Fernando Casas

Sergio Blanes, Fernando Casas, Ariadna Farres et al.

We present new splitting methods designed for the numerical integration of near-integrable Hamiltonian systems, and in particular for planetary N-body problems, when one is interested in very accurate results over a large time span. We derive in a systematic way an independent set of necessary and sufficient conditions to be satisfied by the coefficients of splitting methods to achieve a prescribed order of accuracy. Splitting methods satisfying such (generalized) order conditions are appropriate in particular for the numerical simulation of the Solar System described in Jacobi coordinates. We show that, when using Poincaré Heliocentric coordinates, the same order of accuracy may be obtained by imposing an additional polynomial equation on the coefficients of the splitting method. We construct several splitting methods appropriate for each of the two sets of coordinates by solving the corresponding systems of polynomial equations and finding the optimal solutions. The experiments reported here indicate that the efficiency of our new schemes is clearly superior to previous integrators when high accuracy is required.

Ariadna Farrés, Jacques Laskar, Sergio Blanes et al.

Using a Newtonian model of the Solar System with all 8 planets, we perform extensive tests on various symplectic integrators of high orders, searching for the best splitting scheme for long term studies in the Solar System. These comparisons are made in Jacobi and Heliocentric coordinates and the implementation of the algorithms is fully detailed for practical use. We conclude that high order integrators should be privileged, with a preference for the new $(10,6,4)$ method of (Blanes et al., 2012)

Sergio Blanes, Fernando Casas, Ander Murua

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.

Sergio Blanes, Fernando Casas, Philippe Chartier et al.

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.

Bedros Afeyan, Fernando Casas, Nicolas Crouseilles et al.

KEEN waves are nonlinear, non-stationary, self-organized asymptotic states in Vlasov plasmas outside the scope or purview of linear theory constructs such as electron plasma waves or ion acoustic waves. Nonlinear stationary mode theories such as those leading to BGK modes also do not apply. The range in velocity that is strongly perturbed by KEEN waves depends on the amplitude and duration of the ponderomotive force used to drive them. Smaller amplitude drives create highly localized structures attempting to coalesce into KEEN waves. These cases have much more chaotic and intricate time histories than strongly driven ones. The narrow range in which one must maintain adequate velocity resolution in the weakly driven cases challenges xed grid numerical schemes. What is missing there is the capability of resolving locally in velocity while maintaining a coarse grid outside the highly perturbed region of phase space. We here report on a new Semi-Lagrangian Vlasov-Poisson solver based on conservative non-uniform cubic splines in velocity that tackles this problem head on. An additional feature of our approach is the use of a new high-order time-splitting scheme which allows much longer simulations per computational e ort. This is needed for low amplitude runs which take a long time to set up KEEN waves, if they are able to do so at all. The new code's performance is compared to uniform grid simulations and the advantages quanti ed. The birth pains associated with KEEN waves which are weakly driven is captured in these simulations. These techniques allow the e cient simulation of KEEN waves in multiple dimensions which will be tackled next as well as generalizations to Vlasov-Maxwell codes which are essential to understanding the impact of KEEN waves in practice.

Fernando Casas, Jose Angel Oteo, Juan Carlos D'Olivo

A special purpose solver, based on the Magnus expansion, well suited for the integration of the linear three neutrino oscillations equations in matter is proposed. The computations are speeded up to two orders of magnitude with respect to a general numerical integrator, a fact that could smooth the way for massive numerical integration concomitant with experimental data analyses. Detailed illustrations about numerical procedure and computer time costs are provided.

Philipp Bader, Sergio Blanes, Fernando Casas et al.

Two families of symplectic methods specially designed for second-order time-dependent linear systems are presented. Both are obtained from the Magnus expansion of the corresponding first-order equation, but otherwise they differ in significant aspects. The first family is addressed to problems with low to moderate dimension, whereas the second is more appropriate when the dimension is large, in particular when the system corresponds to a linear wave equation previously discretised in space. Several numerical experiments illustrate the main features of the new schemes.

Sergio Blanes, Fernando Casas, Ander Murua

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.

Sergio Blanes, Fernando Casas, Mechthild Thalhammer

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.

Philipp Bader, Sergio Blanes, Fernando Casas

In this work, we present a new way to compute the Taylor polynomial of the matrix exponential which reduces the number of matrix multiplications in comparison with the de-facto standard Patterson-Stockmeyer method. This reduction is sufficient to make the method superior in performance to Padé approximants by 10-30% over a range of values for the matrix norms and thus we propose its replacement in standard software kits. Numerical experiments show the performance of the method and illustrate its stability.

Fernando Casas, Ander Murua

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes are available that achieve high accuracy while preserving key qualitative properties of the underlying dynamical system, and are successfully used across a broad range of fields. In this work, we present a systematic analysis of both local and global errors arising from arbitrary splitting methods applied to unitary problems. Two complementary types of error estimates are derived. The first is expressed in terms of operator norms, while the second is formulated using norms of commutators and can, under suitable assumptions, be extended to certain classes of unbounded operators. Special attention is devoted to the case where only two operators are involved. The theoretical results are illustrated by deriving explicit error bounds for some representative schemes.

Fernando Casas, Nicolas Crouseilles, Erwan Faou et al.

We consider the Vlasov-Poisson equation in a Hamiltonian framework and derive new time splitting methods based on the decomposition of the Hamiltonian functional between the kinetic and electric energy. Assuming smoothness of the solutions, we study the order conditions of such methods. It appears that these conditions are of Runge-Kutta-Nystr{ö}m type. In the one dimensional case, the order conditions can be further simplified, and efficient methods of order 6 with a reduced number of stages can be constructed. In the general case, high-order methods can also be constructed using explicit computations of commutators. Numerical results are performed and show the benefit of using high-order splitting schemes in that context. Complete and self-contained proofs of convergence results and rigorous error estimates are also given.

Sergio Blanes, Fernando Casas, Ander Murua

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.