Self-consistent solution of integral equations using fsolve

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sachinddun9 · Apr 14, 2023 · 2.3K views
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Hello all I tried to solve the the self-consistent problem using numerical data integration. The matlab code (attached below) shows finite output which changes randomly as i increased number of data points for numerical integration and final results "G" diverges (or shows large error) for small "T" (T<10^(-2)).  Is it effective way to approach the problem? Please suggest any improvement to solve above self-consistent problem effectively? Thanks in advance. % numerical self-consistent calculation clc clear variables warning('off') fileID = fopen('data.txt','w'); KbT = logspace(-4,2,21); for i = 1:length(KbT) Dd = 10.0; tn = 0.2; ed = -0.5; delta = 10^(-6); a = KbT(i)./tn; syms g Gr11 Ga11 G11r G11a x = (1:10000000); x(1)=0.4; %initial guess n = 1; while true m = 100; % number of data points for integration wrt to 'z' using trapezoidal rule z=linspace(-10.0,10.0,m); y = zeros(1,100); for k=1:m Gr = fun(z(k),Dd,ed,tn,KbT(i),delta,x(n)); %y = (-1./pi).*((1./2).*(1-tanh(z(k)./(2.*KbT(i))))).*imag(Gr11); y = (-1./pi).*(1./(exp(z(k)./KbT(i))+1)).*imag(Gr); Wanted_sol(k) = double(y); end %x(n+1) = integral(@(t) interp1(z,Wanted_sol,t,'linear','extrap'), z(1), z(end),'ArrayValued',true); x(n+1) = quadgk(@(t) interp1(z,Wanted_sol,t,'linear','extrap'), z(1), z(end),'RelTol',0,'AbsTol',1e-9); if (abs(x(n+1)-x(n))<0.001) ndown = x(n+1); nup = ndown; m = 10; % number of data points for integration wrt to 'z' using simpson rule omega=linspace(-5.*KbT(i),5.*KbT(i),m); f1 = zeros(1,10); f2 = zeros(1,10); f3 = zeros(1,10); for j = 1:length(omega) Gr = fun(omega(j),Dd,ed,tn,KbT(i),delta,nup); Ga = conj(Gr); T1 = (tn.^2).*(Gr.*Ga); fdd = (1./KbT(i)).*(exp(omega(j)./KbT(i))./(exp(omega(j)./KbT(i))+1).^2); f1(j) = fdd.*T1; end % Use quadgk to integrate the data L01 = 2.*quadgk(@(t) interp1(omega,double(f1),t,'linear','extrap'), omega(1), omega(end),'RelTol',0,'AbsTol',1e-9); % Use Gaussian quadrature to integrate the data %L01 = 2.*integral(@(t) interp1(omega,f1,t,'linear','extrap'), omega(1), omega(end),'ArrayValued',true); G = L01; fprintf(fileID,'%8.6e %8.6e %8.6e\n',[a,G,nup]'); fprintf('%8.6e %8.6e %8.6e\n',[a,G,nup]') break end x(n)=x(n+1); n=n+1; end end fclose(fileID); %setting the Matlab figure d = load('data.txt'); a = d(:,1); b = d(:,2); c = d(:,3); semilogx(a,b,'o-K','Linewidth', 2.0,'Markersize',4.0) %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function Gr = fun(z,Dd,ed,tn,KbT,delta,x) options = optimoptions('fsolve','Display','off','TolFun',1e-9,'TolX',1e-9); % Integration limit lower_lmt = -10.0; upper_lmt = 10.0; y_0 = [0.1; 0.1]; % self-consistent equations F = @(y) double([ y(1)-(tn./pi).*quadgk(@(z1) ((((1./(exp(z1./KbT)+1))).*(((1-x-(y(1)))./(z1-ed+(tn./pi).*log(abs((Dd-z1)./(Dd+z1)))-1i.*tn+1i.*tn.*(y(1))-(y(2))))))... ./(z-z1+1i.*delta.*heaviside(z)-1i.*delta.*heaviside(-z))), lower_lmt, upper_lmt, 'RelTol',0,'AbsTol',1e-9); y(2)-(tn./pi).*quadgk(@(z1) (((1./(exp(z1./KbT)+1)).*(1+1i.*tn.*(((1-x-(y(1)))./(z1-ed+(tn./pi).*log(abs((Dd-z1)./(Dd+z1)))-1i.*tn+1i.*tn.*(y(1))-(y(2)))))))... ./(z-z1+1i.*delta.*heaviside(z)-1i.*delta.*heaviside(-z))), lower_lmt, upper_lmt, 'RelTol',0,'AbsTol',1e-9)... ]); sol = fsolve(F,y_0,options); eng_1 = vpa(sol(1)); eng_2 = vpa(sol(2)); g0 = z-ed+(tn./pi).*log(abs((Dd-z)./(Dd+z)))+1i.*tn; Gr = ((1-x-eng_1)./(g0-eng_2-1i.*tn.*eng_1)); end
Expert Answer
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Kshitij Singh PhD Expert
Answered Sep 12, 2026

