In this paper, we are concerned with the construction and analysis of a new class of methods obtained as double jump compositions with complex coefficients and projection on the real axis. It is shown in particular that the new integrators are symmetric and symplectic up to high orders if one uses a symmetric and symplectic basic method. In terms of efficiency, the aforementioned technique requires fewer stages than standard compositions of the same orders and is thus expected to lead to faster methods.
We propose an exponential integrator Fourier pseudospectral method DEI-FP for solving the "Good" Boussinesq (GB) equation. The numerical scheme is based on a Deuflhard-type exponential integrator and a Fourier pseudospectral method for temporal and spatial discretizations, respectively. The scheme is fully explicit and efficient due to the fast Fourier transform. Rigorous error estimates are established for the method without any CFL-type condition constraint. In more details, the method converges quadratically and spectrally in time and space, respectively. Extensive numerical experiments are…
A new family of methods involving complex coefficients for the numerical integration of differential equations is presented and analyzed. They are constructed as linear combinations of symmetric-conjugate compositions obtained from a basic time-symmetric integrator of order 2n (n $\ge$ 1). The new integrators are of order 2(n + k), k = 1, 2, ..., and preserve time-symmetry up to order 4n + 3 when applied to differential equations with real vector fields. If in addition the system is Hamiltonian and the basic scheme is symplectic, then they also preserve symplecticity up to order 4n + 3. We sho…
Maxwell equations describe the propagation of electromagnetic waves and are therefore fundamental to understanding many problems encountered in the study of antennas and electromagnetics. The aim of this paper is to propose and analyse an efficient fully discrete scheme for solving three-dimensional Maxwell's equations. This is accomplished by combining time exponential integrator and Fourier pseudospectral methods. Fast computation is implemented in the scheme by using the Fast Fourier Transform algorithm which is well known in scientific computations. An optimal error estimate which is not e…
Many applications in computational physics that use numerical integrators based on splitting and composition can benefit from the development of optimized algorithms and from choosing the best ordering of terms. The cost in programming and execution time is minimal, while the performance improvements can be large.
Two exponential wave integrator Fourier pseudospectral (EWI-FP) methods are presented and analyzed for the long-time dynamics of the Dirac equation with small potentials characterized by $\varepsilon \in (0, 1]$ a dimensionless parameter. Based on the (symmetric) exponential wave integrator for temporal derivatives in phase space followed by applying the Fourier pseudospectral discretization for spatial derivatives, the EWI-FP methods are explicit and of spectral accuracy in space and second-order accuracy in time for any fixed $\varepsilon = \varepsilon_0$. Uniform error bounds are rigorously…
Symmetric high order Gautschi-type exponential wave integrators pseudospectral method for the nonlinear Klein-Gordon equation in the nonrelativistic limit regime
Beijing Computational Science Research Center（北京计算科学研究中心）；IRMAR, Université de Rennes 1（雷恩第一大学 IRMAR）
Uniform and optimal error estimates of an exponential wave integrator sine pseudospectral method for the nonlinear Schrodinger equation with wave operator
National University of Singapore（新加坡国立大学）；Beijing Computational Science Research Center（北京计算科学研究中心）；University of Maryland（马里兰大学）
A uniformly accurate (UA) multiscale time integrator pseudospectral method for the Dirac equation in the nonrelativistic limit regime
National University of Singapore（新加坡国立大学）；Beijing Computational Science Research Center（北京计算科学研究中心）；Purdue University（普渡大学）；Université de Lorraine（洛林大学）；Inria Nancy-Grand Est（南锡大东部国家研究学院）
In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal discretization using continuous Runge-Kutta-type methods, and the spatial discretization using pseudospectral methods or Gauss--Legendre collocation methods. The local energy conservation law of our new schemes is analyzed in detail. The effectiveness of the novel local energy-preserving integrators is demonstrated by coupled nonlinear Schrödinger equations and 2D nonlin…
We establish the improved uniform error bounds on a Lawson-type exponential integrator Fourier pseudospectral (LEI-FP) method for the long-time dynamics of sine-Gordon equation where the amplitude of the initial data is $O(\varepsilon)$ with $0 < \varepsilon \ll 1$ a dimensionless parameter up to the time at $O(1/\varepsilon^2)$. The numerical scheme combines a Lawson-type exponential integrator in time with a Fourier pseudospectral method for spatial discretization, which is fully explicit and efficient in practical computation thanks to the fast Fourier transform. By separating the linear pa…
Motivated by the Hodgkin-Huxley model of neuronal dynamics, we study explicit numerical integrators for "conditionally linear" systems of ordinary differential equations. We show that splitting and composition methods, when applied to the Van der Pol oscillator and to the Hodgkin-Huxley model, do a better job of preserving limit cycles of these systems for large time steps, compared with the "Euler-type" methods (including Euler's method, exponential Euler, and semi-implicit Euler) commonly used in computational neuroscience, with no increase in computational cost. These limit cycles are impor…
