Geometric Numerical Integration and Schrödinger Equations
Geometric Numerical Integration and Schrödinger Equations

Author: Erwan Faou

Publisher: European Mathematical Society

Published: 2012

Total Pages: 152

ISBN-13: 9783037191002

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The goal of geometric numerical integration is the simulation of evolution equations possessing geometric properties over long periods of time. Of particular importance are Hamiltonian partial differential equations typically arising in application fields such as quantum mechanics or wave propagation phenomena. They exhibit many important dynamical features such as energy preservation and conservation of adiabatic invariants over long periods of time. In this setting, a natural question is how and to which extent the reproduction of such long-time qualitative behavior can be ensured by numerical schemes. Starting from numerical examples, these notes provide a detailed analysis of the Schrodinger equation in a simple setting (periodic boundary conditions, polynomial nonlinearities) approximated by symplectic splitting methods. Analysis of stability and instability phenomena induced by space and time discretization are given, and rigorous mathematical explanations are provided for them. The book grew out of a graduate-level course and is of interest to researchers and students seeking an introduction to the subject matter.

A Concise Introduction to Geometric Numerical Integration
A Concise Introduction to Geometric Numerical Integration

Author: Sergio Blanes

Publisher: CRC Press

Published: 2017-11-22

Total Pages: 287

ISBN-13: 1315354861

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Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerical tools for solving differential equations. It also offers a bridge from traditional training in the numerical analysis of differential equations to understanding recent, advanced research literature on numerical geometric integration. The book first examines high-order classical integration methods from the structure preservation point of view. It then illustrates how to construct high-order integrators via the composition of basic low-order methods and analyzes the idea of splitting. It next reviews symplectic integrators constructed directly from the theory of generating functions as well as the important category of variational integrators. The authors also explain the relationship between the preservation of the geometric properties of a numerical method and the observed favorable error propagation in long-time integration. The book concludes with an analysis of the applicability of splitting and composition methods to certain classes of partial differential equations, such as the Schrödinger equation and other evolution equations. The motivation of geometric numerical integration is not only to develop numerical methods with improved qualitative behavior but also to provide more accurate long-time integration results than those obtained by general-purpose algorithms. Accessible to researchers and post-graduate students from diverse backgrounds, this introductory book gets readers up to speed on the ideas, methods, and applications of this field. Readers can reproduce the figures and results given in the text using the MATLAB® programs and model files available online.

A Concise Introduction to Geometric Numerical Integration
A Concise Introduction to Geometric Numerical Integration

Author: Sergio Blanes

Publisher: CRC Press

Published: 2017-11-22

Total Pages: 233

ISBN-13: 1482263440

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Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerical tools for solving differential equations. It also offers a bridge from traditional training in the numerical analysis of differential equations to understanding recent, advanced research literature on numerical geometric integration. The book first examines high-order classical integration methods from the structure preservation point of view. It then illustrates how to construct high-order integrators via the composition of basic low-order methods and analyzes the idea of splitting. It next reviews symplectic integrators constructed directly from the theory of generating functions as well as the important category of variational integrators. The authors also explain the relationship between the preservation of the geometric properties of a numerical method and the observed favorable error propagation in long-time integration. The book concludes with an analysis of the applicability of splitting and composition methods to certain classes of partial differential equations, such as the Schrödinger equation and other evolution equations. The motivation of geometric numerical integration is not only to develop numerical methods with improved qualitative behavior but also to provide more accurate long-time integration results than those obtained by general-purpose algorithms. Accessible to researchers and post-graduate students from diverse backgrounds, this introductory book gets readers up to speed on the ideas, methods, and applications of this field. Readers can reproduce the figures and results given in the text using the MATLAB® programs and model files available online.

