The Joy and Pain of Skew Symmetry

In this paper, we review recent progress on two related issues. Firstly, the discretisation of partial differential equations of quantum mechanics in a semiclassical regime. Due to the presence of a small parameter, such equations exhibit high oscillations and multiscale behaviour, rendering them difficult to discretise. We describe a methodology, using symmetric Zassenhaus splittings in a free Lie algebra, which allows for their exceedingly fast and accurate numerics. The imperative of preserving the unitarity of the underlying flow takes us to the second theme of this paper, approximation of derivatives by skew-symmetric matrices. Here, we identify a gap in the elementary theory of finite-difference approximations: in the presence of Dirichlet boundary conditions, it is impossible to approximate the derivative to order higher than two on a uniform grid! This motivates the investigation of skew symmetry on non-uniform grids, an endeavour which, although still in its infancy, is already replete with interesting results. We conclude by discussing a number of generalisations and open problems.     

QUADRATURE METHODS FOR HIGHLY OSCILLATORY SINGULAR INTEGRALS

We address the evaluation of highly oscillatory integrals,with power-law and logarithmic singularities.Such problems arise in numerical methods in engineering.Notably,the evaluation of oscillatory integrals dominates the run-time for wave-enriched boundary integral formulations for wave scattering,and many of these exhibit singularities.We show that the asymptotic behaviour of the integral depends on the integrand and its derivatives at the singular point of the integrand,the stationary points and the endpoints of the integral.A truncated asymptotic expansion achieves an error that decays faster for increasing frequency.Based on the asymptotic analysis,a Filon-type method is constructed to approximate the integral.Unlike an asymptotic expansion,the Filon method achieves high accuracy for both small and large frequency.Complex-valued quadrature involves interpolation at the zeros of polynomials orthogonal to a complex weight function.Numerical results indicate that the complex-valued Gaussian quadrature achieves the highest accuracy when the three methods are compared.However,while it achieves higher accuracy for the same number of function evaluations,it requires signi cant additional cost of computation of orthogonal polynomials and their zeros.     

Effective Approximation for the Semiclassical Schrödinger Equation

The computation of the semiclassical Schrödinger equation presents major challenges because of the presence of a small parameter. Assuming periodic boundary conditions, the standard approach consists of semi-discretisation with a spectral method, followed by an exponential splitting. In this paper we sketch an alternative strategy. Our analysis commences with the investigation of the free Lie algebra generated by differentiation and by multiplication with the interaction potential: it turns out that this algebra possesses a structure which renders it amenable to a very effective form of asymptotic splitting: exponential splitting where consecutive terms are scaled by increasing powers of the small parameter. This leads to methods which attain high spatial and temporal accuracy and whose cost scales as \({\mathcal {O}}\!\left( M\log M\right) \) , where \(M\) is the number of degrees of freedom in the discretisation.     

Equilibria of Runge-Kutta methods

Summary It is known that certain Runge-Kutta methods share the property that, in a constant-step implementation, if a solution trajectory converges to a bounded limit then it must be a fixed point of the underlying differential system. Such methods are calledregular. In the present paper we provide a recursive test to check whether given method is regular. Moreover, by examining solution trajectories of linear equations, we prove that the order of ans-stage regular method may not exceed 2[(s+2)/2] and that the maximal order of regular Runge-Kutta method with an irreducible stability function is 4.     

Christoffel-Darboux-type formulae and a recurrence for biorthogonal polynomials

It is proved that biorthogonal polynomials obey two different kinds of Christoffel-Darboux-type formulae, one linking polynomials with a different parameter and one combining polynomials with different degrees. This is used to produce a mixed recurrence relation, which is valid for all biorthogonal polynomials. This recurrence relation establishes several results on interlacing property of zeros of successive biorthogonal polynomials and leads to a new result on the interlace of zeros of orthogonal polynomials (of equal degrees) with respect to two distributionsdψ(x) andx ^p dψ(x), 0<p≤1, with support in either [0, 1] or [1, ∞).     

