On the convergence of Lawson methods for semilinear stiff problems

DOI10.1007/S00211-020-01120-4zbMATH Open1453.65269arXiv1709.01000OpenAlexW3029245030WikidataQ125047113 ScholiaQ125047113MaRDI QIDQ777507FDOQ777507

Authors: Marlis Hochbruck, Jan Leibold, Alexander Ostermann 

Publication date: 7 July 2020

Published in: Numerische Mathematik (Search for Journal in Brave)

Abstract: Since their introduction in 1967, Lawson methods have achieved constant interest in the time discretization of evolution equations. The methods were originally devised for the numerical solution of stiff differential equations. Meanwhile, they constitute a well-established class of exponential integrators. The popularity of Lawson methods is in some contrast to the fact that they may have a bad convergence behaviour, since they do not satisfy any of the stiff order conditions. The aim of this paper is to explain this discrepancy. It is shown that non-stiff order conditions together with appropriate regularity assumptions imply high-order convergence of Lawson methods. Note, however, that the term regularity here includes the behaviour of the solution at the boundary. For instance, Lawson methods will behave well in the case of periodic boundary conditions, but they will show a dramatic order reduction for, e.g., Dirichlet boundary conditions. The precise regularity assumptions required for high-order convergence are worked out in this paper and related to the corresponding assumptions for splitting schemes. In contrast to previous work, the analysis is based on expansions of the exact and the numerical solution along the flow of the homogeneous problem. Numerical examples for the Schr"odinger equation are included.

Full work available at URL: https://arxiv.org/abs/1709.01000

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zbMATH Keywords

stiff problemsconvergence behaviourLawson method

Mathematics Subject Classification ID

Time-dependent Schrödinger equations and Dirac equations (35Q41) Numerical methods for stiff equations (65L04) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) 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) Numerical solutions to abstract evolution equations (65J08)

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Cited In (13)

• CMMSE: Analysis of order reduction when Lawson methods integrate nonlinear initial boundary value problems
• Optimized integrating factor technique for Schrödinger-like equations
• Projective integration methods in the Runge-Kutta framework and the extension to adaptivity in time
• On averaged exponential integrators for semilinear wave equations with solutions of low-regularity
• Avoiding order reduction when integrating linear initial boundary value problems with Lawson methods
• A second order directional split exponential integrator for systems of advection-diffusion-reaction equations
• Convergence of exponential Lawson-multistep methods for the MCTDHF equations
• Original energy dissipation preserving corrections of integrating factor Runge-Kutta methods for gradient flow problems
• Analysis of order reduction when integrating linear initial boundary value problems with Lawson methods
• Exponential methods for solving hyperbolic problems with application to collisionless kinetic equations
• A general framework of low regularity integrators
• Projected explicit Lawson methods for the integration of Schrödinger equation
• Modified Lawson methods for Vlasov equations

Uses Software

• SPIP

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