Optimizing a Hybrid Two-Step Method for the Numerical Solution of the Schr odinger equation and Related Problems

with Respect to Phase-lag

T.E. Simosa 1
Department of Mathematics, College of Sciences, King Saud University, P. O. Box 2455, Riyadh 11451, Saudi Arabia and Laboratory of Computational Sciences, Department of Computer Science and Technology, Faculty of Sciences and Technology, University of Peloponnese, GR-221 00 Tripolis, Greece e-mail: tsimos.conf@gmail.com (Received )
a

Abstract
In this paper we use a methodology of optimization of the eciency of a hybrid two-step method for the numerical solution of the radial Schr odinger equation and related problems with periodic or oscillating solutions. More specically, we study how the vanishing of the phase-lag and its derivatives optimizes the eciency of the hybrid two-step method .

Introduction

In this paper we investigate the numerical solution of systems of second order dierential equations of the form y (x) = f (x, y ),
1

(1)

Highly Cited Researcher (http://researchanalytics.thomsonreuters.com/highlycited//). Active Member of the European Academy of Sciences and Arts. Active Member of the European Academy of Sciences. Corresponding Member of European Academy of Arts, Sciences and Literature. Please use the following address for all correspondence: Dr. T.E. Simos, 10 Konitsis Street, Amthea - Paleon Faliron, GR-175 64 Athens, Greece

while the following initial conditions hold y (x0 ) = y0

y (x0 ) = y0

where f is independent of y (x). Problems for which their models are expressed with the above system of equations can be found in dierent elds of applied sciences such as astronomy, astrophysics, quantum mechanics, quantum chemistry, celestial mechanics, electronics physical chemistry and chemical physics, (see [1]- [22]). The optimization of the eciency of a numerical method for the numerical solution of the radial Schr odinger equation and related problems with periodic or oscillating solutions is the subject of this paper. More specically, in this paper we will investigate how the procedure of vanishing of the phase-lag and its rst derivative optimizes, the eciency of a numerical method. As a result the produced methods via the above procedure, are very ecient on any problem with periodic or oscillating solutions or on any problem with solution which contains the functions cos and sin or any combination of them. The purpose of this paper is the computation of the coecients of the proposed hybrid two-step method in order: 1. to have the highest algebraic order 2. to have the phase-lag vanished 3. and nally, to have the rst derivative of the phase-lag vanished as well The procedure of vanishing of the phase lag and its rst derivative is based on the direct formula for the determination of the phase-lag for 2m-method (see [8] and [28]). We will investigate the eciency of the new methodology based on the error analysis and stability analysis of the new proposed method. We will also apply the studied methods to the numerical solution of the radial Schr odinger equation and to related problems. We will consider a hybrid two-step method of sixth algebraic order. Based on this method we will develop the new optimized method which is of sixth algebraic order and it has phase-lag and its rst derivative equal to zero. We will investigate the stability and the error of the produced method. We will apply the obtained method to the resonance problem of the radial Schr odinger equation. This is one of the most dicult problems

arising from the radial Schr odinger equation. The construction of the paper is given below: In Section 2 the Phase-Lag analysis of Symmetric Multistep Methods is presented. The development of the new optimized method is presented in Section 3. The error analysis is presented in Section 4. The stability analysis of the new produced method is presented in Section 5. The numerical results are presented in Section 6. Finally, in Section 7 we present some remarks and conclusions.

