Marlis Hochbruck

Marlis Hochbruck, Alexander Ostermann

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 Schrödinger equation are included.

Tim Buchholz, Marlis Hochbruck

We propose and analyze a non-iterative domain decomposition integrator for the linear acoustic wave equation. The core idea is to combine an implicit Crank-Nicolson step on spatial subdomains with a local prediction step at the subdomain interfaces. This enables parallelization across space while advancing sequentially in time, without requiring iterations at each time step. The method is similar to the methods from Blum, Lisky and Rannacher (1992) or Dawson and Dupont (1992), which have been designed for parabolic problems. Our approach adapts them to the case of the wave equation in a fully discrete setting, using linear finite elements with mass lumping. Compared to explicit schemes, our method permits significantly larger time steps and retains high accuracy. We prove that the resulting method achieves second-order accuracy in time and global convergence of order $\mathcal{O}(h + τ^2)$ under a CFL-type condition, which depends on the overlap width between subdomains. We conclude with numerical experiments which confirm the theoretical results.

Tim Buchholz, Marlis Hochbruck

We propose a novel non-iterative domain decomposition time integrator for acoustic wave equations using a discontinuous Galerkin discretization in space. It is based on a local Crank-Nicolson approximation combined with a suitable local prediction step in time. In contrast to earlier work using linear continuous finite elements with mass lumping, the proposed approach enables higher-order approximations and also heterogeneous material parameters in a natural way.