NAMay 1, 2017
Low regularity exponential-type integrators for semilinear Schrödinger equationsAlexander Ostermann, Katharina Schratz
We introduce low regularity exponential-type integrators for nonlinear Schrödinger equations for which first-order convergence only requires the boundedness of one additional derivative of the solution. More precisely, we will prove first-order convergence in $H^r$ for solutions in $H^{r+1}$ ($r>d/2$) of the derived schemes. This allows us lower regularity assumptions on the data in the energy space than for instance required for classical splitting or exponential integration schemes. For one dimensional quadratic Schrödinger equations we can even prove first-order convergence without any loss of regularity. Numerical experiments underline the favorable error behavior of the newly introduced exponential-type integrators for low regularity solutions compared to classical splitting and exponential integration schemes.
NAFeb 18, 2019
Error estimates of a Fourier integrator for the cubic Schrödinger equation at low regularityAlexander Ostermann, Frédéric Rousset, Katharina Schratz
We present a new filtered low-regularity Fourier integrator for the cubic nonlinear Schrödinger equation based on recent time discretization and filtering techniques. For this new scheme, we perform a rigorous error analysis and establish better convergence rates at low regularity than known for classical schemes in the literature so far. In our error estimates, we combine the better local error properties of the new scheme with a stability analysis based on general discrete Strichartz-type estimates. The latter allow us to handle a much rougher class of solutions as the error analysis can be carried out directly at the level of $L^2$ compared to classical results \black in dimension $d$, \black which are limited to higher-order (sufficiently smooth) Sobolev spaces $H^s$ with $s>d/2$. In particular, we are able to establish a global error estimate in $L^2$ for $H^1$ solutions which is roughly of order $τ^{ {1\over 2} + { 5-d \over 12} }$ in dimension $d \leq 3$ ($τ$ denoting the time discretization parameter). This breaks the "natural order barrier" of $τ^{1/2}$ for $H^1$ solutions which holds for classical numerical schemes (even in combination with suitable filter functions).
NADec 23, 2012
Analysis of exponential splitting methods for inhomogeneous parabolic equationsErwan Faou, Alexander Ostermann, Katharina Schratz
We analyze the convergence of the exponential Lie and exponential Strang splitting applied to inhomogeneous second-order parabolic equations with Dirichlet boundary conditions. A recent result on the smoothing properties of these methods allows us to prove sharp convergence results in the case of homogeneous Dirichlet boundary conditions. When no source term is present and natural regularity assumptions are imposed on the initial value, we show full-order convergence of both methods. For inhomogeneous equations, we prove full-order convergence for the exponential Lie splitting, whereas order reduction to 1.25 for the exponential Strang splitting. Furthermore, we give sufficient conditions on the inhomogeneity for full-order convergence of both methods. Moreover our theoretical convergence results explain the severe order reduction to 0.25 of splitting methods applied to problems involving inhomogeneous Dirichlet boundary conditions. We include numerical experiments to underline the sharpness of our theoretical convergence results.
NAJun 2, 2019
A Fourier integrator for the cubic nonlinear Schrödinger equation with rough initial dataMarvin Knöller, Alexander Ostermann, Katharina Schratz
Standard numerical integrators suffer from an order reduction when applied to nonlinear Schrödinger equations with low-regularity initial data. For example, standard Strang splitting requires the boundedness of the solution in $H^{r+4}$ in order to be second-order convergent in $H^r$, i.e., it requires the boundedness of four additional derivatives of the solution. We present a new type of integrator that is based on the variation-of-constants formula and makes use of certain resonance based approximations in Fourier space. The latter can be efficiently evaluated by fast Fourier methods. For second-order convergence, the new integrator requires two additional derivatives of the solution in one space dimension, and three derivatives in higher space dimensions. Numerical examples illustrating our convergence results are included. These examples demonstrate the clear advantage of the Fourier integrator over standard Strang splitting for initial data with low regularity.
