Hamiltonian interpolation of splitting approximations for nonlinear PDEs

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Publication:647420

DOI10.1007/S10208-011-9094-4zbMATH Open1232.65176arXiv0912.2882OpenAlexW2043776621MaRDI QIDQ647420FDOQ647420


Authors: Erwan Faou, Benoît Grébert Edit this on Wikidata


Publication date: 23 November 2011

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

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.


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




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