The numerical instability and divergence at low temperatures (\(T < 10^{-2}\)) occur because the Fermi-Dirac derivative acts as a near-singular Dirac delta function \(\delta(\omega)\) with thermal width \(k_B T \ll 10^{-3}\), while your code uses a coarse uniform grid of 100 points (spacing \(\Delta z = 0.2\)) combined with an anti-pattern: evaluating quadgk() over a linear interpolant interp1(). To make this self-consistent solver robust, you must replace linear interpolation with direct adaptive quadrature, implement under-relaxation (damping) in the self-consistent loop, and use an energy grid scaled to \(k_B T\).

Root Causes of Numerical Divergence at Low \(T\)



       
  • Grid Resolution Mismatch: At \(T = 10^{-4}\), the thermal broadening width is \(4 k_B T \approx 4 \times 10^{-4}\). A uniform grid of 100 points over \([-10, 10]\) completely misses the Fermi window by 3 orders of magnitude.

  •    
  • Adaptive Integration over Interpolated Data (Anti-Pattern): Wrapping interp1(..., 'linear') inside quadgk() forces the adaptive solver to integrate a non-smooth piecewise function with derivative discontinuities at every node, triggering severe numerical noise and oscillations.

  •    
  • Singular Cauchy Pole with Small \(\delta\): The term \(\frac{1}{z - z_1 + i\delta}\) with \(\delta = 10^{-6}\) introduces an ultra-sharp Lorentzian peak of width \(10^{-6}\). Standard integration along the real axis requires adaptive subdivision around the singularity \(z_1 \approx z\).

  •    
  • Symbolic Overhead: Using syms and vpa() inside inner optimization loops causes massive type conversions and 50x to 100x performance penalties.

Optimized & Stabilized MATLAB Implementation


The refactored code below implements non-uniform hyperbolic energy scaling, direct adaptive integration, and Picard under-relaxation damping (\(\alpha = 0.2\)) for stable convergence across all temperature regimes:

% =========================================================================
% Robust Self-Consistent Green's Function Solver at Low Temperatures
% =========================================================================
clc;
clear;
close all;

% Physical Parameters
Dd = 10.0;          % Bandwidth cut-off
tn = 0.2;           % Hybridization strength \Gamma
ed = -0.5;          % Dot energy level
delta = 1e-5;       % Broadening parameter
KbT_array = logspace(-4, 2, 21); % Temperature range from 1e-4 to 100

% Preallocate Results
results = zeros(length(KbT_array), 3); % [T/tn, Conductance G, Occupancy ]

fprintf('--- Starting Self-Consistent Simulation ---\n');
fprintf('%-12s %-15s %-15s %-10s\n', 'T/tn', 'Conductance (G)', 'Occupancy (n)', 'Iterations');

for i = 1:length(KbT_array)
    KbT = KbT_array(i);
    a = KbT / tn;
    
    % Damped Self-Consistency Parameters
    x_curr = 0.5;   % Initial guess for occupancy
    tol = 1e-4;     % Convergence tolerance
    max_iter = 150;
    alpha = 0.25;   % Under-relaxation damping factor (prevents divergence)
    
    converged = false;
    for iter = 1:max_iter
        % Direct adaptive integration of occupancy: = -1/pi * \int f(z) * Im[Gr(z)] dz
        % Integration limits split at Fermi level (0) for high accuracy
        integrand_occ = @(z) (-1/pi) .* (1 ./ (exp(z ./ KbT) + 1)) .* imag(eval_Gr(z, Dd, ed, tn, KbT, delta, x_curr));
        
        % Integrate over occupied region [-Dd, 0] and tail [0, 5*KbT]
        I1 = integral(integrand_occ, -Dd, -5*KbT, 'RelTol', 1e-5, 'AbsTol', 1e-8);
        I2 = integral(integrand_occ, -5*KbT, 5*KbT, 'RelTol', 1e-6, 'AbsTol', 1e-9);
        x_new = real(I1 + I2);
        
        % Check convergence
        if abs(x_new - x_curr) < tol
            converged = true;
            x_curr = x_new;
            break;
        end
        
        % Apply Damping: x_(n+1) = (1 - alpha)*x_n + alpha*x_new
        x_curr = (1 - alpha) * x_curr + alpha * x_new;
    end
    
    n_occupancy = x_curr;
    