NADec 6, 2012
Asymptotic preserving schemes for the Klein-Gordon equation in the non-relativistic limit regimeErwan Faou, Katharina Schratz
We consider the Klein-Gordon equation in the non-relativistic limit regime, i.e. the speed of light c tending to infinity. We construct an asymptotic expansion for the solution with respect to the small parameter depending on the inverse of the square of the speed of light. As the first terms of this asymptotic can easily be simulated our approach allows us to construct numerical algorithms that are robust with respect to the large parameter c producing high oscillations in the exact solution.
NADec 15, 2016
An exponential-type integrator for the KdV equationMartina Hofmanova, Katharina Schratz
We introduce an exponential-type time-integrator for the KdV equation and prove its first-order convergence in $H^1$ for initial data in $H^3$. Furthermore, we outline the generalization of the presented technique to a second-order method.
LGJul 5, 2024
G-Adaptivity: optimised graph-based mesh relocation for finite element methodsJames Rowbottom, Georg Maierhofer, Teo Deveney et al.
We present a novel, and effective, approach to achieve optimal mesh relocation in finite element methods (FEMs). The cost and accuracy of FEMs is critically dependent on the choice of mesh points. Mesh relocation (r-adaptivity) seeks to optimise the mesh geometry to obtain the best solution accuracy at given computational budget. Classical r-adaptivity relies on the solution of a separate nonlinear "meshing" PDE to determine mesh point locations. This incurs significant cost at remeshing, and relies on estimates that relate interpolation- and FEM-error. Recent machine learning approaches have focused on the construction of fast surrogates for such classical methods. Instead, our new approach trains a graph neural network (GNN) to determine mesh point locations by directly minimising the FE solution error from the PDE system Firedrake to achieve higher solution accuracy. Our GNN architecture closely aligns the mesh solution space to that of classical meshing methodologies, thus replacing classical estimates for optimality with a learnable strategy. This allows for rapid and robust training and results in an extremely efficient and effective GNN approach to online r-adaptivity. Our method outperforms both classical, and prior ML, approaches to r-adaptive meshing. In particular, it achieves lower FE solution error, whilst retaining the significant speed-up over classical methods observed in prior ML work.
NAJan 18, 2017
Uniformly accurate exponential-type integrators for klein-gordon equations with asymptotic convergence to classical splitting schemes in the nonlinear schroedinger limitSimon Baumstark, Erwan Faou, Katharina Schratz
We introduce efficient and robust exponential-type integrators for Klein-Gordon equations which resolve the solution in the relativistic regime as well as in the highly-oscillatory non-relativistic regime without any step-size restriction, and under the same regularity assumptions on the initial data required for the integration of the corresponding limit system. In contrast to previous works we do not employ any asymptotic/multiscale expansion of the solution. This allows us derive uniform convergent schemes under far weaker regularity assumptions on the exact solution. In particular, the newly derived exponential-type integrators of first-, respectively, second-order converge in the non-relativistic limit to the classical Lie, respectively, Strang splitting in the nonlinear Schr{ö}dinger limit.
NANov 5, 2018
Uniformly accurate oscillatory integrators for the Klein-Gordon-Zakharov system from low- to high-plasma frequency regimesSimon Baumstark, Katharina Schratz
We present a novel class of oscillatory integrators for the Klein-Gordon-Zakharov system which are uniformly accurate with respect to the plasma frequency $c$. Convergence holds from the slowly-varying low-plasma up to the highly oscillatory high-plasma frequency regimes without any step size restriction and, especially, uniformly in $c$. The introduced schemes are moreover asymptotic consistent and approximates the solutions of the corresponding Zakharov limit system in the high-plasma frequency limit ($c \to \infty$). We in particular present the construction of the first- and second-order uniformly accurate oscillatory integrators and establish rigorous, uniform error estimates. Numerical experiments underline our theoretical convergence results.
