Computation of some dispersive equations through their iterated linearisation

Fuente: arXiv
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Autori principali: Chen, Guannan, Iserles, Arieh, Kropielnicka, Karolina, Singh, Pranav
Natura: Preprint
Pubblicazione: 2024
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author Chen, Guannan
Iserles, Arieh
Kropielnicka, Karolina
Singh, Pranav
author_facet Chen, Guannan
Iserles, Arieh
Kropielnicka, Karolina
Singh, Pranav
contents It is often the case that, while the numerical solution of the non-linear dispersive equation $\mathrm{i}\partial_t u(t)=\mathcal{H}(u(t),t)u(t)$ represents a formidable challenge, it is fairly easy and cheap to solve closely related linear equations of the form $\mathrm{i}\partial_t u(t)=\mathcal{H}_1(t)u(t)+\widetilde{\mathcal H}_2(t)u(t)$, where $\mathcal{H}_1(t)+\mathcal{H}_2(v,t)=\mathcal{H}(v,t)$. In that case we advocate an iterative linearisation procedure that involves fixed-point iteration of the latter equation to solve the former. A typical case is when the original problem is a nonlinear Schrödinger or Gross--Pitaevskii equation, while the `easy' equation is linear Schrödinger with time-dependent potential. We analyse in detail the iterative scheme and its practical implementation, prove that each iteration increases the order, derive upper bounds on the speed of convergence and discuss in the case of nonlinear Schrödinger equation with cubic potential the preservation of structural features of the underlying equation: the $\mathrm{L}_2$ norm, momentum and Hamiltonian energy. A key ingredient in our approach is the use of the Magnus expansion in conjunction with Hermite quadratures, which allows effective solutions of the linearised but non-autonomous equations in an iterative fashion. The resulting Magnus--Hermite methods can be combined with a wide range of numerical approximations to the matrix exponential. The paper concludes with a number of numerical experiments, demonstrating the power of the proposed approach.
format Preprint
id arxiv_https___arxiv_org_abs_2405_04958
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Computation of some dispersive equations through their iterated linearisation
Chen, Guannan
Iserles, Arieh
Kropielnicka, Karolina
Singh, Pranav
Numerical Analysis
Computational Physics
It is often the case that, while the numerical solution of the non-linear dispersive equation $\mathrm{i}\partial_t u(t)=\mathcal{H}(u(t),t)u(t)$ represents a formidable challenge, it is fairly easy and cheap to solve closely related linear equations of the form $\mathrm{i}\partial_t u(t)=\mathcal{H}_1(t)u(t)+\widetilde{\mathcal H}_2(t)u(t)$, where $\mathcal{H}_1(t)+\mathcal{H}_2(v,t)=\mathcal{H}(v,t)$. In that case we advocate an iterative linearisation procedure that involves fixed-point iteration of the latter equation to solve the former. A typical case is when the original problem is a nonlinear Schrödinger or Gross--Pitaevskii equation, while the `easy' equation is linear Schrödinger with time-dependent potential. We analyse in detail the iterative scheme and its practical implementation, prove that each iteration increases the order, derive upper bounds on the speed of convergence and discuss in the case of nonlinear Schrödinger equation with cubic potential the preservation of structural features of the underlying equation: the $\mathrm{L}_2$ norm, momentum and Hamiltonian energy. A key ingredient in our approach is the use of the Magnus expansion in conjunction with Hermite quadratures, which allows effective solutions of the linearised but non-autonomous equations in an iterative fashion. The resulting Magnus--Hermite methods can be combined with a wide range of numerical approximations to the matrix exponential. The paper concludes with a number of numerical experiments, demonstrating the power of the proposed approach.
title Computation of some dispersive equations through their iterated linearisation
topic Numerical Analysis
Computational Physics
url https://arxiv.org/abs/2405.04958