Phase-lag analysis of symmetric multistep methods

For the numerical solution of the initial value problem u = f (x, u)

(2)

consider a multistep method with m steps which can be used over the equally spaced intervals {xi }m i=0 [a, b] and h = |xi+1 xi |, i = 0(1)m 1. . If the method is symmetric, then ai = ami and bi = bmi , i = 0(1) m 2 When a symmetric 2m-step method, that is for i = m(1)m, is applied to the scalar test equation u = 2 u a dierence equation of the form

(3)

Am (H ) un+m + . . . + A1 (H ) un+1 + A0 (H ) un + A1 (H ) un1 + ... + Am (H ) unm = 0 (4) is obtained, where H = h, h is the step length and A0 (H ), A1 (H ), . . ., Am (H ) are polynomials of H = h. The characteristic equation associated with (4) is given by: Am (H ) m + ... + A1 (H ) + A0 (H ) + A1 (H ) 1 + ... + Am (H ) m = 0

(5)

Theorem 1. [8] and [28] The symmetric 2m-step method with characteristic equation given by (5) has phase-lag order q and phase-lag constant c given by:

( ) 2 Am (H ) cos (m H ) + . . . + 2 Aj (H ) cos (j H ) + . . . + A0 (H ) c H q+2 + O H q+4 = 2 m2 Am (H ) + . . . + 2 j 2 Aj (H ) + . . . + 2 A1 (H ) (6) The formula mentioned in the above theorem is a direct method for the computation of the phase-lag of any symmetric 2m- step method.

3
3.1

The Family of Hybrid Methods

The General Family of Methods

Consider the following family of hybrid two-step methods (see [23]): u n+1 = 2 un un1 + h2 fn ) h2 ( fn+1 + 10 fn + fn1 u n+1 = 2 un un1 + 12 ) 2 ( 1 h u n 1 = (3 u n+1 + 20 un + 29 un1 ) + 41 fn+1 682 fn 271 fn1 2 52 4992 ) 1 h2 ( u n+ 1 = (5 u n+1 + 146 un 47 un1 ) + 59 f + 1438 f + 253 f n+1 n n1 2 104 4992 ] [ ) ( ) ( (7) un+1 2 un + un1 = h2 b0 f n+1 + fn1 + b1 fn+ 1 + fn 1 + (1 2 b0 2 b1 ) fn
2 2

The above mentioned method belongs to the families of hybrid (Runge-Kutta type) symmetric two-step methods for the numerical solution of problems of the form u = f (x, u). In the above general form the coecient b0 and b1 are free parameters. In the above method, h is the step size of the integration and n is the number of steps, i.e. yn is the approximation of the solution on the point xn and xn = x0 + n h and x0 is the initial value point.

3.2

The Optimized Hybrid Method of the Family with Vanished Phase-Lag and its First Derivative

Consider the method (7) If we apply the method (7) to the scalar test equation (3) we obtain the dierence equation (4) with m = 1 and Aj (H ) , j = 0, 1 given by:

A0 (H ) = 2 b0 H 4 +

1 1 1 6 H b0 b1 H 4 + H 6 b1 + H 2 , A1 (H ) = 1 12 4 192

(8)

Requiring the above method to have its phase-lag vanished and by using the formulae (6) (for k = 1) and (8), we have the following equation:

P L = cos (H ) 1

1 1 6 1 1 1 b0 H 4 + H b0 b1 H 4 + H 6 b1 + H 2 = 0 2 24 8 384 2

(9)

Demanding the method to have the rst derivative of the phase-lag vanished as well, we have the equation DP L = sin (H ) 2 b0 H 3 + 1 5 1 1 5 H b0 b1 H 3 + H b1 + H = 0 4 2 64 (10)

where DP L is the rst derivative of the phase-lag. Requiring now the coecients of the new proposed method to satisfy the equations (9)-(10), we obtain the following coecients of the new developed method: 1 192 cos (H ) 6 cos (H ) H 2 192 + 54 H 2 2 H 4 + 48 H sin (H ) H 3 sin (H ) 3 H6 1 32 H 4 + 16 H 3 sin (H ) 288 H 2 + 96 cos (H ) H 2 192 H sin (H ) + 768 768 cos (H ) b1 = (11) 3 H6 b0 = For some values of | | the formulae given by (11) are subject to heavy cancellations. In this case the following Taylor series expansions should be used:

1 1 13 19 131 H2 + H4 H6 + H8 60 630 302400 29937600 21794572800 311 37 1 H 10 + H 12 H 14 25147584000 1600593426432000 50685458503680000 47 1 + H 16 H 18 + 21615398611107840000 190088358374154240000 4 2 1 13 101 b1 = + H2 H4 + H6 H8 15 315 2700 1871100 1362160800 43 269 1 + H 10 H 12 + H 14 81729648000 100037089152000 95995186560000 557 1 H 16 + H 18 + 17562511371525120000 12823421001431040000 b0 = The behavior of the coecients is given in the following Figure 1.