NANov 2, 2018
Randomized exponential integrators for modulated nonlinear Schrödinger equationsMartina Hofmanová, Marvin Knöller, Katharina Schratz
We consider the nonlinear Schrödinger equation with dispersion modulated by a (formal) derivative of a time-dependent function with fractional Sobolev regularity of class $W^{α,2}$ for some $α\in (0,1)$. Due to the loss of smoothness in the problem classical numerical methods face severe order reduction. In this work, we develop and analyze a new randomized exponential integrator based on a stratified Monte Carlo approximation. The new discretization technique averages the high oscillations in the solution allowing for improved convergence rates of order $α+1/2$. In addition, the new approach allows us to treat a far more general class of modulations than the available literature. Numerical results underline our theoretical findings and show the favorable error behavior of our new scheme compared to classical methods.
NAApr 12
Computing nonlinear Schrödinger equations with Hermite functions beyond harmonic trapsValeria Banica, Georg Maierhofer, Katharina Schratz
Hermite basis functions are a powerful tool for the spatial discretisation of Schrödinger equations with harmonic potential. In this work, we show that their stability properties extend to the simulation of Schrödinger equations without harmonic potential, thus making them a natural basis for the computation of nonlinear dispersive equations on unbounded domains. Building on this spatial discretisation, we introduce a novel unconditionally stable numerical method for the derivative nonlinear Schrödinger equation. Our theoretical results are supported with extensive numerical examples.
NAJul 4, 2024
A fast neural hybrid Newton solver adapted to implicit methods for nonlinear dynamicsTianyu Jin, Georg Maierhofer, Katharina Schratz et al.
The use of implicit time-stepping schemes for the numerical approximation of solutions to stiff nonlinear time-evolution equations brings well-known advantages including, typically, better stability behaviour and corresponding support of larger time steps, and better structure preservation properties. However, this comes at the price of having to solve a nonlinear equation at every time step of the numerical scheme. In this work, we propose a novel deep learning based hybrid Newton's method to accelerate this solution of the nonlinear time step system for stiff time-evolution nonlinear equations. We propose a targeted learning strategy which facilitates robust unsupervised learning in an offline phase and provides a highly efficient initialisation for the Newton iteration leading to consistent acceleration of Newton's method. A quantifiable rate of improvement in Newton's method achieved by improved initialisation is provided and we analyse the upper bound of the generalisation error of our unsupervised learning strategy. These theoretical results are supported by extensive numerical results, demonstrating the efficiency of our proposed neural hybrid solver both in one- and two-dimensional cases.
NAMay 12
A splitting scheme for the wave maps equation at low regularityKatie Marsden, Frédéric Rousset, Katharina Schratz
We prove convergence of a filtered Lie splitting scheme for the wave maps equation with low regularity initial data in dimension 3. The convergence analysis is performed in discrete Bourgain spaces, as has proved fruitful for the low regularity analysis of the equation in the continuous setting. An important difficulty here is that the analysis of wave maps at low regularity requires the use of the null structure of the system, this structure thus has to be preserved at the discrete level to get an effective stable low regularity scheme. Since the null structure involves time derivatives, the scheme has to be designed carefully. The presence of time derivatives in the nonlinearity then constitutes the most significant source of numerical error. Nonetheless, we are able to prove convergence of the scheme for all subcritical initial data in $H^s$, $s>d/2$.
NAAug 25, 2017
Trigonometric integrators for quasilinear wave equationsLudwig Gauckler, Jianfeng Lu, Jeremy L. Marzuola et al.
Trigonometric time integrators are introduced as a class of explicit numerical methods for quasilinear wave equations. Second-order convergence for the semi-discretization in time with these integrators is shown for a sufficiently regular exact solution. The time integrators are also combined with a Fourier spectral method into a fully discrete scheme, for which error bounds are provided without requiring any CFL-type coupling of the discretization parameters. The proofs of the error bounds are based on energy techniques and on the semiclassical Gårding inequality.
NAFeb 25, 2016
Trigonometric time integrators for the Zakharov systemSebastian Herr, Katharina Schratz
The main challenge in the analysis of numerical schemes for the Zakharov system originates from the presence of derivatives in the nonlinearity. In this paper a new trigonometric time-integration scheme for the Zakharov system is constructed and convergence is proved. The time-step restriction is independent from a spatial discretization. Numerical experiments confirm the findings.