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Published in: Foundations of Computational Mathematics 6/2016

01-12-2016

The Joy and Pain of Skew Symmetry

Author: Arieh Iserles

Published in: Foundations of Computational Mathematics | Issue 6/2016

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Abstract

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.

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Metadata
Title
The Joy and Pain of Skew Symmetry
Author
Arieh Iserles
Publication date
01-12-2016
Publisher
Springer US
Published in
Foundations of Computational Mathematics / Issue 6/2016
Print ISSN: 1615-3375
Electronic ISSN: 1615-3383
DOI
https://doi.org/10.1007/s10208-016-9321-0

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