(12)

The local truncation error of the new proposed method (mentioned as N M ) is given by:

Figure 1: Behavior of the coecients of the new proposed method given by (11) for several values of H = h.

LT EN M

h8 = 20160

(
2 6 4 4 u8 n + 2 un + un

( ) + O h10

(13)

Error Analysis

We will study the following methods:

4.1

Standard Method(i.e. the method (7) with constant coecients)

( 10 ) h8 u(8) n +O h 20160

LT ECL =

(14)

4.2

New Method with Vanished Phase-Lag and its First Derivative (developed in Section 3.2)
h8 = 20160 (
4 4 2 6 u8 n + 2 un + un

LT EN M

( ) + O h10

(15)

The error analysis is based on the following steps: The radial time independent Schr odinger equation is of the form

u (x) = f (x) u (x)

(16)

Based on the paper of Ixaru and Rizea [22], the function f(x) can be written in the form: f (x) = g (x) + G (17)

where g (x) = V (x) Vc = g , where Vc is the constant approximation of the potential and G = v 2 = Vc E . We express the derivatives un , i = 2, 3, 4, . . . , which are terms of the local truncation error formulae, in terms of the equation (17). The expressions are presented as polynomials of G Finally, we substitute the expressions of the derivatives, produced in the previous step, into the local truncation error formulae We use the procedure mentioned above and the formulae:
(i)

u(2) n = (V (x) Vc + G) u(x) ) ( )( ) 2 d d d (4) un = V (x) u(x) + 2 V (x) u(x) dx2 dx dx ( 2 ) d + (V (x) Vc + G) u(x) dx2 ( 4 ) ( 3 )( ) d d d (6) un = V (x) u(x) + 4 V (x) u(x) dx4 dx3 dx ( 2 )( 2 ) ( )2 d d d +3 V (x) u(x) + 4 V (x) u(x) dx2 dx2 dx ( )( ) d d +6 (V (x) Vc + G) V (x) u(x) dx dx ( 2 ) d +4 (V (x) Vc + G) u(x) V (x) dx2 ) ( 2 d 2 + (V (x) Vc + G) u(x) dx2 ... ( We consider two cases in terms of the value of E :

(18)

1. The Energy is close to the potential, i.e. G = Vc E 0. Consequently, the free terms of the polynomials in G are considered only. Thus, for these values of

G, the methods are of comparable accuracy. This is because the free terms of the polynomials in G, are the same for the cases of the standard method and of the trigonometrically-tted methods. 2. G >> 0 or G << 0. Then |G| is a large number. Hence, we have the following asymptotic expansions of the Local Truncation Errors:

4.3

Standard Method
( LT ECL = h8 1 w (x) G4 + 20160 ) ( ) + O h10

(19)

4.4

New Method with Vanished Phase-Lag and its First Derivative (developed in Section 3.2)
[( LT EN M = h
8

1 2240

) ( ) d2 d d 1 g (x) u (x) + g (x) u (x) 2 dx 10080 dx dx ) ] ( ) 1 2 + g (x) u (x) G2 + + O h10 20160

(20)

From the above equations we have the following theorem: Theorem 2. For the Standard Hybrid Two-Step Method the error increases as the fourth power of G. For the New Method with Vanished Phase-Lag and its First Derivative (developed in Section 3.2), the error increases as the second power of G. So, for the numerical solution of the time independent radial Schr odinger equation the New Method with Vanished Phase-Lag and its First Derivative is much more ecient, especially for large values of |G| = |Vc E |.

