Hamiltonian interpolation of splitting approximations for nonlinear PDEs

DOI10.1007/S10208-011-9094-4MaRDI QIDQ647420zbMATH OpenOpenAlexFDO

Authors Erwan Faou, Benoît Grébert

Publication date 23 November 2011

Published in Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0912.2882

zbMATH Keywords

backward error analysisCFL conditionHamiltonian interpolationlong-time behaviournonlinear wave equationsemilinear Hamiltonian equationssplitting integratorstime splitting methods

Mathematics Subject Classification ID

Second-order nonlinear hyperbolic equations (35L70) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Abstract: We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni- formly integrable with respect to an eigenbasis of the linear operator (typically the Fourier basis). We show the existence of a modified interpolated Hamiltonian equation whose exact solution coincides with the discrete flow at each time step over a long time depending on a non resonance condition satisfied by the stepsize. We introduce a class of modified splitting schemes fulfilling this condition at a high order and prove for them that the numerical flow and the continuous flow remain close over exponentially long time with respect to the step size. For stan- dard splitting or implicit-explicit scheme, such a backward error analysis result holds true on a time depending on a cut-off condition in the high frequencies (CFL condition). This analysis is valid in the case where the linear operator has a discrete (bounded domain) or continuous (the whole space) spectrum.

Review text

A wide class of semilinear Hamiltonian partial differential equations (PDEs) and their approximation by time splitting methods is considered. It is assumed that the nonlinearity is polynomial, and that the numerical trajectory remains at least uniformly integrable with respect to an eigenbasis of the linear operator (typically the Fourier basis). The authors show the existence of a modified interpolated Hamiltonian equation whose exact solution coincides with the discrete flow at each time step over a long time. While for standard splitting or implicit--explicit schemes, this long time depends on a cut-off condition in the high frequencies (CFL condition), it is shown that it can be made exponentially large with respect to the step size for a class of modified splitting schemes.

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Cites work

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Cited in

(20)

• On numerical Landau damping for splitting methods applied to the Vlasov-HMF model
• Existence and stability of ground states for fully discrete approximations of the nonlinear Schrödinger equation
• Regularized numerical methods for the logarithmic Schrödinger equation
• Asymptotic preserving schemes for the Klein-Gordon equation in the non-relativistic limit regime
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• Birkhoff normal form for splitting methods applied to semilinear Hamiltonian PDEs. I: Finite-dimensional discretization
• Weak backward error analysis for Langevin process

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