Invariant Measures for Stochastic Nonlinear Schrödinger Equations
Invariant Measures for Stochastic Nonlinear Schrödinger Equations

Author: Jialin Hong

Publisher: Springer Nature

Published: 2019-08-22

Total Pages: 229

ISBN-13: 9813290692

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This book provides some recent advance in the study of stochastic nonlinear Schrödinger equations and their numerical approximations, including the well-posedness, ergodicity, symplecticity and multi-symplecticity. It gives an accessible overview of the existence and uniqueness of invariant measures for stochastic differential equations, introduces geometric structures including symplecticity and (conformal) multi-symplecticity for nonlinear Schrödinger equations and their numerical approximations, and studies the properties and convergence errors of numerical methods for stochastic nonlinear Schrödinger equations. This book will appeal to researchers who are interested in numerical analysis, stochastic analysis, ergodic theory, partial differential equation theory, etc.

Geometric Integrators for Differential Equations with Highly Oscillatory Solutions
Geometric Integrators for Differential Equations with Highly Oscillatory Solutions

Author: Xinyuan Wu

Publisher: Springer Nature

Published: 2021-09-28

Total Pages: 507

ISBN-13: 981160147X

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The idea of structure-preserving algorithms appeared in the 1980's. The new paradigm brought many innovative changes. The new paradigm wanted to identify the long-time behaviour of the solutions or the existence of conservation laws or some other qualitative feature of the dynamics. Another area that has kept growing in importance within Geometric Numerical Integration is the study of highly-oscillatory problems: problems where the solutions are periodic or quasiperiodic and have to be studied in time intervals that include an extremely large number of periods. As is known, these equations cannot be solved efficiently using conventional methods. A further study of novel geometric integrators has become increasingly important in recent years. The objective of this monograph is to explore further geometric integrators for highly oscillatory problems that can be formulated as systems of ordinary and partial differential equations. Facing challenging scientific computational problems, this book presents some new perspectives of the subject matter based on theoretical derivations and mathematical analysis, and provides high-performance numerical simulations. In order to show the long-time numerical behaviour of the simulation, all the integrators presented in this monograph have been tested and verified on highly oscillatory systems from a wide range of applications in the field of science and engineering. They are more efficient than existing schemes in the literature for differential equations that have highly oscillatory solutions. This book is useful to researchers, teachers, students and engineers who are interested in Geometric Integrators and their long-time behaviour analysis for differential equations with highly oscillatory solutions.

Proceedings Of The International Congress Of Mathematicians 2018 (Icm 2018) (In 4 Volumes)
Proceedings Of The International Congress Of Mathematicians 2018 (Icm 2018) (In 4 Volumes)

Author: Boyan Sirakov

Publisher: World Scientific

Published: 2019-02-27

Total Pages: 5393

ISBN-13: 9813272899

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The Proceedings of the ICM publishes the talks, by invited speakers, at the conference organized by the International Mathematical Union every 4 years. It covers several areas of Mathematics and it includes the Fields Medal and Nevanlinna, Gauss and Leelavati Prizes and the Chern Medal laudatios.

Structure-Preserving Algorithms for Oscillatory Differential Equations II
Structure-Preserving Algorithms for Oscillatory Differential Equations II

Author: Xinyuan Wu

Publisher: Springer

Published: 2016-03-03

Total Pages: 305

ISBN-13: 3662481561

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This book describes a variety of highly effective and efficient structure-preserving algorithms for second-order oscillatory differential equations. Such systems arise in many branches of science and engineering, and the examples in the book include systems from quantum physics, celestial mechanics and electronics. To accurately simulate the true behavior of such systems, a numerical algorithm must preserve as much as possible their key structural properties: time-reversibility, oscillation, symplecticity, and energy and momentum conservation. The book describes novel advances in RKN methods, ERKN methods, Filon-type asymptotic methods, AVF methods, and trigonometric Fourier collocation methods. The accuracy and efficiency of each of these algorithms are tested via careful numerical simulations, and their structure-preserving properties are rigorously established by theoretical analysis. The book also gives insights into the practical implementation of the methods. This book is intended for engineers and scientists investigating oscillatory systems, as well as for teachers and students who are interested in structure-preserving algorithms for differential equations.

