We develop structure-preserving time integration schemes for Gaussian wave packet dynamics associated with the magnetic Schrödinger equation. The variational Dirac--Frenkel formulation yields a finite-dimensional Hamiltonian system for the wave packet parameters, where the presence of a magnetic vector potential leads to a non-separable structure and a modified symplectic geometry. By introducing kinetic momenta through a minimal substitution, we reformulate the averaged dynamics as a Poisson system that closely parallels the classical equations of charged particle motion. This representation enables the construction of Boris-type integrators adapted to the variational setting. In addition, we propose explicit high-order symplectic schemes based on splitting methods and partitioned Runge--Kutta integrators. The proposed methods conserve the quadratic invariants characterizing the Hagedorn parametrization, preserve linear and angular momentum under symmetry assumptions, and exhibit near-conservation of the averaged Hamiltonian over long time intervals. Rigorous error estimates are derived for both the wave packet parameters and observable quantities, with bounds uniform in the semiclassical parameter. Numerical experiments demonstrate the favorable long-time behavior and structure preservation of the integrators.
Modified Patankar (MP) schemes are conservative, linear implicit and unconditionally positivity preserving time-integration schemes constructed for production-destruction systems. For such schemes, a classical stability analysis does not yield any information about the performance. Recently, two different techniques have been proposed to investigate the properties of MP schemes. In Izgin et al. [ESAIM: M2AN, 56 (2022)], inspired from dynamical systems, the Lyapunov stability properties of such schemes have been investigated, while in Torlo et al. [Appl. Numer. Math., 182 (2022)] their oscillat…
In this work, we present a modification of explicit Runge-Kutta temporal integration schemes that guarantees the preservation of any locally-defined quasiconvex set of bounds for the solution. These schemes operate on the basis of a bijective mapping between an admissible set of solutions and the real domain to strictly enforce bounds. Within this framework, we show that it is possible to recover a wide range of methods independently of the spatial discretization, including positivity preserving, discrete maximum principle satisfying, entropy dissipative, and invariant domain preserving scheme…
In this paper, we develop bound-preserving discontinuous Galerkin (DG) methods for chemical reactive flows. There are several difficulties in constructing suitable numerical schemes. First of all, the density and internal energy are positive, and the mass fraction of each species is between 0 and 1. Secondly, due to the rapid reaction rate, the system may contain stiff sources, and the strong-stability-preserving explicit Runge-Kutta method may result in limited time step sizes. To obtain physically relevant numerical approximations, we apply the bound-preserving technique to the DG methods. F…
Higher-order time integration methods that unconditionally preserve the positivity and linear invariants of the underlying differential equation system cannot belong to the class of general linear methods. This poses a major challenge for the stability analysis of such methods since the new iterate depends nonlinearly on the current iterate. Moreover, for linear systems, the existence of linear invariants is always associated with zero eigenvalues, so that steady states of the continuous problem become non-hyperbolic fixed points of the numerical time integration scheme. Altogether, the stabil…
Splitting schemes are numerical integrators for Hamiltonian problems that may advantageously replace the Störmer-Verlet method within Hamiltonian Monte Carlo (HMC) methodology. However, HMC performance is very sensitive to the step size parameter; in this paper we propose a new method in the one-parameter family of second-order of splitting procedures that uses a well-fitting parameter that nullifies the expectation of the energy error for univariate and multivariate Gaussian distributions, taken as a problem-guide for more realistic situations; we also provide a new algorithm that through an …
Patankar-type schemes are linearly implicit time integration methods designed to be unconditionally positivity-preserving. However, there are only little results on their stability or robustness. We suggest two approaches to analyze the performance and robustness of these methods. In particular, we demonstrate problematic behaviors of these methods that, even on very simple linear problems, can lead to undesired oscillations and order reduction for vanishing initial condition. Finally, we demonstrate in numerical simulations that our theoretical results for linear problems apply analogously to…
Invariant domain preserving limiting of time explicit and time implicit discretizations for systems of conservation laws
ONERA, Institut Polytechnique de Paris(法国航空航天研究院,巴黎理工学院);MONHADE, Equipe Inria-ONERA, DAAA, ONERA, Institut Polytechnique de Paris(MONHADE,Inria-ONERA团队,DAAA,法国航空航天研究院,巴黎理工学院)