Ander Murua

The Hopf Algebra of Rooted Trees, Free Lie Algebras, and Lie Series

AbstractWe present an approach that allows performing computations related to the Baker-Campbell-Haussdorff (BCH) formula and its generalizations in an arbitrary Hall basis, using labeled rooted trees. In particular, we provide explicit formulas (given in terms of the structure of certain labeled rooted trees) of the continuous BCH formula. We develop a rewriting algorithm (based on labeled rooted trees) in the dual Poincare-Birkhoff-Witt (PBW) basis associated to an arbitrary Hall set, that allows handling Lie series, exponentials of Lie series, and related series written in the PBW basis. At the end of the paper we show that our approach is actually based on an explicit description of an epimorphism ν of Hopf algebras from the commutative Hopf algebra of labeled rooted trees to the shuffle Hopf algebra and its kernel ker ν.

An efficient algorithm for computing the Baker–Campbell–Hausdorff series and some of its applications

We provide a new algorithm for generating the Baker–Campbell–Hausdorff (BCH) series Z=log(eXeY) in an arbitrary generalized Hall basis of the free Lie algebra L(X,Y) generated by X and Y. It is based on the close relationship of L(X,Y) with a Lie algebraic structure of labeled rooted trees. With this algorithm, the computation of the BCH series up to degree of 20 [111 013 independent elements in L(X,Y)] takes less than 15min on a personal computer and requires 1.5Gbytes of memory. We also address the issue of the convergence of the series, providing an optimal convergence domain when X and Y are real or complex matrices.

Formal series and numerical integrators, part I: Systems of ODEs and symplectic integrators

Abstract The study of the order conditions of numerical integrators for systems of differential equations and differential-algebraic equations often leads to different kinds of series expansions. We present a unified approach for the derivation and handling of those series. In this first part of our work we restrict ourselves to the study of one-step methods for ODEs: We apply our general approach to the study of N B-series methods (a general class of methods including all Runge-Kutta type methods). Special attention is paid to the integration of Hamiltonian systems by symplectic methods.

New families of symplectic splitting methods for numerical integration in dynamical astronomy

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 Poincare 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.

An Algebraic Approach to Invariant Preserving Integators: The Case of Quadratic and Hamiltonian Invariants

In this article, conditions for the preservation of quadratic and Hamiltonian invariants by numerical methods which can be written as B-series are derived in a purely algebraical way. The existence of a modified invariant is also investigated and turns out to be equivalent, up to a conjugation, to the preservation of the exact invariant. A striking corollary is that a symplectic method is formally conjugate to a method that preserves the Hamitonian exactly. Another surprising consequence is that the underlying one-step method of a symmetric multistep scheme is formally conjugate to a symplectic P-series when applied to Newton’s equations of motion.

Optimized high-order splitting methods for some classes of parabolic equations

We are concerned with the numerical solution obtained by splitting methodsof 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 se cond-order barrier can be overcome by using splitting methods with complex-valued coefficients (with positive real parts). In this way, method s 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 an d 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 method s with complex coefficients with positive real part by building explicitly a method of order 16 as a composition of methods of order 8.

High precision symplectic integrators for the Solar System

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

On Order Conditions for Partitioned Symplectic Methods

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