Milo Viviani 
(joint work with prof. Michele Benzi)

Scuola Normale Superiore - Pisa

Introduction

Isospectral flows

• The spectrum of \(Y\) is time-invariant

• \(\mathcal{L}\) self-adjoint w.r.t. Frobenious inner product \(\Rightarrow\) flow Hamiltonian w.r.t. \(H=\frac{1}{2}Tr(\mathcal{L}YY^*)\)

• \(Y_0\in \mathbb{M}(N,\mathbb{C})\)
• \([A,B] = AB - BA\)

Examples

• Euler equations of ideal fluid dynamics
  \(\mathcal{L}=\Delta_N^{-1}\), \(Y\in\mathfrak{su}(N)\)
• Drift-Alfvén plasma
  \(\mathcal{L}=(\Delta_N^{-1}(\cdot_1 + \cdot_2),\frac{1}{\lambda}(\Delta_N-\frac{1}{\lambda^2})^{-1}(\cdot_1 - \cdot_2))\),
  \(Y\in\mathfrak{su}(N)\oplus\mathfrak{su}(N)\)
• Heisenberg spin chain
  \(\mathcal{L}=(\cdot_N+\cdot_2,\cdot_1+\cdot_3,\dots,\cdot_{N-1}+\cdot_1)\),
  \(Y\in\mathfrak{su}(2)^{\oplus_N}\)
• Rmk. Assume \(\mathcal{L}^{-1}\) to be sparse and invertible

Geometric integration of isospectral flows

• Second order in time (\(h\) is the time-step)
• Spectrum of \(Y\) exactly preserved
• Hamiltonian conserved up to \(\mathcal{O}(h^2)\)

Geometric integration of isospectral flows

• \(\mathcal{L}:\mathfrak{g}_J\rightarrow\mathfrak{g}_J\Rightarrow\)the numerical scheme above restricts to a discrete flow on \(\mathfrak{g}_J\)
• Main examples \(\mathfrak{u}(N)\), \(\mathfrak{sp}(N)\), \(\mathfrak{o}(N)\)

\(J-\)quadratic Lie algebras

Cubic equation

• \(X\) unknown
• \(Y\in \mathbb{M}(N,\mathbb{R}) \ or \ \mathbb{M}(N,\mathbb{C})\) given

Thm. Given \(Y\in\mathbb{M}(N,\mathbb{C})\), equation (*) has a unique solution for sufficiently small \(h>0\) in some neighbourhood of \(Y\).
Furthermore, when equation (*) takes place in \(\mathfrak{su}(N)\), the solution is unique for any \(h\leq\frac{1}{3\|\mathcal{L}\|_{op}\|Y\|}\).

proof.

• Existence: apply Peano local existence theorem to

Write equation (*) as the fixed point problem

where \(G_h=I -\frac{\partial F_h}{\partial X}\)

proof.

• Uniquenss: apply Banach-Caccioppoli theorem for \(F_h\) in the neighbourhood of \((0,X)\), where \(X\) is a fixed point

• Take \(Z\) such that \(X+Z = Y\) and get a bound for \(h\) to get the desired neighbourhood of \(Y\)

proof.

• \(X,Y\in\mathfrak{su}(N)\): evaluate the Frobenius norm of \(Y\)

• \( - (h\mathcal{L} X)^2\) is positive semidefinite (matrices in \(\mathfrak{su}(N)\) have purely imaginary eigenvalues
• Hence \(\|X\|\leq \|Y\|\)
• Replacing \(\|Y\|\) to \(\|X\|\) and \(\|X+Z\|\) in the previous inequality gives the bound for \(h\)

Numerical schemes

Explicit fixed point iteration

• Convergence is guaranteed by the Theorem above, for  \(h\) sufficiently small and \(X_0:=Y\)
• The complexity is \(\mathcal{O}(N^3)\)
• Only two matrices multiplications are required when working in \(\mathfrak{su}(N)\)

Linear iteration

• Convergence can be derived by the Theorem above, for  \(h\) sufficiently small and \(X_0:=Y\)
• The complexity is \(\mathcal{O}(N^3)\)
• To solve the second equation we take the LU-factorization of \(I\pm hP_k\)

