The Lindblad equation is a widely used quantum master equation to model the dynamical evolution of open quantum systems whose states are described by density matrices. These solution matrices are characterized by semi-positiveness and trace preserving properties, which must be guaranteed in any physically meaningful numerical simulation. In this paper, novel full- and low-rank exponential Euler integrators are developed for approximating the Lindblad equation that preserve positivity and trace unconditionally. Theoretical results are presented that provide sharp error estimates for the two classes of exponential integration methods. Results of numerical experiments are discussed that illustrate the effectiveness of the proposed schemes, beyond present state-of-the-art capabilities.
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here as the Mittag-Leffler Euler integrator, is used for the temporal discretization, while the spatial discretization is performed by the spectral Galerkin method. The temporal rate of strong convergence is found to be (almost) twice compared to when the backward Euler method is used together with a convolution quadrature for time discretization. Numerical expe…
Variational integrator for the rotating shallow-water equations on the sphere
Memorial University of Newfoundland（纽芬兰纪念大学）；Imperial College London（伦敦帝国学院）；École Normale Supérieure/CNRS, Laboratoire de Météorologie Dynamique（巴黎高等师范学院/法国国家科学研究中心，动态气象实验室）
A new type of low-regularity integrator is proposed for Navier-Stokes equations, coupled with a stabilized finite element method in space. Unlike the other low-regularity integrators for nonlinear dispersive equations, which are all fully explicit in time, the proposed method is semi-implicit in time in order to preserve the energy-decay structure of NS equations. First-order convergence of the proposed method is established independent of the viscosity coefficient $μ$, under weaker regularity conditions than other existing numerical methods, including the semi-implicit Euler method and classi…
Motivated by the Hodgkin-Huxley model of neuronal dynamics, we study explicit numerical integrators for "conditionally linear" systems of ordinary differential equations. We show that splitting and composition methods, when applied to the Van der Pol oscillator and to the Hodgkin-Huxley model, do a better job of preserving limit cycles of these systems for large time steps, compared with the "Euler-type" methods (including Euler's method, exponential Euler, and semi-implicit Euler) commonly used in computational neuroscience, with no increase in computational cost. These limit cycles are impor…
In this paper we provide a variational derivation of the Euler-Poincaré equations for systems subjected to external forces using an adaptation of the techniques introduced by Galley and others. Moreover, we study in detail the underlying geometry which is related to the notion of Poisson groupoid. Finally, we apply the previous construction to the formal derivation of the variational error for numerical integrators of forced Euler-Poincaré equations and the application of this theory to the derivation of geometric integrators for forced systems.
Geometric integrators for higher-order variational systems and their application to optimal control
University of Michigan（密歇根大学）；Universidad Nacional del Sur（国立苏尔大学）；Instituto de Matemática Bahía Blanca（巴亚布兰卡数学研究所）；CONICET（阿根廷国家科学研究委员会）；Instituto de Ciencias Matemáticas (CSIC-UAM-UC3M-UCM)（数学科学研究所（西班牙高等科学研究理事会-马德里自治大学-马德里理工大学-马德里 Complutense 大学））
An energetically balanced, implicit integrator for non-hydrostatic vertical atmospheric dynamics on the sphere is presented. The integrator allows for the exact balance of energy exchanges in space and time for vertical atmospheric motions by preserving the skew-symmetry of the non-canonical Hamiltonian formulation of the compressible Euler equations. The performance of the integrator is accelerated by a preconditioning strategy that reduces the dimensionality of the inner linear system. Here we reduce the four component velocity, density, density weighted potential temperature and Exner press…
We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes it capable of simulating stiff nonlinear circuit system at a large scale. In this framework, the system's nonlinearity is treated with exponential Rosenbrock-Euler formulation. The matrix exponential and vector product is computed using invert Krylov subspace method. Our proposed method has several distinguished advantages over conventional formulations (e.g.…
Obreshkov-like numerical integrators have been widely applied to power system transient simulation. Misuse of the numerical integrators as numerical differentiators may lead to numerical oscillation or bias. Criteria for Obreshkov-like numerical integrators to be used as numerical differentiators are proposed in this paper to avoid these misleading phenomena. The coefficients of a numerical integrator for the highest order derivative turn out to determine its suitability. Some existing Obreshkov-like numerical integrators are examined under the proposed criteria. It is revealed that the notori…
