Runge-Kutta time semidiscretizations of semilinear PDEs with non-smooth data

DOI10.1007/S00211-015-0776-8MaRDI QIDQ315719zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Claudia Wulff, Chris Evans

Publication date 22 September 2016

Published in Numerische Mathematik (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1510.06246

zbMATH Keywords

A-stable Runge-Kutta methodsconvergenceHilbert spacenon-smooth datanonlinear Schrödinger equationnumerical exampleorder reductionsemilinear evolution equationsemilinear wave equationspectral Galerkin approximation

Mathematics Subject Classification ID

Abstract parabolic equations (35K90) Second-order quasilinear hyperbolic equations (35L72) NLS equations (nonlinear Schrödinger equations) (35Q55) Numerical solutions to abstract evolution equations (65J08) Numerical solutions to equations with nonlinear operators (65J15) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Abstract: We study semilinear evolution equations $fracmdUmdt=AU+B(U)$ posed on a Hilbert space $calY$, where $A$ is normal and generates a strongly continuous semigroup, $B$ is a smooth nonlinearity from ${calY}_{e}ll=D(A^{e}ll)$ to itself, and $ellinIsubseteq[0,L]$, $Lgeq0$, $0,LinI$. In particular the one-dimensional semilinear wave equation and nonlinear Schr$$dinger equation with periodic, Neumann and Dirichlet boundary conditions fit into this framework. We discretize the evolution equation with an A-stable Runge-Kutta method in time, retaining continuous space, and prove convergence of order $O(h^{pell/(p+1)})$ for non-smooth initial data $U^{0}in{calY}_{e}ll$, where $ellleqp+1$, for a method of classical order $p$, extending a result by Brenner and Thom$e^{\prime }$e for linear systems. Our approach is to project the semiflow and numerical method to spectral Galerkin approximations, and to balance the projection error with the error of the time discretization of the projected system. Numerical experiments suggest that our estimates are sharp.

Review text

The one-dimensional semilinear wave equation and the nonlinear Schrödinger equation with periodic, Neumann and Dirichlet boundary conditions can be reformulated as an abstract semilinear evolution equation of the form \(dU/dt = A U + B(U)\) with non-smooth initial data \(U(0) = U^0\) in a Hilbert space \(\mathcal{Y}\). Here \(A\) is a normal operator generating a strongly continuous semigroup and \(B\) is a smooth nonlinearity on a scale of Hilbert spaces \(\mathcal{Y}_{\ell} = D(A^{\ell}) \subseteq \mathcal{Y}\), \(\ell \geq 0\). In the paper under review, the abstract evolution equation is formally discretized in time by an A-stable Runge-Kutta method, so that the numerical method (now considered as a nonlinear operator on the infinite dimensional space \(\mathcal{Y}\)) is well-defined, and the effects of non-smooth data on the order of convergence of the method are analyzed. When an A-stable Runge-Kutta method of classical order \(p\) is applied to the problem at hand with initial data \(U^0 \in \mathcal{Y}_{\ell}\), it is shown that the order of convergence is \(\mathcal{O}(h^q)\), with \(q= p\) \(\ell / (p+1)\) for \(0 \leq \ell < p +1\). The order reduction taking place when \(\ell < p + 1\) is caused by the presence of unbounded operators in the expansion of the local error of the method. The approach followed here consists in applying a spectral Galerkin approximation to the exact semiflow of the abstract differential equation and then discretize the projected equation in time, so as to bound the local error coefficients in terms of the accuracy of the projection. The numerical example reported in the paper seems to indicate that the obtained estimate is sharp.

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Cited in

(3)

• scientific article; zbMATH DE number 4182739 (Why is no real title available?)
• Nonsmooth data error estimates for fully discrete finite element approximations of semilinear parabolic equations in Banach space
• \(A\)-stable Runge-Kutta methods for semilinear evolution equations

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