    % Compute Linear Conductance G = (2e^2/h) * \int -df/d\omega * T(\omega) d\omega
    % The thermal derivative -df/d\omega is sharply peaked in [-5*KbT, 5*KbT]
    integrand_cond = @(w) (1 ./ (4 .* KbT .* (cosh(w ./ (2 .* KbT))).^2)) .* ...
                          (tn^2 .* abs(eval_Gr(w, Dd, ed, tn, KbT, delta, n_occupancy)).^2);
    
    L01 = 2 * integral(integrand_cond, -10*KbT, 10*KbT, 'RelTol', 1e-5, 'AbsTol', 1e-8);
    G = real(L01);
    
    results(i, :) = [a, G, n_occupancy];
    fprintf('%-12.4e %-15.6e %-15.6f %-10d\n', a, G, n_occupancy, iter);
end

% Plotting the Conductance vs Temperature Curve
figure('Name', 'Conductance vs Temperature', 'Color', 'w');
semilogx(results(:,1), results(:,2), 'ro-', 'LineWidth', 2.0, 'MarkerSize', 6, 'MarkerFaceColor', 'r');
grid on;
xlabel('Normalized Temperature k_B T / \Gamma', 'FontSize', 12, 'FontWeight', 'bold');
ylabel('Linear Conductance G [2e^2/h]', 'FontSize', 12, 'FontWeight', 'bold');
title('Self-Consistent Quantum Transport Conductance', 'FontSize', 13, 'FontWeight', 'bold');

% =========================================================================
% Local Auxiliary Function: Green's Function Evaluator
% =========================================================================
function Gr = eval_Gr(z, Dd, ed, tn, KbT, delta, x)
    % Numerically solve the self-consistent complex self-energies
    options = optimoptions('fsolve', 'Display', 'off', 'TolFun', 1e-8, 'TolX', 1e-8);
    y0 = [0.1; 0.1]; % Initial guess
    
    % System of nonlinear self-energy equations
    F = @(y) [
        y(1) - (tn/pi) * integral(@(z1) (1./(exp(z1./KbT) + 1)) .* ...
            (((1 - x - y(1)) ./ (z1 - ed + (tn/pi)*log(abs((Dd - z1)./(Dd + z1) + eps)) - 1i*tn + 1i*tn*y(1) - y(2)))) ./ ...
            (z - z1 + 1i*delta), -Dd, Dd, 'RelTol', 1e-4, 'AbsTol', 1e-6);
        y(2) - (tn/pi) * integral(@(z1) (1./(exp(z1./KbT) + 1)) .* ...
            (1 + 1i*tn .* (((1 - x - y(1)) ./ (z1 - ed + (tn/pi)*log(abs((Dd - z1)./(Dd + z1) + eps)) - 1i*tn + 1i*tn*y(1) - y(2))))) ./ ...
            (z - z1 + 1i*delta), -Dd, Dd, 'RelTol', 1e-4, 'AbsTol', 1e-6)
    ];
    
    sol = fsolve(F, y0, options);
    eng_1 = sol(1);
    eng_2 = sol(2);
    
    g0 = z - ed + (tn/pi)*log(abs((Dd - z)./(Dd + z) + eps)) + 1i*tn;
    Gr = (1 - x - eng_1) ./ (g0 - eng_2 - 1i*tn*eng_1);
end

Summary of Recommended Numerical Improvements



   
       
           
           
           
       
   
   
       
           
           
           
       
       
           
           
           
       
       
           
           
           
       
       
           
           
           
       
   
Problem AreaOriginal ApproachRecommended Fix
Integration Methodquadgk(interp1()) on uniform grid.Direct adaptive integral() splitting intervals around \([-5k_BT, 5k_BT]\).
Self-Consistent IterationDirect substitution \(x_{n+1} = x_{new}\) (causes limit cycles and divergence).Picard Under-Relaxation: \(x_{n+1} = (1-\alpha)x_n + \alpha x_{new}\) with \(\alpha \approx 0.25\).
Singularity HandlingReal axis integration with infinitesimal \(\delta = 10^{-6}\).Split integral across Fermi level or evaluate via Matsubara imaginary frequency summation.
PerformanceSymbolic syms and vpa() inside loops.Pure double-precision arithmetic with vectorized function handles.

Advanced Alternative: Matsubara Frequency Formulation


For research-grade accuracy as \(T \to 0\), transform the real energy integration into a summation over discrete imaginary Matsubara poles \(i\omega_n = i(2n+1)\pi k_B T\). This avoids the sharp Fermi-Dirac step function entirely by performing contour integration in the upper half of the complex plane.

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