Stability Analysis

Applying the new method to the scalar test equation: w = z 2 w, we obtain the following dierence equation:

(21)

A1 (v, H ) (wn+1 + wn1 ) + A0 (v, H ) wn = 0 where T0 , A1 (v, H ) = 1 H6

(22)

A0 (v, H ) =

(23)

where T0 = 2 H 6 4 v6 6 cos (H ) H 2 v4 + v6 H sin (H ) H 3 sin (H ) v4 + 4 v6 cos (H ) + 6 H 2 v4 + v6 H 2 2 H 4 v4 + v2 H 6 and H = h, v = z h. The corresponding characteristic equation is given by: ( ) A1 (v, H ) 2 + 1 + A0 (v, H ) = 0

(24)

Denition 1. (see [24]) A symmetric 2m-step method with the characteristic equation
2 2 given by (5) is said to have an interval of periodicity (0, v0 ) if, for all v (0, v0 ), the roots

zi , i = 1, 2 satisfy z1,2 = ei (v) , |zi | 1, i = 3, 4 where (v) is a real function of z h and v = z h . Denition 2. (see [24]) A method is called P-stable if its interval of periodicity is equal to (0, ). Denition 3. A method is called singularly almost P-stable if its interval of periodicity is equal to (0, ) S 2 only when the frequency of the phase tting is the same as the frequency of the scalar test equation, i.e. v = H . In Figure 2 we present the H v plane for the method developed in this paper. A shadowed area denotes the H v region where the method is stable, while a white area denotes the region where the method is unstable.

(25)

odinger equation the frequency of the exponential Remark 1. For the solution of the Schr tting is equal to the frequency of the scalar test equation. So, it is necessary to observe the surroundings of the rst diagonal of the H v plane.
2

where S is a set of distinct points

Figure 2: v H plane of the the new developed method

In the case that the frequency of the scalar test equation is equal with the frequency of phase tting, i.e. in the case that v = H (i.e. see the surroundings of the rst diagonal of the H v plane), it is easy to see that the interval of periodicity of the new method developed in section 3.2 is equal to: (0, 39.47841760). From the above analysis we have the following theorem: Theorem 3. The method developed in section 3.2 is of eighth algebraic order, has the phase-lag and its rst derivative equal to zero and has an interval of periodicity equals to: (0, 39.47841760). Based on the analysis presented above, we studied the interval of periodicity of some well known methods mentioned in the previous paragraph. The results presented in the Table 1.

Numerical results

In order to study the eciency of the new developed method, we apply it

Table 1: Comparative Stability Analysis for the Methods Mentioned in the Section 5 Method Interval of Periodicity CL (0, 7.571916416) NM(see section 3.2) to the radial time-independent Schr odinger equation and to a nonlinear orbital problem (0, 39.47841760)

6.1

The Radial Schr odinger Equation

The radial Schr odinger equation can be presented as: ] l (l + 1) 2 q (r ) = + V (r) k q (r) . r2

(26)

The above equation presents the model for a particle in a central potential eld where r is the radial variable (see [25] [26]). In (26) we have the following terms: The function W (r) = W (r) 0 as r The quantity k 2 is a real number denoting the energy The quantity l is a given integer representing the angular momentum V is a given function which denotes the potential. We note here that the models which are given via the radial Schr odinger equation are boundary-value problems. In these cases the boundary conditions are: q (0) = 0 (27)
l(l+1) r2

+ V (r) is called the eective potential. This satises

and a second boundary condition, for large values of r, determined by physical considerations. In order to apply the new obtained method to the radial Schr odinger equation, the value of parameter is needed. In (26), the parameter is given by |q (r) | = |V (r) E |

(28)

where V (r) is the potential and E is the energy.

6.1.1

Woods-Saxon potential

We use as a potential the well known Woods-Saxon potential which can be written as u0 u0 y 1 + y a (1 + y )2

V (r) = with y = exp [ r R ]

0

(29)

, u0 = 50, a = 0.6, and X0 = 7.0.

