, and six. Our main objective is to provide accuracy and efficiency comparisons of exponential operator splitting Fourier and Hermite pseudospectral methods for the time evolution of the GPE. Furthermore, we illustrate the effectiveness of higher-order time-splitting methods compared to standard integrators in a long-term integration.

High-Order Exponential Operator Splitting Methods for Time-Dependent Schrödinger Equations

In this paper, we deduce high-order error bounds for exponential operator splitting methods. The employed techniques are specific to linear differential equations of the form $u'(t) = A \, u(t) + B \, u(t)$, $t \geq 0$, involving an unbounded operator $A$. In particular, evolutionary Schrodinger equations with sufficiently regular initial values are included in the analysis.

Higher-order operator splitting methods for deterministic parabolic equations

The Sheng-Suzuki theorem states that all exponential operator splitting methods of order greater than 2 must contain negative time integration. There have been claims in the literature that higher-order splitting methods for deterministic parabolic equations are unstable due to this fact. We show stability for a class of higher-order splitting methods for integrating deterministic parabolic equations. We note that problems with backwards time integration will still exist for stochastic integration methods for which information is lost and backward timesteps become ill-defined. Therefore, completely positive splitting methods, such as those developed by Chin, still have an important place. We present numerical results from first-, second-, third- and fourth-order methods showing that the error becomes increasingly small as the order increases.