Lyapunov type operators for numerical solutions of PDEs (Q2378934)

The authors propose finite difference approximation for nonlinear Schrödinger and heat equations with a right-hand side \(f(u)\), a function of the solution \(u\) with a nonlinearity dominated by \(|u|^{p-1} u\), \(p> 1\). The stability and the error analysis is developed using the technique of Lyapunov equation. A three-step in time second-order (both in time and space) finite difference scheme is proposed and studied. Using Fourier mode analysis stability in a discrete \(L^2\)-norm is shown subject to a Courant condition \(l/h^2\leq\sigma\) (\(l\) is the time step-size and \(h\) is the special mesh-size), where \(\sigma\approx 0.34\) for the Schrödinger and \(\sigma\approx 0.7\) for the heat equation. This restrictive condition is due to the explicit treatment of the nonlinearity. A number of numerical experiments that confirm the theoretical findings are presented.