The behavior of Woods-Saxon potential is shown in Figure 3.

The Woods-Saxon Potential
r 2 0 4 6 8 10 12 14

-10

-20

-30

-40

-50

Figure 3: The Woods-Saxon potential.

It is well known that for some potentials, such as the Woods-Saxon potential, the denition of parameter is given not as a function of r but as based on some critical points which have been dened from the investigation of the appropriate potential (see for details [27]). For the purpose of obtaining our numerical results it is appropriate to choose v as follows (see for details [22], [25]): 50 + E, for r [0, 6.5 2h], 37.5 + E, for r = 6.5 h = 25 + E, for r = 6.5 12.5 + E, for r = 6.5 + h E, for r [6.5 + 2h, 15]

(30)

For example, in the point of the integration region r = 6.5, the value of is equal to: 25 + E . So, H = h = 25 + E h. In the point of the integration region r = 6.5 3 h, the value of is equal to: 50 + E etc. 6.1.2 Radial Schr odinger Equation - The Resonance Problem

We consider the numerical solution of the radial Schr odinger equation (26) in the wellknown case of the Woods-Saxon potential (29). In order to solve this problem numerically, we must approximate the true (innite) interval of integration by a nite interval. For the purpose of our numerical illustration, we take the domain of integration as r [0, 15]. We consider equation (26) in a rather large domain of energies, i.e. E [1, 1000]. In the case of positive energies, E = k 2 , the potential decays faster than the term
l(l+1) x2

and the Schr odinger equation eectively reduces to ( ) l(l + 1) 2 q (r) + k q (r) = 0 r2

(31)

for r greater than some value R. The above equation has linearly independent solutions krjl (kr) and krnl (kr), where jl (kr) and nl (kr) are the spherical Bessel and Neumann functions respectively. Thus, the solution of equation (26) (when r ), has the asymptotic form q (r) Akrjl (kr) Bkrnl (kr) ( ) ( )] l l AC sin kr + tan dl cos kx 2 2 [ where l is the phase shift that may be calculated from the formula q (r2 ) S (r1 ) q (r1 ) S (r2 ) q (r1 ) C (r1 ) q (r2 ) C (r2 )

(32)

tan l =

(33)

for r1 and r2 distinct points in the asymptotic region (we choose r1 as the right hand end point of the interval of integration and r2 = r1 h) with S (r) = krjl (kr) and C (r) = krnl (kr). Since the problem is treated as an initial-value problem, we need qj , j = 0, 1 before starting a two-step method. From the initial condition we obtain q0 . The value q1 is obtained by using high order Runge-Kutta-Nystr om methods(see [31][33]). With these starting values, we evaluate at r2 of the asymptotic region the phase shiftl .

For positive energies, we have the so-called resonance problem. This problem consists either of nding the phase-shift l or nding those E , for E [1, 1000], at which l = . 2 We actually solve the latter problem, known as the resonance problem. The boundary conditions for this problem are: ( ) Er for large r.

q (0) = 0, q (r) = cos

(34)

We compute the approximate positive eigenenergies of the Woods-Saxon resonance problem using: The eighth order multi-step method developed by Quinlan and Tremaine [29], which is indicated as Method QT8. The tenth order multi-step method developed by Quinlan and Tremaine [29], which is indicated as Method QT10. The twelfth order multi-step method developed by Quinlan and Tremaine [29], which is indicated as Method QT12. The fourth algebraic order method of Chawla and Rao with minimal phase-lag [30], which is indicated as Method MCR4 The hybrid sixth algebraic order method developed by Chawla and Rao with minimal phase-lag [21], which is indicated as Method MCR6 The standard form of the eighth algebraic order method developed in section 3.2, which is indicated as Method NMCL 3 . The New developed hybrid two-step method with vanished phase-lag and its rst derivative (obtained in Section 3.2), which is indicated as Method NM

