NAFeb 9, 2015
Exponentially accurate Hamiltonian embeddings of symplectic A-stable Runge--Kutta methods for Hamiltonian semilinear evolution equationsClaudia Wulff, Marcel Oliver
We prove that a class of A-stable symplectic Runge--Kutta time semidiscretizations (including the Gauss--Legendre methods) applied to a class of semilinear Hamiltonian PDEs which are well-posed on spaces of analytic functions with analytic initial data can be embedded into a modified Hamiltonian flow up to an exponentially small error. As a consequence, such time-semidiscretizations conserve the modified Hamiltonian up to an exponentially small error. The modified Hamiltonian is $O(h^p)$-close to the original energy where $p$ is the order of the method and $h$ the time step-size. Examples of such systems are the semilinear wave equation or the nonlinear Schrödinger equation with analytic nonlinearity and periodic boundary conditions. Standard Hamiltonian interpolation results do not apply here because of the occurrence of unbounded operators in the construction of the modified vector field. This loss of regularity in the construction can be taken care of by projecting the PDE to a subspace where the operators occurring in the evolution equation are bounded and by coupling the number of excited modes as well as the number of terms in the expansion of the modified vector field with the step size. This way we obtain exponential estimates of the form $O(\exp(-c/h^{1/(1+q)}))$ with $c>0$ and $q \geq 0$; for the semilinear wave equation, $q=1$, and for the nonlinear Schrödinger equation, $q=2$. We give an example which shows that analyticity of the initial data is necessary to obtain exponential estimates.
NAAug 2, 2012
A-stable Runge-Kutta methods for semilinear evolution equationsMarcel Oliver, Claudia Wulff
We consider semilinear evolution equations for which the linear part generates a strongly continuous semigroup and the nonlinear part is sufficiently smooth on a scale of Hilbert spaces. In this setting, we prove the existence of solutions which are temporally smooth in the norm of the lowest rung of the scale for an open set of initial data on the highest rung of the scale. Under the same assumptions, we prove that a class of implicit, $A$-stable Runge--Kutta semidiscretizations in time of such equations are smooth as maps from open subsets of the highest rung into the lowest rung of the scale. Under the additional assumption that the linear part of the evolution equation is normal or sectorial, we prove full order convergence of the semidiscretization in time for initial data on open sets. Our results apply, in particular, to the semilinear wave equation and to the nonlinear Schrödinger equation.
NAMar 21, 2014
Stability under Galerkin truncation of A-stable Runge--Kutta discretizations in timeMarcel Oliver, Claudia Wulff
We consider semilinear evolution equations for which the linear part is normal and generates a strongly continuous semigroup and the nonlinear part is sufficiently smooth on a scale of Hilbert spaces. We approximate their semiflow by an implicit, A-stable Runge--Kutta discretization in time and a spectral Galerkin truncation in space. We show regularity of the Galerkin-truncated semiflow and its time-discretization on open sets of initial values with bounds that are uniform in the spatial resolution and the initial value. We also prove convergence of the space-time discretization without any condition that couples the time step to the spatial resolution. Then we estimate the Galerkin truncation error for the semiflow of the evolution equation, its Runge--Kutta discretization, and their respective derivatives, showing how the order of the Galerkin truncation error depends on the smoothness of the initial data. Our results apply, in particular, to the semilinear wave equation and to the nonlinear Schrödinger equation.