Overview of the Mathematics
The primary contribution in this paper is a mathematical representation and decomposition of an ordinary differential equation (ODE) that, in the case of the problem studied in this paper, allows the fast computation of the refractive light transport through a liquid-crystal.
This approach is rather general and can be used for other problems.
The starting point is the operator-valued ODE
dydβΟ(y)=A(y)Ο(y) ,
with some initial condition Ο(0)=Ο0β, and where A(y) is a complex-valued 2Γ2 matrix, that is a function of y.
We seek a solution Ο(y).
Assume that A does not commute with itself, i.e. it does not hold that for every y1β,y2β, A(y1β)A(y2β)=A(y2β)A(y1β).
Otherwise, the solution reduces to a simple matrix exponential, see matrix differential equation.
To proceed we apply powerful tools that arise from the Magnus expansion:
Expand the matrix A as a linear combination of some constant (independent of y), but otherwise arbitrary matrices, as follows
A(y)=j=1βmβajβ(y)Xjβ ,
where ajβ(y) are the scalar-valued function coefficients.
The solution to the ODE then becomes the matrix exponential
Ο(y)=eβj=1mβfjβ(y)Xjβ .
The relation between the (known) ajβ and (unknown) fjβ are given by a rather complicated differential system (see Wei and Norman [1964] or the paper).
To devise a simple enough system, we choose the following matrices:
X1β=[00β10β] ,X2β=[01β00β] ,X3β=[10β0β1β] ,X4β=I .
Working through the math yields the following (exact) final solution:
Ο(y)=ef4β[(1+f1βf2β)ef3βf2βef3ββf1βeβf3βeβf3ββ] ,(1)
with the scalar ODEs for f1,2,3,4β given by
dydβf1β(y)dydβf2β(y)dydβf3β(y)dydβf4β(y)β=βa2β(y)f1β(y)2+2a3β(y)f1β(y)+a1β(y) ,=2[a2β(y)f1β(y)βa3β(y)]f2β(y)+a2β(y) ,=βa2β(y)f1β(y)+a3β(y) ,=a4β(y) .β
Once expressions for f1,2,3,4β are found, Ο(y) is computed directly via Eq. 1.
We have effectively reduced the original operator-valued ODE into the set of 4 scalar-valued ODEs above.
Solving these scalar ODEs is, in general, a far easier problem compared to the operator-valued ODE we started with:
The ODEs for f3β,f4β are separable and reduce to integration, while the ODE for f2β is linear.
The only difficulty arises in the quadratic f1β ODE, which is known as the Riccati equation.
In addition, note, that because A and the scalar functions f1,2,3,4β might be complex, the original operator-valued ODE might be highly oscillatory, frustrating numerical approaches and approximative solutions.
The representation of the solution as a product of matrix exponentials (Eq. 1) βextractsβ some of this oscillatory behaviour into the exponents in Eq. 1, which means that it is reasonable to assume that the scalar-valued ODEs are, in general, βbetter behavedβ than the original problem.
This is exactly what happens in the context discussed in the paper, and the scalar ODEs (which are an exact representation of the original problem) are orders-of-magnitude faster to solve numerically.
The analysis above applies to an arbitrary operator-valued ODE with a complex-valued 2Γ2 matrix A, and can be extended in a like-manner to higher dimensions.