The computed eigenenergies are compared with reference values 4 . In Figures 4 and 5, we present the maximum absolute error Errmax = |log10 (Err) | where
with the term standard we mean the method of section 3.2 with constant coecients the reference values are computed using the well known four-step method of Chawla and Rao [21] with small step size for the integration
4 3

Figure 4: Accuracy (Digits) for several values of CP U Time (in Seconds) for the eigenvalue E2 = 341.495874. The nonexistence of a value of Accuracy (Digits) indicates that for this value of CPU, Accuracy (Digits) is less than 0

Err = |Ecalculated Eaccurate |

(35)

of the eigenenergies E2 = 341.495874 and E3 = 989.701916 respectively, for several values of CPU time (in seconds). We note that the CPU time (in seconds) counts the computational cost for each method.

6.2

A nonlinear orbital problem

Consider the nonlinear system of equations: ( ) 2 u v sin 2 W x u + W 2 u = , ( )3 2 2 2 u +v ( ) 2 2 u v cos 2 W x v + W 2 v = , )3 ( 2 2 2 u +v

u(0) = 1, u (0) = 0,

(36)

v (0) = 0, v (0) = W.

(37)

Figure 5: Accuracy (Digits) for several values of CP U Time (in Seconds) for the eigenvalue E3 = 989.701916. The nonexistence of a value of Accuracy (Digits) indicates that for this value of CPU, Accuracy (Digits) is less than 0

The analytical solution of the problem is the following:

u(x) = cos(W x), v (x) = sin(W x)

(38)

The system of equations (36), (37) has been solved for 0 x 10000 and W = 10 using the methods mentioned in section 6.1. For this problem we have = 10. The numerical results obtained for the seven methods mentioned above were compared with the analytical solution. Figure 6 shows the absolute errors Errmax dened by: [ ( Errmax = |log10 max u(x)calculated u(x)theoretical , )] v (x)calculated v (x)theoretical |, x [0, 10000] for several values of the CPU time (in seconds).

(39)

Figure 6: Accuracy (Digits) for several values of CP U time (in Seconds) for the Nonlinear Orbital Problem. The nonexistence of a value of Accuracy (Digits) indicates that for this value of CPU time, Accuracy (Digits) is less than 0

Conclusions

The purpose of this paper was the optimization of the eciency of a hybrid two-step method for the approximate solution of the radial Schr odinger equation and related problems. We have described how the methodology of vanishing of the phase-lag and its rst derivative optimize the behaviour of the specic numerical method. The results of the application of this methodology was a hybrid two-step method that is very ecient on any problem with oscillating solutions or problems with solutions contain the functions cos and sin or any combination of them. From the results presented above we can make the following remarks: 1. The standard form of the eighth algebraic order method developed in section 3.2, which is indicated as Method NMCL is more ecient than the fourth algebraic order method of Chawla and Rao with minimal phase-lag [30], which is indicated as Method MCR4

2. The tenth order multi-step method developed by Quinlan and Tremaine [29], which is indicated as Method QT10 is more ecient than the fourth algebraic order method of Chawla and Rao with minimal phase-lag [30], which is indicated as Method MCR4. The Method QT10 is also more ecient than the eighth order multi-step method developed by Quinlan and Tremaine [29], which is indicated as Method QT8. Finally, the Method QT10 is also more ecient than the hybrid sixth algebraic order method developed by Chawla and Rao with minimal phaselag [21], which is indicated as Method MCR6. 3. The twelfth order multi-step method developed by Quinlan and Tremaine [29], which is indicated as Method QT12 is more ecient than the tenth order multi-step method developed by Quinlan and Tremaine [29], which is indicated as Method QT10 4. Finally, the New developed hybrid two-step method with vanished phase-lag and its rst derivative (obtained in Section 3.2), which is indicated as Method NM is the most ecient one. All computations were carried out on a IBM PC-AT compatible 80486 using double precision arithmetic with 16 signicant digits accuracy (IEEE standard).

Acknowledgments
The author wishes to thank the anonymous reviewers for their careful reading of the manuscript and their fruitful comments and suggestions.

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