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

DOI10.1063/1.3078418MaRDI QIDQ3650484zbMATH OpenOpenAlexFDO

Authors Fernando Casas, Ander Murua

Publication date 14 December 2009

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0810.2656

zbMATH Keywords

convergencematrix algebraLie algebrasseries

Mathematics Subject Classification ID

Identities, free Lie (super)algebras (17B01) Lie algebras of Lie groups (22E60) Computational methods for problems pertaining to nonassociative rings and algebras (17-08)

Abstract: We provide a new algorithm for generating the Baker--Campbell--Hausdorff (BCH) series $Z=log(e^X{e}^Y)$ in an arbitrary generalized Hall basis of the free Lie algebra $mathcalL(X,Y)$ generated by $X$ and $Y$. It is based on the close relationship of $mathcalL(X,Y)$ with a Lie algebraic structure of labeled rooted trees. With this algorithm, the computation of the BCH series up to degree 20 (111013 independent elements in $mathcalL(X,Y)$) takes less than 15 minutes on a personal computer and requires 1.5 GBytes 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.

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Cited in

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• Testing cubature formulae on Wiener space versus explicit pricing formulae
• The barycenter in free nilpotent Lie groups and its application to iterated-integrals signatures
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• Campbell-Baker-Hausdorff formula and Lie-series: Formula manipulation in TURBO-PROLOG
• Simplifying the Reinsch algorithm for the Baker-Campbell-Hausdorff series
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• Explicit Baker-Campbell-Hausdorff expansions
• The early proofs of the theorem of Campbell, Baker, Hausdorff, and Dynkin
• Exponential polar factorization of the fundamental matrix of linear differential systems
• Embedded Zassenhaus expansion to splitting schemes: theory and multiphysics applications
• Optimal stopping with signatures
• Unified signature cumulants and generalized Magnus expansions
• The Hopf algebra of rooted trees, free Lie algebras, and Lie series
• Solving Schrödinger equation in semiclassical regime with highly oscillatory time-dependent potentials
• Efficient exponential splitting spectral methods for linear Schrödinger equation in the semiclassical regime
• Dynkin’s method of computing the terms of the Baker–Campbell–Hausdorff series
• Efficient computation of the Zassenhaus formula
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• On the convergence of the Campbell-Baker-Hausdorff-Dynkin series in infinite-dimensional Banach-Lie algebras
• On the convergence and optimization of the Baker-Campbell-Hausdorff formula
• On expansions for nonlinear systems error estimates and convergence issues
• On the Baker-Campbell-Hausdorff Theorem: non-convergence and prolongation issues
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