Erwan Faou

Arnaud Debussche, Erwan Faou

We consider numerical approximations of stochastic differential equations by the Euler method. In the case where the SDE is elliptic or hypoelliptic, we show a weak backward error analysis result in the sense that the generator associated with the numerical solution coincides with the solution of a modified Kolmogorov equation up to high order terms with respect to the stepsize. This implies that every invariant measure of the numerical scheme is close to a modified invariant measure obtained by asymptotic expansion. Moreover, we prove that, up to negligible terms, the dynamic associated with the Euler scheme is exponentially mixing.

Arnaud Debussche, Erwan Faou

We consider the linear Schrödinger equation and its discretization by split-step methods where the part corresponding to the Laplace operator is approximated by the midpoint rule. We show that the numerical solution coincides with the exact solution of a modified partial differential equation at each time step. This shows the existence of a modified energy preserved by the numerical scheme. This energy is close to the exact energy if the numerical solution is smooth. As a consequence, we give uniform regularity estimates for the numerical solution over arbitrary long time

Erwan 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.

Erwan 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.

Bedros Afeyan, Fernando Casas, Nicolas Crouseilles et al.

KEEN waves are nonlinear, non-stationary, self-organized asymptotic states in Vlasov plasmas outside the scope or purview of linear theory constructs such as electron plasma waves or ion acoustic waves. Nonlinear stationary mode theories such as those leading to BGK modes also do not apply. The range in velocity that is strongly perturbed by KEEN waves depends on the amplitude and duration of the ponderomotive force used to drive them. Smaller amplitude drives create highly localized structures attempting to coalesce into KEEN waves. These cases have much more chaotic and intricate time histories than strongly driven ones. The narrow range in which one must maintain adequate velocity resolution in the weakly driven cases challenges xed grid numerical schemes. What is missing there is the capability of resolving locally in velocity while maintaining a coarse grid outside the highly perturbed region of phase space. We here report on a new Semi-Lagrangian Vlasov-Poisson solver based on conservative non-uniform cubic splines in velocity that tackles this problem head on. An additional feature of our approach is the use of a new high-order time-splitting scheme which allows much longer simulations per computational e ort. This is needed for low amplitude runs which take a long time to set up KEEN waves, if they are able to do so at all. The new code's performance is compared to uniform grid simulations and the advantages quanti ed. The birth pains associated with KEEN waves which are weakly driven is captured in these simulations. These techniques allow the e cient simulation of KEEN waves in multiple dimensions which will be tackled next as well as generalizations to Vlasov-Maxwell codes which are essential to understanding the impact of KEEN waves in practice.

Erwan Faou, Tiphaine Jézéquel

We consider the approximation of the ground state of the one-dimensional cubic nonlinear Schr{ö}dinger equation by a normalized gradient algorithm combined with linearly implicit time integrator, and finite difference space approximation. We show that this method, also called imaginary time evolution method in the physics literature, is con-vergent, and we provide error estimates: the algorithm converges exponentially towards a modified solitons that is a space discretization of the exact soliton, with error estimates depending on the discretization parameters.

Marie Chaussade-Beaudouin, Monique Dauge, Erwan Faou et al.

The lowest eigenmode of thin axisymmetric shells is investigated for two physical models (acoustics and elasticity) as the shell thickness (2$ε$) tends to zero. Using a novel asymptotic expansion we determine the behavior of the eigenvalue $λ$($ε$) and the eigenvector angular frequency k($ε$) for shells with Dirichlet boundary conditions along the lateral boundary, and natural boundary conditions on the other parts. First, the scalar Laplace operator for acoustics is addressed, for which k($ε$) is always zero. In contrast to it, for the Lam{é} system of linear elasticity several different types of shells are defined, characterized by their geometry, for which k($ε$) tends to infinity as $ε$ tends to zero. For two families of shells: cylinders and elliptical barrels we explicitly provide $λ$($ε$) and k($ε$) and demonstrate by numerical examples the different behavior as $ε$ tends to zero.

Nathalie Ayi, Erwan Faou

We present an asymptotic preserving scheme based on a micro-macro decomposition for stochastic linear transport equations in kinetic and diffusive regimes. We perfom a mathematical analysis and prove that the scheme is uniformly stable with respect to the mean free path of the particles in the simple telegraph model and in the general case. We present several numerical tests which validate our scheme.

