Optimal error estimate of a compact scheme for nonlinear Schrödinger equation

Abstract

It has been pointed out in literature that the symplectic scheme of a nonlinear Hamiltonian system can not preserve the total energy in the discrete sense Ge and Marsden (1988) [10]. Moreover, due to the difficulty in obtaining a priori estimate of the numerical solution, it is very hard to establish the optimal error bound of the symplectic scheme without any restrictions on the grid ratios. In this paper, we develop and analyze a compact scheme for solving nonlinear Schrödinger equation. We introduce a cut-off technique for proving optimal L∞ error estimate for the compact scheme. We show that the convergence of the compact scheme is of second order in time and of fourth order in space. Meanwhile, we define a new type of energy functional by using a recursion relationship, and then prove that the compact scheme is mass and energy-conserved, symplectic-conserved, unconditionally stable and can be computed efficiently. Numerical experiments confirm well the theoretical analysis results.