Fourier Pseudospectral Discretization Research Articles

Quantifying and eliminating the time delay in stabilization exponential time differencing Runge–Kutta schemes for the Allen–Cahn equation

Although the stabilization technique is favorable in designing unconditionally energy stable or maximum-principle-preserving schemes for gradient flow systems, the induced time delay is intractable in computations. In this paper, we propose a class of delay-free stabilization schemes for the Allen–Cahn gradient flow system. Considering the Fourier pseudo-spectral spatial discretization for the Allen–Cahn equation with either the polynomial or the logarithmic potential, we establish a semi-discrete, mesh-dependent maximum principle by adopting a stabilization technique. To unconditionally preserve the mesh-dependent maximum principle and energy stability, we investigate a family of exponential time differencing Runge–Kutta (ETDRK) integrators up to the second-order. After reformulating the ETDRK schemes as a class of parametric Runge–Kutta integrators, we quantify the lagging effect brought by stabilization, and eliminate delayed convergence using a relaxation technique. The temporal error estimate of the relaxation ETDRK integrators in the maximum norm topology is analyzed under a fixed spatial mesh. Numerical experiments demonstrate the delay-free and structure-preserving properties of the proposed schemes.

Arbitrarily high-order explicit energy-conserving methods for the generalized nonlinear fractional Schrödinger wave equations

A novel category of explicit conservative numerical methods with arbitrarily high-order is introduced for solving the nonlinear fractional Schrödinger wave equations in one and two dimensions. The proposed method is based on the scalar auxiliary variable approach. The equations studied is first transformed into an equivalent system by introducing a scalar auxiliary variable, and the energy is then reformulated as a sum of three quadratic terms. Applying the explicit relaxation Runge–Kutta methods in temporal and the Fourier pseudo-spectral discretization in spatial, the resulting time–space full discrete scheme is proved to preserve the reformulated energy in the discrete level to machine accuracy. The proposed methods improve the numerical stability during long-term computations, as demonstrated through numerical experiments. Also this idea can be easily extended to other similar equations, such as the nonlinear fractional wave equation and the fractional Klein–Gordon–Schrödinger equation.

A uniformly accurate method for the Klein-Gordon-Dirac system in the nonrelativistic regime

A multiscale time integrator Fourier pseudospectral (MTI-FP) method is presented for discretizing the massive Klein-Gordon-Dirac (KGD) system which involves a small dimensionless parameter 0<ε≤1. In the nonrelativistic limit regime, the KGD system admits rapid oscillations in time as ε→0+. In addition, the nonlinear Yukawa interaction and the indefinite Dirac operator bring other significant difficulties. The main idea of the MTI-FP method is to construct a precise multiscale decomposition by the frequency (MDF) to the solution of the KGD system at each time step and then employ the Fourier pseudospectral discretization for the spatial derivatives followed with the exponential wave integrator (EWI) for the time marching. This approach is explicit, easy to implement and preforms significantly better than the classical methods in the literature. More specifically, we rigorously establish the uniform error bounds at O(τ+hm0−1) for all ε∈(0,1] and optimal quadratic temporal error bounds at O(τ2) in the ε=O(1) regime, where τ is the time step size, h is mesh size and m0 depends on the regularity of the solution. Extensive numerical results demonstrate that our error bounds are optimal and sharp. Finally, we apply the MTI-FP method to numerically study the nonrelativistic limit behaviors of the KGD system when ε→0+.

A linearly implicit energy-preserving exponential time differencing scheme for the fractional nonlinear Schrödinger equation

&lt;abstract&gt;&lt;p&gt;In this paper, we present a new method to solve the fractional nonlinear Schrödinger equation. Our approach combines the invariant energy quadratization method with the exponential time differencing method, resulting in a linearly-implicit energy-preserving scheme. To achieve this, we introduce an auxiliary variable to derive an equivalent system with a modified energy conservation law. The proposed scheme uses stabilized exponential time differencing approximations for time integration and Fourier pseudo-spectral discretization in space to obtain a linearly-implicit, fully-discrete scheme. Compared to the original energy-preserving exponential integrator scheme, our approach is more efficient as it does not require nonlinear iterations. Numerical experiments confirm the effectiveness of our scheme in conserving energy and its efficiency in long-time computations.&lt;/p&gt;&lt;/abstract&gt;

Arbitrarily High-Order Conservative Schemes for the Generalized Korteweg--de Vries Equation

This paper proposes a new class of arbitrarily high-order conservative numerical schemes for the generalized Korteweg--de Vries (KdV) equation. This approach is based on the scalar auxiliary variable method. The equation is reformulated into an equivalent system by introducing a scalar auxiliary variable, and the energy is reformulated into a sum of two quadratic terms. Therefore, the quadratic preserving Runge--Kutta method will preserve all the three invariants (momentum, mass, and the reformulated energy) in the discrete time flow (assuming the spatial variable is continuous). With the Fourier pseudospectral spatial discretization, the scheme conserves the first and third invariant quantities (momentum and energy) exactly in the space-time full discrete sense. The discrete mass possesses the precision of the spectral accuracy. Our numerical experiment shows the great efficiency of this scheme in simulating the breathers for the modified KdV equation.

A symmetric low-regularity integrator for nonlinear Klein-Gordon equation

In this work, we propose a symmetric exponential-type low- regularity integrator for solving the nonlinear Klein-Gordon equation under rough data. The scheme is explicit in the physical space, and it is efficient under the Fourier pseudospectral discretization. Moreover, it achieves the second-order accuracy in time without loss of regularity of the solution, and its time-reversal symmetry ensures the good long-time behavior. Error estimates are done for both semi- and full discretizations. Numerical results confirm the theoretical results, and comparisons illustrate the improvement of the proposed scheme over the existing methods.

