Exponential Operator Splitting Research Articles

The locally extrapolated exponential splitting scheme for multi-dimensional nonlinear space-fractional Schrödinger equations

An efficient local extrapolation of the exponential operator splitting scheme is introduced to solve the multi-dimensional space-fractional nonlinear Schrodinger equations. Stability of the scheme is examined by investigating its amplification factor and by plotting the boundaries of the stability regions. Empirical convergence analysis and calculation of the local truncation error exhibit the second-order accuracy of the proposed scheme. The performance and reliability of the proposed scheme are tested by implementing it on two- and three-dimensional space-fractional nonlinear Schrodinger equations including the space-fractional Gross-Pitaevskii equation, which is used to model optical solitons in graded-index fibers.

The theory of variational hybrid quantum-classical algorithms

Many quantum algorithms have daunting resource requirements when compared to what is available today. To address this discrepancy, a quantum-classical hybrid optimization scheme known as ‘the quantum variational eigensolver’ was developed (Peruzzo et al 2014 Nat. Commun. 5 4213) with the philosophy that even minimal quantum resources could be made useful when used in conjunction with classical routines. In this work we extend the general theory of this algorithm and suggest algorithmic improvements for practical implementations. Specifically, we develop a variational adiabatic ansatz and explore unitary coupled cluster where we establish a connection from second order unitary coupled cluster to universal gate sets through a relaxation of exponential operator splitting. We introduce the concept of quantum variational error suppression that allows some errors to be suppressed naturally in this algorithm on a pre-threshold quantum device. Additionally, we analyze truncation and correlated sampling in Hamiltonian averaging as ways to reduce the cost of this procedure. Finally, we show how the use of modern derivative free optimization techniques can offer dramatic computational savings of up to three orders of magnitude over previously used optimization techniques.

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.

Convergence of time-splitting energy-conserved symplectic schemes for 3D Maxwell’s equations

We propose two symplectic and two non-symplectic schemes for 3D Maxwell’s equations based on the exponential operator splitting technique and Fourier pseudo-spectral method. These schemes are efficient and unconditionally stable, and also preserve four discrete energy conservation laws simultaneously. The error estimates of the schemes are obtained by using some special techniques and the energy method. Numerical results confirm the theoretical analysis. The numerical comparison with some existing methods show the good performance of the proposed schemes.

Two Energy-Conserved Splitting Methods for Three-Dimensional Time-Domain Maxwell's Equations and the Convergence Analysis

We devote the present paper to high-accuracy energy-preserving S-AVF(2) and S-AVF(4) schemes for the three-dimensional time-domain Maxwell's equations, based on the exponential operator splitting technique, the Fourier pseudospectral method, and the averaged vector field method. To obtain the present schemes, the key is to propose the splitting methods for Maxwell's equations, in which all subsystems should hold the same Hamiltonian. The proposed schemes are energy-preserving, high-order accurate, and unconditionally stable, while being implemented explicitly. Both schemes capture four energy invariants simultaneously. Rigorous error estimates of the schemes are established in the discrete $L^2$-norm. The theoretical results show that the S-AVF(2)/S-AVF(4) scheme converges with spectral accuracy in space and second-order/fourth-order accuracy in time, respectively. Numerical results support the theoretical analysis.

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.

Higher-order wide-angle split-step spectral method for non-paraxial beam propagation

We develop a higher-order method for non-paraxial beam propagation based on the wide-angle split-step spectral (WASSS) method previously reported [Clark and Thomas, Opt. Quantum. Electron., 41, 849 (2010)]. The higher-order WASSS (HOWASSS) method approximates the Helmholtz equation by keeping terms up to third-order in the propagation step size, in the Magnus expansion. A symmetric exponential operator splitting technique is used to simplify the resulting exponential operators. The HOWASSS method is applied to the problem of waveguide propagation, where an analytical solution is known, to demonstrate the performance and accuracy of the method. The performance enhancement gained by implementing the HOWASSS method on a graphics processing unit (GPU) is demonstrated. When highly accurate results are required the HOWASSS method is shown to be substantially faster than the WASSS method.

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.

Numerical methods for nonlinear Dirac equation

This paper presents a review of the current state-of-the-art of numerical methods for nonlinear Dirac (NLD) equation. Several methods are extendedly proposed for the (1+1)-dimensional NLD equation with the scalar and vector self-interaction and analyzed in the way of the accuracy and the time reversibility as well as the conservation of the discrete charge, energy and linear momentum. Those methods are the Crank–Nicolson (CN) schemes, the linearized CN schemes, the odd–even hopscotch scheme, the leapfrog scheme, a semi-implicit finite difference scheme, and the exponential operator splitting (OS) schemes. The nonlinear subproblems resulted from the OS schemes are analytically solved by fully exploiting the local conservation laws of the NLD equation. The effectiveness of the various numerical methods, with special focus on the error growth and the computational cost, is illustrated on two numerical experiments, compared to two high-order accurate Runge–Kutta discontinuous Galerkin methods. Theoretical and numerical comparisons show that the high-order accurate OS schemes may compete well with other numerical schemes discussed here in terms of the accuracy and the efficiency. A fourth-order accurate OS scheme is further applied to investigating the interaction dynamics of the NLD solitary waves under the scalar and vector self-interaction. The results show that the interaction dynamics of two NLD solitary waves depend on the exponent power of the self-interaction in the NLD equation; collapse happens after collision of two equal one-humped NLD solitary waves under the cubic vector self-interaction in contrast to no collapse scattering for corresponding quadric case.

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.