High-order multi-structures-preserving exponential integrators for the derivative nonlinear Schrödinger equation
Faculty of Information Engineering and Automation, Kunming University of Science and Technology（昆明理工大学信息工程与自动化学院）；School of Statistics and Mathematics, Yunnan University of Finance and Economics（云南财经大学统计与数学学院）
Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this paper we present two ways to construct r-adaptive vari…
A Uniformly Accurate Multiscale Time Integrator for the Klein-Gordon-Schrödinger Equations in the Nonrelativistic Regime via Simplified Transmission Conditions
School of Mathematics and Statistics, Xi’an Jiaotong University（西安交通大学数学与统计学院）；Department of Mathematics, National University of Singapore（新加坡国立大学数学系）
A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schrödinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation is first reformulated into an equivalent form which satisfies a quadratic energy. The spatial derivatives of the system are then approximated with the standard Fourier pseudo-spectral method. Subsequently, we apply the extrapolation technique/prediction-correction strategy to the nonlinear terms of the semi-discretized system and a linearized energy-conservin…
We present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local minimization algorithms with random starting guesses. We are particularly interested in the computation of minimal norm solutions of underdetermined systems of polynomial equations. Such systems arise, for instance, in the context of the construction of high order optimized differential equation solvers. By applying our algorithm, we are able to obtain 10th or…
A uniformly accurate multiscale time integrator for the nonlinear Klein-Gordon equation in the nonrelativistic regime via simplified transmission conditions
A uniformly accurate (UA) multiscale time integrator Fourier pseoduspectral method for the Klein-Gordon-Schrodinger equations in the nonrelativistic limit regime
Two different Perfectly Matched Layer (PML) formulations with efficient pseudo-spectral numerical schemes are derived for the standard and non-relativistic nonlinear Klein-Gordon equations (NKGE). A pseudo-spectral explicit exponential integrator scheme for a first-order formulation and a linearly implicit preconditioned finite-difference scheme for a second-order formulation are proposed and analyzed. To obtain a high spatial accuracy, new regularized Bermúdez type absorption profiles are introduced for the PML. It is shown that the two schemes are efficient, but the linearly implicit scheme …
We establish uniform error bounds of an exponential wave integrator Fourier pseudospectral (EWI-FP) method for the long-time dynamics of the nonlinear Klein-Gordon equation (NKGE) with a cubic nonlinearity whose strength is characterized by $\varepsilon^2$ with $\varepsilon \in (0, 1]$ a dimensionless parameter. When $0 < \varepsilon \ll 1$, the problem is equivalent to the long-time dynamics of the NKGE with small initial data (and $O(1)$ cubic nonlinearity), while the amplitude of the initial data (and the solution) is at $O(\varepsilon)$. For the long-time dynamics of the NKGE up to the tim…
Variational Integrators for Reduced Magnetohydrodynamics
Max-Planck-Institut für Plasmaphysik（马克斯·普朗克等离子体物理研究所）；Technische Universität München, Zentrum Mathematik（慕尼黑工业大学数学中心）；Aix-Marseille Université, Université de Toulon, CNRS, CPT, UMR 7332（艾克斯-马赛大学、土伦大学、法国国家科学研究中心、CPT、UMR 7332）；ISC-CNR and Politecnico di Torino, Dipartimento Energia（意大利国家研究委员会计算科学研究所和都灵理工大学能源系）
The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the, necessarily finite, computational domain. To obtain an efficient numerical scheme we discretize space using a spectral method. This allows us to drastically reduce the number of grid points required for a given accuracy. Applying a fully implicit time integrator, however, would require us to invert full matrices. This is addressed by performing an operator spli…
In this paper, we propose a semi-Lagrangian discontinuous Galerkin method coupled with Runge-Kutta exponential integrators (SLDG-RKEI) for nonlinear Vlasov dynamics. The commutator-free Runge-Kutta (RK) exponential integrators (EI) were proposed by Celledoni, et al. (FGCS, 2003). In the nonlinear transport setting, the RKEI can be used to decompose the evolution of the nonlinear transport into a composition of a sequence of linearized dynamics. The resulting linearized transport equations can be solved by the semi-Lagrangian (SL) discontinuous Galerkin (DG) method proposed in Cai, et al. (JSC,…
We explore the applicability of splitting methods involving complex coefficients to solve numerically the time-dependent Schrödinger equation. We prove that a particular class of integrators are conjugate to unitary methods for sufficiently small step sizes when applied to problems defined in the group $\mathrm{SU}(2)$. In the general case, the error in both the energy and the norm of the numerical approximation provided by these methods does not possess a secular component over long time intervals, when combined with pseudo-spectral discretization techniques in space.
