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arXiv:2512.11371 · SciPost Physics

Stability and complexity of global iterative solvers for the Kadanoff-Baym equations

Jože Gašperlin, Denis Golež, Jason Kaye

Published Sep 15, 2026• 0 citations
arXivHTMLPDF

Abstract

Although the Kadanoff-Baym equations are typically solved using time-stepping methods, iterative global-in-time solvers offer potential algorithmic advantages, particularly when combined with compressed representations of two-time objects. We examine the computational complexity and stability of several global-in-time iterative methods, including multiple variants of fixed point iteration, Jacobian-free methods, and a Newton-Krylov method using automatic differentiation. We consider the ramped and periodically-driven Falicov-Kimball and Hubbard models within time-dependent dynamical mean-field theory. Although we observe that several iterative methods yield stable convergence at large propagation times, a standard forward fixed point iteration does not. We find that the number of iterations required to converge to a given accuracy with a fixed time step size scales roughly linearly with the number of time steps. This scaling is associated with the formation of a propagating front in the residual error, whose velocity is method-dependent. We identify key challenges which must be addressed in order to make global solvers competitive with time-stepping methods.

DOI
10.21468/scipostphys.21.3.066

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Although the Kadanoff-Baym equations are typically solved using time-stepping methods, iterative global-in-time solvers offer potential algorithmic advantages, particularly when combined with compressed representations of two-time objects. We examine the computational complexity and stability of several global-in-time iterative methods, including multiple variants of fixed point iteration, Jacobian-free methods, and a Newton-Krylov method using automatic differentiation. We consider the ramped and periodically-driven Falicov-Kimball and Hubbard models within time-dependent dynamical mean-field theory. Although we observe that several iterative methods yield stable convergence at large propagation times, a standard forward fixed point iteration does not. We find that the number of iterations required to converge to a given accuracy with a fixed time step size scales roughly linearly with the number of time steps. This scaling is associated with the formation of a propagating front in the residual error, whose velocity is method-dependent. We identify key challenges which must be addressed in order to make global solvers competitive with time-stepping methods.
A time-stepping scheme with adaptivity in both the step size and the integration order is presented in the context of non-equilibrium dynamics described via Kadanoff-Baym equations. The accuracy and effectiveness of the algorithm are analysed by obtaining numerical solutions of exactly solvable models. We find a significant reduction in the number of time-steps compared to fixed-step methods. Due to the at least quadratic scaling of Kadanoff-Baym equations, reducing the amount of steps can dramatically increase the accessible integration time, opening the door for the study of long-time dynamics in interacting systems. A selection of illustrative examples is provided, among them interacting and open quantum systems as well as classical stochastic processes. An open-source implementation of our algorithm in the scientific-computing language Julia is made available.
The nonequilibrium Green's function gives access to one-body observables for quantum systems. Of particular interest are quantities such as density, currents, and absorption spectra which are important for interpreting experimental results in quantum transport and spectroscopy. We present an integration scheme for the Green's function's equations of motion, the Kadanoff-Baym equations (KBE), which is both adaptive in the time integrator step size and method order as well as the history integration order. We analyze the importance of solving the KBE self-consistently and show that adapting the order of history integral evaluation is important for obtaining accurate results. To examine the efficiency of our method, we compare runtimes to a state-of-the-art fixed time step integrator for several test systems and show an order of magnitude speedup at similar levels of accuracy. Published by the American Physical Society 2024
In this thesis we present methodologies that have been developed to efficiently solve for the non-equilibrium Green’s Function (NEGF) of interacting electron systems, and demonstrate their applications to several different condensed matter systems. These solvers are based on the numerical integration of the equations of motion for the NEGF, which are known as the Kadanoff-Baym Equations (KBE). The KBE are a general set of equations which allow for the study of a wide range of systems that are of interest to condensed matter physicists, including superconductivity, nuclear matter, molecules and atoms, and qubits, among many others. They are also useful for solving impurity models and systems in the dynamical mean-field theory (DMFT) approximation through their ability to incorporate dynamical hybridization functions. The generality of these equations comes from their connection to time-dependent Many-Body Perturbation Theory (MBPT), which introduces non-Markovian dynamical correlations through the self-energy functional. MBPT ensures important conservation laws, such as those for density and energy, are obeyed no matter the type of time-dependent perturbations that are applied to the Hamiltonian. The non-Markovian correlations manifest in a kernel that couples the dynamics to the entire history of the system. This coupling leads to computational costs that become prohibitively expensive as longer-time