Continuous Symmetries and Integrability of Discrete Equations
Continuous Symmetries and Integrability of Discrete Equations

Author: Decio Levi

Publisher: American Mathematical Society, Centre de Recherches Mathématiques

Published: 2023-01-23

Total Pages: 520

ISBN-13: 0821843540

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This book on integrable systems and symmetries presents new results on applications of symmetries and integrability techniques to the case of equations defined on the lattice. This relatively new field has many applications, for example, in describing the evolution of crystals and molecular systems defined on lattices, and in finding numerical approximations for differential equations preserving their symmetries. The book contains three chapters and five appendices. The first chapter is an introduction to the general ideas about symmetries, lattices, differential difference and partial difference equations and Lie point symmetries defined on them. Chapter 2 deals with integrable and linearizable systems in two dimensions. The authors start from the prototype of integrable and linearizable partial differential equations, the Korteweg de Vries and the Burgers equations. Then they consider the best known integrable differential difference and partial difference equations. Chapter 3 considers generalized symmetries and conserved densities as integrability criteria. The appendices provide details which may help the readers' understanding of the subjects presented in Chapters 2 and 3. This book is written for PhD students and early researchers, both in theoretical physics and in applied mathematics, who are interested in the study of symmetries and integrability of difference equations.

Topics in Occupation Times and Gaussian Free Fields
Topics in Occupation Times and Gaussian Free Fields

Author: Alain-Sol Sznitman

Publisher: European Mathematical Society

Published: 2012

Total Pages: 128

ISBN-13: 9783037191095

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This book grew out of a graduate course at ETH Zurich during the spring 2011 term. It explores various links between such notions as occupation times of Markov chains, Gaussian free fields, Poisson point processes of Markovian loops, and random interlacements, which have been the object of intensive research over the last few years. These notions are developed in the convenient setup of finite weighted graphs endowed with killing measures. This book first discusses elements of continuous-time Markov chains, Dirichlet forms, potential theory, together with some consequences for Gaussian free fields. Next, isomorphism theorems and generalized Ray-Knight theorems, which relate occupation times of Markov chains to Gaussian free fields, are presented. Markovian loops are constructed and some of their key properties derived. The field of occupation times of Poisson point processes of Markovian loops is investigated. Of special interest are its connection to the Gaussian free field, and a formula of Symanzik. Finally, links between random interlacements and Markovian loops are discussed, and some further connections with Gaussian free fields are mentioned.

Computing Qualitatively Correct Approximations of Balance Laws
Computing Qualitatively Correct Approximations of Balance Laws

Author: Laurent Gosse

Publisher: Springer Science & Business Media

Published: 2013-03-30

Total Pages: 346

ISBN-13: 8847028922

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Substantial effort has been drawn for years onto the development of (possibly high-order) numerical techniques for the scalar homogeneous conservation law, an equation which is strongly dissipative in L1 thanks to shock wave formation. Such a dissipation property is generally lost when considering hyperbolic systems of conservation laws, or simply inhomogeneous scalar balance laws involving accretive or space-dependent source terms, because of complex wave interactions. An overall weaker dissipation can reveal intrinsic numerical weaknesses through specific nonlinear mechanisms: Hugoniot curves being deformed by local averaging steps in Godunov-type schemes, low-order errors propagating along expanding characteristics after having hit a discontinuity, exponential amplification of truncation errors in the presence of accretive source terms... This book aims at presenting rigorous derivations of different, sometimes called well-balanced, numerical schemes which succeed in reconciling high accuracy with a stronger robustness even in the aforementioned accretive contexts. It is divided into two parts: one dealing with hyperbolic systems of balance laws, such as arising from quasi-one dimensional nozzle flow computations, multiphase WKB approximation of linear Schrödinger equations, or gravitational Navier-Stokes systems. Stability results for viscosity solutions of onedimensional balance laws are sketched. The other being entirely devoted to the treatment of weakly nonlinear kinetic equations in the discrete ordinate approximation, such as the ones of radiative transfer, chemotaxis dynamics, semiconductor conduction, spray dynamics or linearized Boltzmann models. “Caseology” is one of the main techniques used in these derivations. Lagrangian techniques for filtration equations are evoked too. Two-dimensional methods are studied in the context of non-degenerate semiconductor models.