On the convergence of Lawson methods for semilinear stiff problems

DOI10.1007/S00211-020-01120-4MaRDI QIDQ777507zbMATH OpenOpenAlexWikidataFDO

Authors Marlis Hochbruck, Jan Leibold, Alexander Ostermann

Publication date 7 July 2020

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/1709.01000

zbMATH Keywords

convergence behaviourLawson methodstiff problems

Mathematics Subject Classification ID

Time-dependent Schrödinger equations and Dirac equations (35Q41) Numerical solutions to abstract evolution equations (65J08) 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)

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.

Review text

The convergence behaviour of Lawson-type exponential integrators is studied for semilinear problems. The convergence proof is based on the variation-of-constants formula, whereas the nonlinearity is expanded along with the flow of the homogeneous problem. The expansion of the exact solution is carried out in terms of elementary integrals, and of that of the numerical solution in terms of elementary quadrature rules. It is shown that the non-stiff order conditions together with some assumptions on the exact solution give full order of convergence. The authors prove that a Lawson method converges with order \(p\) if the order of the underlying Runge-Kutta method is at least \(p\) and the solution satisfies appropriate regularity assumptions. The regularity assumptions are related to the corresponding conditions for splitting methods. These conditions are studied for methods of orders one and two, respectively, and is worked out for the nonlinear Schrödinger equation. The error analysis reveals a different behaviour between the first-order Lawson method and the exponential Euler method, as observed in numerical experiments for the linear Schrödinger equation with periodic boundary conditions.

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Cited in

(18)

• On averaged exponential integrators for semilinear wave equations with solutions of low-regularity
• Exponential methods for solving hyperbolic problems with application to collisionless kinetic equations
• Optimized integrating factor technique for Schrödinger-like equations
• Analysis of order reduction when integrating linear initial boundary value problems with Lawson methods
• Avoiding order reduction when integrating linear initial boundary value problems with Lawson methods
• A general framework of low regularity integrators
• Projected explicit Lawson methods for the integration of Schrödinger equation
• Convergence of exponential Lawson-multistep methods for the MCTDHF equations
• CMMSE: Analysis of order reduction when Lawson methods integrate nonlinear initial boundary value problems
• A second order directional split exponential integrator for systems of advection-diffusion-reaction equations
• Modified Lawson methods for Vlasov equations
• Projective integration methods in the Runge-Kutta framework and the extension to adaptivity in time
• Original energy dissipation preserving corrections of integrating factor Runge-Kutta methods for gradient flow problems
• Probabilistic representation for a class of exponential elliptic operators and stochastic Runge-Kutta methods for semilinear stiff equations
• Discrete ILQG method based on high-order exponential Runge-Kutta discretization
• A novel up to fourth-order equilibria-preserving and energy-stable exponential Runge-Kutta framework for gradient flows
• A stiff order condition theory for Runge-Kutta methods applied to semilinear ODEs
• Optimal threshold factors of linear exponential integrators

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