Nicolas Crouseilles, Lukas Einkemmer, Erwan Faou

We consider the relativistic Vlasov--Maxwell (RVM) equations in the limit when the light velocity $c$ goes to infinity. In this regime, the RVM system converges towards the Vlasov--Poisson system and the aim of this paper is to construct asymptotic preserving numerical schemes that are robust with respect to this limit. Our approach relies on a time splitting approach for the RVM system employing an implicit time integrator for Maxwell's equations in order to damp the higher and higher frequencies present in the numerical solution. A number of numerical simulations are conducted in order to investigate the performances of our numerical scheme both in the relativistic as well as in the classical limit regime. In addition, we derive the dispersion relation of the Weibel instability for the continuous and the discretized problem.

Joackim Bernier, Erwan Faou

We consider the problem of existence and stability of solitary traveling waves for the one dimensional discrete non linear Schroedinger equation (DNLS) with cubic nonlinearity, near the continuous limit.We construct a family of solutions close to the continuous traveling waves and prove their stability over long times. Applying a modulation method, we also show that we can describe the dynamics near these discrete traveling waves over long times.

Simon 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.

Marie Chaussade-Beaudouin, Monique Dauge, Erwan Faou et al.

Approximate eigenpairs (quasimodes) of axisymmetric thin elastic domains with laterally clamped boundary conditions (Lam{é} system) are determined by an asymptotic analysis as the thickness ($2\varepsilon$) tends to zero. The departing point is the Koiter shell model that we reduce by asymptotic analysis to a scalar modelthat depends on two parameters: the angular frequency $k$ and the half-thickness $\varepsilon$. Optimizing $k$ for each chosen $\varepsilon$, we find power laws for $k$ in function of $\varepsilon$ that provide the smallest eigenvalues of the scalar reductions.Corresponding eigenpairs generate quasimodes for the 3D Lam{é} system by means of several reconstruction operators, including boundary layer terms. Numerical experiments demonstrate that in many cases the constructed eigenpair corresponds to the first eigenpair of the Lam{é} system.Geometrical conditions are necessary to this approach: The Gaussian curvature has to be nonnegative and the azimuthal curvature has to dominate the meridian curvature in any point of the midsurface. In this case, the first eigenvector admits progressively larger oscillation in the angular variable as $\varepsilon$ tends to $0$. Its angular frequency exhibits a power law relationof the form $k=γ\varepsilon^{-β}$ with $β=\frac14$ in the parabolic case (cylinders and trimmed cones), and the various $β$s $\frac25$, $\frac37$, and $\frac13$ in the elliptic case.For these cases where the mathematical analysis is applicable, numerical examples that illustrate the theoretical results are presented.

Anne Bouillard, Erwan Faou, Maxime Zavidovique

We consider a numerical scheme for Hamilton-Jacobi equations based on a direct discretization of the Lax-Oleinik semi-group. We prove that this method is convergent with respect to the time and space stepsizes provided the solution is Lipschitz, and give an error estimate. Moreover, we prove that the numerical scheme is a geometric integrator satisfying a discrete weak-KAM theorem which allows to control its long time behavior. Taking advantage of a fast algorithm for computing min-plus convolutions based on the decomposition of the function into concave and convex parts, we show that the numerical scheme can be implemented in a very efficient way.

Erwan Faou, Benoit Grebert, Eric Paturel

We consider {\em discretized} Hamiltonian PDEs associated with a Hamiltonian function that can be split into a linear unbounded operator and a regular nonlinear part. We consider splitting methods associated with this decomposition. Using a finite dimensional Birkhoff normal form result, we show the almost preservation of the {\em actions} of the numerical solution associated with the splitting method over arbitrary long time, provided the Sobolev norms of the initial data is small enough, and for asymptotically large level of space approximation. This result holds under {\em generic} non resonance conditions on the frequencies of the linear operator and on the step size. We apply this results to nonlinear Schrödinger equations as well as the nonlinear wave equation.}

Erwan Faou, Benoit Grebert, Eric Paturel

We consider Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part. We consider abstract splitting methods associated with this decomposition where no discretization in space is made. We prove a normal form result for the corresponding discrete flow under generic non resonance conditions on the frequencies of the linear operator and on the step size. This result implies the conservation of the regularity of the numerical solution associated with the splitting method over arbitrary long time, provided the initial data is small enough. This result holds for numerical schemes controlling the round-off error at each step to avoid possible high frequency energy drift. We apply this results to nonlinear Schrödinger equations as well as the nonlinear wave equation.}

Erwan Faou, Fabio Nobile, Christophe Vuillot

We give a new fast method for evaluating sprectral approximations of nonlinear polynomial functionals. We prove that the new algorithm is convergent if the functions considered are smooth enough, under a general assumption on the spectral eigenfunctions that turns out to be satisfied in many cases, including the Fourier and Hermite basis.