B-SERIES METHODS CANNOT BE VOLUME-PRESERVING

Volume preservation is one of the qualitative characteristics common to many dynamical systems. However, it has been proved by Kang and Shang that e.g. Runge–Kutta (RK) methods can not preserve volume for all linear source-free ODEs (let alone nonlinear ODEs). On the other hand, certain so-called Exponential Runge–Kutta (ERK) methods do preserve volume for all linear source-free ODEs. Do such ERK methods perhaps also preserve volume for all nonlinear ODEs? Here we prove that the answer to this question is negative; B-series methods (which include RK, ERK and several more classes of methods) cannot preserve volume for all source-free ODEs. The proof is presented via the theory of K-loops, which is an extension of the theory of classical rooted trees.     

A-acceptability of derivatives of rational approximations to EXP(Z)

The question of A-acceptability in regard to derivatives of R_m/n, the [m/n] Padé approximation to the exponential, is examined for a range of values of m and n. It is proven that R′_{n − 1/n}, R′_n/n, R′_{n + 1/n}and R″_n/n are A-acceptable and that numerous other choices of m and n lead to non-A-acceptability. The results seem to indicate that the A-acceptability pattern of R_m/n^(k) displays an intriguing generalization of the Wanner-Hairer-Nørsett theorem on the A-acceptability of R_m/n.     

On theA-stability of implicit Runge-Kutta processes

A new technique to calculate the characteristic functions and to examine theA-stability of implicit Runge-Kutta processes is presented. This technique is based on a direct algebraic approach and an application of theC-polynomial theory of Nørsett. New processes are suggested. These processes can be exponentially fitted in anA-stable manner.     

A Class of Integrable Flows on the Space of Symmetric Matrices

For a given skew symmetric real n × n matrix N, the bracket [X, Y] _N = XNY − YNX defines a Lie algebra structure on the space Sym(n, N) of symmetric n × n real matrices and hence a corresponding Lie-Poisson structure. The purpose of this paper is to investigate the geometry, integrability, and linearizability of the Hamiltonian system , or equivalently in Lax form, the equation on this space along with a detailed study of the Poisson geometry itself. If N has distinct eigenvalues, it is proved that this system is integrable on a generic symplectic leaf of the Lie-Poisson structure of Sym(n, N). This is established by finding another compatible Poisson structure. If N is invertible, several remarkable identifications can be implemented. First, (Sym(n, N), [·, ·]) is Lie algebra isomorphic with the symplectic Lie algebra associated to the symplectic form on given by N ⁻¹. In this case, the system is the reduction of the geodesic flow of the left invariant Frobenius metric on the underlying symplectic group Sp(n, N ⁻¹). Second, the trace of the product of matrices defines a non-invariant non-degenerate inner product on Sym(n, N) which identifies it with its dual. Therefore Sym(n, N) carries a natural Lie-Poisson structure as well as a compatible “frozen bracket” structure. The Poisson diffeomorphism from Sym(n, N) to maps our system to a Mischenko-Fomenko system, thereby providing another proof of its integrability if N is invertible with distinct eigenvalues. Third, there is a second ad-invariant inner product on Sym(n, N); using it to identify Sym(n, N) with itself and composing it with the dual of the Lie algebra isomorphism with , our system becomes a Mischenko- Fomenko system directly on Sym(n, N). If N is invertible and has distinct eigenvalues, it is shown that this geodesic flow on Sym(n, N) is linearized on the Prym subvariety of the Jacobian of the spectral curve associated to a Lax pair formulation with parameter of the system. If, on the other hand, N has nullity one and distinct eigenvalues, in spite of the fact that the system is completely integrable, it is shown that the flow does not linearize on the Jacobian of the spectral curve. Research partially supported by NSF grants CMS-0408542 and DMS-0604307. Research partially supported by the Swiss SCOPES grant IB7320-110721/1, 2005-2008, and MEdC Contract 2-CEx 06-11-22/25.07.2006. Research partially supported by the California Institute of Technology and NSF-ITR Grant ACI-0204932. Research partially supported by the Swiss NSF and the Swiss SCOPES grant IB7320-110721/1.     

A-acceptable exponentially fitted combinations of three Padé approximations

It is considered whether a linear combination of three A-acceptable Padé approximations to the exponential function remains A-acceptable when it is exponentially fitted to two distinct negative points. The results of Iserles [5] regarding linear combinations of two A-acceptable Padé approximations are generalized.