An Exponential Time-Integrator Scheme for Steady and Unsteady Inviscid Flows
Beijing Computational Science Research Center（北京计算科学研究中心）；Department of Mathematics and Statistics, Old Dominion University（老道明大学数学与统计系）；Department of Aerospace Engineering, University of Kansas（堪萨斯大学航空航天工程系）；Department of Mathematics, University of South Carolina（南卡罗来纳大学数学系）
In molecular dynamics, penalized overdamped Langevin dynamics are used to model the motion of a set of particles that follow constraints up to a parameter $\varepsilon$. The most used schemes for simulating these dynamics are the Euler integrator in $\mathbb{R}^d$ and the constrained Euler integrator. Both have weak order one of accuracy, but work properly only in specific regimes depending on the size of the parameter $\varepsilon$. We propose in this paper a new consistent method with an accuracy independent of $\varepsilon$ for solving penalized dynamics on a manifold of any dimension. More…
We propose an Exponential DG approach for numerically solving partial differential equations (PDEs). The idea is to decompose the governing PDE operators into linear (fast dynamics extracted by linearization) and nonlinear (the remaining after removing the former) parts, on which we apply the discontinuous Galerkin (DG) spatial discretization. The resulting semi-discrete system is then integrated using exponential time-integrators: exact for the former and approximate for the latter. By construction, our approach i) is stable with a large Courant number (Cr > 1); ii) supports high-order soluti…
In this paper, we study the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by a additive fractional Brownian motion (fBm) with Hurst parameter $H>\frac 12$ and Poisson random measure, more realistic in modelling real world phenomena. To the best of our knowledge, numerical schemes for such SPDE have been lacked in scientific literature. The approximation is done with the standard finite element method in space and three Euler-type timestepping methods in time, more precisely linear implicit method, exponential integrator and …
Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of possible responses of the system to inputs. It is thus a potentially useful approach in a number of applications such as forward uncertainty quantification, inverse problems, and data assimilation. We extend the convergence analysis of probabilistic integrators for deterministic ordinary differential equations, as proposed by Conrad et al.\ (\textit{Stat.\ Comput…
Weak convergence for a stochastic exponential integrator and finite element discretization of SPDE for multiplicative \& additive noise
Stellenbosh University（斯泰伦博斯大学）；Center for Research in Computational and Applied Mechanics (CERECAM)（计算与应用力学研究中心）；Department of Mathematics and Applied Mathematics, University of Cape Town（开普敦大学数学与应用数学系）；School of Mathematics, Statistics and Computer Science, University of KwaZulu-Natal（夸祖鲁-纳塔尔大学数学、统计与计算机科学学院）
In this paper, we propose a semi-Lagrangian discontinuous Galerkin method coupled with Runge-Kutta exponential integrators (SLDG-RKEI) for nonlinear Vlasov dynamics. The commutator-free Runge-Kutta (RK) exponential integrators (EI) were proposed by Celledoni, et al. (FGCS, 2003). In the nonlinear transport setting, the RKEI can be used to decompose the evolution of the nonlinear transport into a composition of a sequence of linearized dynamics. The resulting linearized transport equations can be solved by the semi-Lagrangian (SL) discontinuous Galerkin (DG) method proposed in Cai, et al. (JSC,…
Preconditioning for the high-order sampling of the invariant distribution of parabolic semilinear SPDEs
Universite de Pau et des Pays de l’Adour, E2S UPPA, CNRS, LMAP（波城大学、E2S 巴约讷-比亚里茨大学、法国国家科学研究中心、数学与及其应用实验室）；Univ Rennes, INRIA (MINGuS), IRMAR - UMR 6625, ENS Rennes（雷恩大学、法国国家信息与自动化研究所（MINGuS）、雷恩数学研究所（UMR 6625）、雷恩高等师范学院）；Univ Rennes, CNRS, IRMAR - UMR 6625, ENS Rennes（雷恩大学、法国国家科学研究中心、雷恩数学研究所（UMR 6625）、雷恩高等师范学院）；Section of Mathematics, University of Geneva（日内瓦大学数学系）
In this paper, we propose a new high order semi-implicit scheme for the all Mach full Euler equations of gas dynamics. Material waves are treated explicitly, while acoustic waves are treated implicitly, thus avoiding severe CFL restrictions for low Mach flows. High order accuracy in time is obtained by semi-implicit temporal integrator based on the IMEX Runge-Kutta (IMEX-RK) framework. High order in space is achieved by finite difference WENO schemes with characteristic-wise reconstructions adapted to the semi-implicit IMEX-RK time discretization. Type A IMEX schemes are constructed to handle …
In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory for parabolic equations), we compute the motion of particles in the Lagrangian formulation, which is modeled by stochastic differential equations (SDEs). A robust numerical integrator based on a splitting method was proposed to solve the SDEs and a rigorous error analysis for the numerical integrator was provided using the backward error analysis (BEA) techniq…