Inexact Newton iteration

\(G(X):=X - h[\mathcal{L} X,X]- h^2(\mathcal{L} X)X(\mathcal{L} X) - Y\)

\(DG(X)=I - h(\mathcal{B}_1 + h\mathcal{B}_2)\)

\(\mathcal{B}_2=(\mathcal{L}\cdot)X(\mathcal{L}X)+(\mathcal{L}X)\cdot(\mathcal{L}X)+(\mathcal{L}X)X(\mathcal{L}\cdot)\)

\(\mathcal{B}_1=[\mathcal{L}\cdot,X]+[\mathcal{L}X,\cdot]\)

Inexact Newton iteration

Need an approximation for \(DG(X)^{-1}\)

• \(DG(X)^{-1}\approx I + h\mathcal{B}_1\) [Exact 1st order]
• \(DG(X)^{-1}\approx I + h\mathcal{B}_1 + h^2\mathcal{B}_2\)
• \(DG(X)^{-1}\approx I + h\mathcal{B}_1 + h^2\mathcal{B}_1^2\)
• \(DG(X)^{-1}\approx I + h\mathcal{B}_1 + h^2(\mathcal{B}_1^2+\mathcal{B}_2)\) [Exact 2nd order]

Rmk. the second one is the best compromise between exactness and computational cost

• The total complexity is \(\mathcal{O}(N^3)\)

Numerical experiments

Euler Equations

Spatial semidiscretization of the Euler equations on a compact orientable surface \(S\), \(\omega_t\in C^\infty(S)\)

\(\dot{\omega}=\nabla\omega\cdot\nabla^\perp\Delta^{-1}\omega\)

Give the Hamiltonian isospectral flow on \(\mathfrak{su}(N)\), for \(N\geq 1\)

\(\dot{W}=[W,\Delta_N^{-1}W]\)

Rmk. \(\Delta_N\) is tridiagonal, the evaluation of \(\Delta_N^{-1}W\) (via LU-factorization done once) requires \(\mathcal{O}(N^2)\) operations

Euler Equations

Time-step \(h=0.5\), normalized initial data

Rmk. Explicit fixed point performs the best in terms of CPU time

Heisenberg spin chain

Spatial semidiscretization of the Landau–Lifshitz–Gilbert Hamiltonian PDE, \(\sigma_t:S^1\rightarrow S^2\)

\(\dot{\sigma}=\sigma\times\partial_{xx}\sigma\)

Give the Hamiltonian isospectral flow on \(\mathfrak{su}(2)^{\oplus_N}\), for \(N\geq 1\)

\(\dot{S}_i=[S_i,S_{i-1}+S_{i+1}]\)

for \(i=1,...,N\) with \(S_1\equiv S_N\)

Time-step \(h=0.5\), normalized initial data

Rmk. Explicit fixed point performs the best in terms of stabilty and CPU time. 

Heisenberg spin chain

An unpractical scheme

Quadratic iteration

• The first equation is CARE (Continuous Algebraic Riccati Equation) in \(P_k\)
  
  
   
• Non-uniqueness issues

Quadratic iteration
 non-uniqueness issues

Prop. Let \(A,B\in\mathfrak{su}(N)\) be non-singular, with signature matrix equal to \(I_{p,N-p}\).

Then, the equation \(ZAZ^*=B\) has solution \(Z\in GL(N,\mathbb{C})\)  if and only if \(Z=C U D\), for some \(U\in U(p,N-p)\) and \(C,D\) non-singular such that \(B = C I_{p,N-p} C^*\) and \(DA D^*=  I_{p,N-p}\). 

Ex. Search for \(Z=I + P\), for \(P\) skew-Hermitian.

Let \(A,B\) diagonal s.t. \(i(A-B)\geq 0\).

Then, any \(P\) diagonal skew-hermitian (i.e. purely imaginary) such that \(P^2=BA^{-1}-I\) is a solution.
For generic \(A,B\) as above, we get \(2^N\) solutions.

Conclusions

Conclusions

• Iterative schemes for the solution of cubic matrix equations arising in the numerical solution of certain conservative PDEs
• Geometrical integrators: preservation of important physical features
• Both fixed point iterations and inexact Newton work well
• Fixed point iterations more efficient for large time-step and large dimensions
• Implicit fixed point iteration is more stable

Thanks for your attention