Dario Bambusi, Erwan Faou, Benoit Grebert

In this paper we study the long time behavior of a discrete approximation in time and space of the cubic nonlinear Schrödinger equation on the real line. More precisely, we consider a symplectic time splitting integrator applied to a discrete nonlinear Schrödinger equation with additional Dirichlet boundary conditions on a large interval. We give conditions ensuring the existence of a numerical soliton which is close in energy norm to the continuous soliton. Such result is valid under a CFL condition between the time and space stepsizes. Furthermore we prove that if the initial datum is symmetric and close to the continuous soliton, then the associated numerical solution remains close to the orbit of the continuous soliton for very long times.

Charles-Edouard Bréhier, Erwan Faou

We consider Monte-Carlo discretizations of partial differential equations based on a combination of semi-lagrangian schemes and probabilistic representations of the solutions. We study the Monte-Carlo error in a simple case, and show that under an anti-CFL condition on the time-step $δt$ and on the mesh size $δx$ and for $N$ - the number of realizations - reasonably large, we control this error by a term of order $\mathcal{O}(\sqrt{δt /N})$. We also provide some numerical experiments to confirm the error estimate, and to expose some examples of equations which can be treated by the numerical method.

Erwan Faou, Romain Horsin, Frédéric Rousset

We consider time discretizations of the Vlasov-HMF (Hamiltonian Mean-Field) equation based on splitting methods between the linear and non-linear parts. We consider solutions starting in a small Sobolev neighborhood of a spatially homogeneous state satisfying a linearized stability criterion (Penrose criterion). We prove that the numerical solutions exhibit a scattering behavior to a modified state, which implies a nonlinear Landau damping effect with polynomial rate of damping. Moreover, we prove that the modified state is close to the continuous one and provide error estimates with respect to the time stepsize.

Fernando Casas, Nicolas Crouseilles, Erwan Faou et al.

We consider the Vlasov-Poisson equation in a Hamiltonian framework and derive new time splitting methods based on the decomposition of the Hamiltonian functional between the kinetic and electric energy. Assuming smoothness of the solutions, we study the order conditions of such methods. It appears that these conditions are of Runge-Kutta-Nystr{ö}m type. In the one dimensional case, the order conditions can be further simplified, and efficient methods of order 6 with a reduced number of stages can be constructed. In the general case, high-order methods can also be constructed using explicit computations of commutators. Numerical results are performed and show the benefit of using high-order splitting schemes in that context. Complete and self-contained proofs of convergence results and rigorous error estimates are also given.

Nicolas Champagnat, Christophe Chipot, Erwan Faou

We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic potential. The method is mathematically extended to general least-squares problems and provides an alternative approximation method in cases where the original least-squares problem is computationally not tractable, either because of its ill-posedness or its high-dimensionality. The solution is approximated employing a Monte Carlo method that takes the average of a random variable defined as the solutions of random small least-squares problems drawn as subsystems of the original problem. The conditions that ensure convergence and consistency of the method are discussed, along with an analysis of the computational cost in specific instances.

Erwan Faou, Benoit Grebert

We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni- formly integrable with respect to an eigenbasis of the linear operator (typically the Fourier basis). We show the existence of a modified interpolated Hamiltonian equation whose exact solution coincides with the discrete flow at each time step over a long time depending on a non resonance condition satisfied by the stepsize. We introduce a class of modified splitting schemes fulfilling this condition at a high order and prove for them that the numerical flow and the continuous flow remain close over exponentially long time with respect to the step size. For stan- dard splitting or implicit-explicit scheme, such a backward error analysis result holds true on a time depending on a cut-off condition in the high frequencies (CFL condition). This analysis is valid in the case where the linear operator has a discrete (bounded domain) or continuous (the whole space) spectrum.

Erwan Faou, Benoit Grebert

We consider a class of Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part, and we analyze their numerical discretizations by symplectic methods when the initial value is small in Sobolev norms. The goal of this work is twofold: First we show how standard approximation methods cannot in general avoid resonances issues, and we give numerical examples of pathological behavior for the midpoint rule and implicit-explicit integrators. Such phenomena can be avoided by suitable truncations of the linear unbounded operator combined with classical splitting methods. We then give a sharp bound for the cut-off depending on the time step. Using a new normal form result, we show the long time preservation of the actions for such schemes for all values of the time step, provided the initial continuous system does not exhibit resonant frequencies.