dynamics are probed, this is especially true for systems which decohere slowly, leading to undamped dynamics and kernels. Due to the large amount of interest in non-equilibrium quantum dynamics, the availability of efficient solvers for the KBE are of great importance. This thesis will focus on the implementation and analysis of integration methods for the KBE, including compression algorithms which lower computational complexity and adaptive integration techniques which allow for resolution of dynamics which vary over wide ranges of timescales. Chapter 1 gives an introduction to quantum systems and the problems we will be studying. Chapter 2 provides a derivation of the NEGF and its representation on the Keldysh contour. Chapter 3 derives the KBE from MBPT and introduces the self- energy and its conservation laws. Chapter 4 introduces the numerical techniques used to integrate the KBE, as well as an analysis of its causality structure. In Chapter 5, we use compression techniques to lower the complexity of the KBE, and provide details on its implementation. In Chapter 6 we apply the compression algorithm to study the Higgs mode in a superconducting system. In Chapter 7, we couple our solver to an adaptive integrator and analyze its performance against fixed-timestep integrators. Finally, Chapter 8 provides a summary of the results and an outlook for future work on efficient solvers.
The Generalized Kadanoff--Baym Ansatz with mean-field propagators is increasingly used to simulate non-equilibrium quantum fermionic and bosonic systems. Compared with the full Kadanoff--Baym equations, its mean-field propagators substantially reduce computational cost, enabling simulations with computational effort that scales linearly with propagation time. However, the time-diagonal structure of the Generalized Kadanoff--Baym Ansatz obscures spectral properties within the collision integral of the transport equation. Here, we recover and investigate these hidden spectral properties using the extended Generalized Kadanoff--Baym Ansatz. For a Hubbard cluster, we compare ground-state spectral functions obtained with the extended Generalized Kadanoff--Baym Ansatz against those from standard Kadanoff--Baym equations. At moderate interaction strengths, the spectral functions show good agreement. At large interaction strengths, however, significant deviations emerge, and the spectral function obtained with the extended Generalized Kadanoff--Baym Ansatz becomes negative. These results demonstrate that, despite its computational advantages, the Generalized Kadanoff--Baym Ansatz has important limitations in strongly interacting regimes and may produce unphysical spectral properties when interactions become sufficiently large.
Electron dynamics in a two-sites Hubbard model is studied using the nonequilibrium Green's function approach. The study is motivated by the empirical observation that a full solution of the integro-differential Kadanoff-Baym equation (KBE) is more stable and often accompanied by artificial damping [Marc Puig von Friesen, C. Verdozzi, and C.-O. Almbladh (2009)] than its time-linear reformulations relying on the generalized Kadanoff-Baym ansatz (GKBA). Additionally, for conserving theories, numerical simulations suggest that KBE produces natural occupations bounded by one and zero in agreement with the Pauli exclusion principle, whereas, in some regimes, GKBA-based theories violate this principle. As the first step for understanding these issues, the electron dynamics arising in the adiabatic switching scenario is studied. Many-body approximations are classified according to the channel of the Bethe-Salpeter equation in which electronic correlations are explicitly treated. They give rise to the so-called second Born, TTT-matrix and GWGWGW approximations. In each of these cases, the model is reduced to a system of ordinary differential equations, which resemble equations of motion for a driven harmonic oscillator with time-dependent frequencies. A more complete treatment of electronic correlations is achieved by combining different correlation channels, with parquet theory serving as a starting point.
We propose a multilevel tensor-train (TT) framework for solving nonlinear partial differential equations (PDEs) in a global space-time formulation. While space-time TT solvers have demonstrated significant potential for compressed high-dimensional simulations, the literature contains few systematic comparisons with classical time-stepping methods, limited error convergence analyses, and little quantitative assessment of the impact of TT rounding on numerical accuracy. Likewise, existing studies fail to demonstrate performance across a diverse set of PDEs and parameter ranges. In practice, monolithic Newton iterations may stagnate or fail to converge in strongly nonlinear, stiff, or advection-dominated regimes, where poor initial guesses and severely ill-conditioned space-time Jacobians hinder robust convergence. We overcome this limitation by introducing a coarse-to-fine multilevel strategy fully embedded within the TT format. Each level refines both spatial and temporal resolutions while transferring the TT solution through low-rank prolongation operators, providing robust initializations for successive Newton solves. Residuals, Jacobians, and transfer operators are represented directly in TT and solved with the adaptive-rank DMRG algorithm. Numerical experiments for a selection of nonlinear PDEs including Fisher-KPP, viscous Burgers, sine-Gordon, and KdV cover diffusive, convective, and dispersive dynamics, demonstrating that the multilevel TT approach consistently converges where single-level space-time Newton iterations fail. In dynamic, advection-dominated (nonlinear) scenarios, multilevel TT surpasses single-level TT, achieving high accuracy with significantly reduced computational cost, specifically when high-fidelity numerical simulation is required.