An Embedded Exponential-Type Low-Regularity Integrator for mKdV Equation

In this paper, we propose an embedded low-regularity integrator (ELRI) under a new framework for solving the modified Korteweg-de Vries (mKdV) equation under rough data. Different from the previous work [Wu and Zhao, BIT, Number. Math., (2021)], the present ELRI scheme is constructed based on an approximation of a scaled Schrödinger operator and a new strategy of iterative regularizing through the inverse Miura transform. Moreover, the ELRI scheme is explicitly defined in the physical space, and it is efficient under the Fourier pseudospectral discretization. By rigorous error analysis, we show that ELRI achieves first-order accuracy by requiring the boundedness of one additional spatial derivative of the solution. Numerical results are presented to show the accuracy and efficiency of ELRI.

High-order explicit conservative exponential integrator schemes for fractional Hamiltonian PDEs

The paper aims to develop a class of high-order explicit exponential time differencing energy-preserving schemes for some conservative fractional PDEs based on the general Hamiltonian form of these equations. The equation is first reformulated into an equivalent system that possesses a new quadratic energy by introducing an auxiliary variable. Then, explicit schemes are derived via applying the exponential time differencing Runge-Kutta method approximations for time integration and Fourier pseudo-spectral discretization in space, which can maintain the accuracy and improve the stability to the system with stiffness. Subsequently, highly efficient energy-preserving schemes are given by combining the proposed explicit schemes and the projection technique. Finally, the advantages of the proposed schemes are illustrated by the numerical results of the fractional nonlinear Schrödinger equation.

Uniform error bounds of exponential wave integrator methods for the long-time dynamics of the Dirac equation with small potentials

Two exponential wave integrator Fourier pseudospectral (EWI-FP) methods are presented and analyzed for the long-time dynamics of the Dirac equation with small potentials characterized by ε∈(0,1] a dimensionless parameter. Based on the (symmetric) exponential wave integrator for temporal derivatives in phase space followed by applying the Fourier pseudospectral discretization for spatial derivatives, the EWI-FP methods are explicit and of spectral accuracy in space and second-order accuracy in time for any fixed ε=ε0. Uniform error bounds are rigorously carried out at O(hm0+τ2) up to the time at O(1/ε) with the mesh size h, time step τ and m0 an integer depending on the regularity of the solution. Extensive numerical results are reported to confirm our error bounds and comparisons of two methods are shown. Finally, dynamics of the Dirac equation in 2D are presented to validate the numerical schemes.

Spatially Quasi-Periodic Water Waves of Infinite Depth

We formulate the two-dimensional gravity-capillary water wave equations in a spatially quasi-periodic setting and present a numerical study of solutions of the initial value problem. We propose a Fourier pseudo-spectral discretization of the equations of motion in which one-dimensional quasi-periodic functions are represented by two-dimensional periodic functions on a torus. We adopt a conformal mapping formulation and employ a quasi-periodic version of the Hilbert transform to determine the normal velocity of the free surface. Two methods of time-stepping the initial value problem are proposed, an explicit Runge–Kutta (ERK) method and an exponential time-differencing (ETD) scheme. The ETD approach makes use of the small-scale decomposition to eliminate stiffness due to surface tension. We perform a convergence study to compare the accuracy and efficiency of the methods on a traveling wave test problem. We also present an example of a periodic wave profile containing vertical tangent lines that is set in motion with a quasi-periodic velocity potential. As time evolves, each wave peak evolves differently, and only some of them overturn. Beyond water waves, we argue that spatial quasi-periodicity is a natural setting to study the dynamics of linear and nonlinear waves, offering a third option to the usual modeling assumption that solutions either evolve on a periodic domain or decay at infinity.

Quasi-periodic travelling gravity–capillary waves

Abstract

An efficient energy-preserving method for the two-dimensional fractional Schrödinger equation

In this paper, we study the Hamiltonian structure and develop a novel energy-preserving scheme for the two-dimensional fractional nonlinear Schrödinger equation. First, we present the variational derivative of the functional with fractional Laplacian to derive the Hamiltonian formula of the equation and obtain an equivalent system by defining a scalar variable. An energy-preserving scheme is then presented by applying exponential time differencing approximations for time integration and Fourier pseudo-spectral discretization in space. The proposed scheme is a linear system and can be solved efficiently. Numerical experiments are displayed to verify the conservation, efficiency, and good performance at a relatively large time step in long time computations.

A Third Order BDF Energy Stable Linear Scheme for the No-Slope-Selection Thin Film Model

In this paper we propose and analyze a (temporally) third order accurate backward differentiation formula (BDF) numerical scheme for the no-slope-selection (NSS) equation of the epitaxial thin film growth model, with Fourier pseudo-spectral discretization in space. The surface diffusion term is treated implicitly, while the nonlinear chemical potential is approximated by a third order explicit extrapolation formula for the sake of solvability. In addition, a third order accurate Douglas-Dupont regularization term, in the form of $-A \Delta t^2 \Delta_N^2 ( u^{n+1} - u^n)$, is added in the numerical scheme. A careful energy stability estimate, combined with Fourier eigenvalue analysis, results in the energy stability in a modified version, and a theoretical justification of the coefficient $A$ becomes available. As a result of this energy stability analysis, a uniform in time bound of the numerical energy is obtained. And also, the optimal rate convergence analysis and error estimate are derived in details, in the $\ell^\infty (0,T; \ell^2) \cap \ell^2 (0,T; H_h^2)$ norm, with the help of a linearized estimate for the nonlinear error terms. %This convergence estimate is the first such result for a third order accurate scheme for a gradient flow. Some numerical simulation results are presented to demonstrate the efficiency of the numerical scheme and the third order convergence. The long time simulation results for $\varepsilon=0.02$ (up to $T=3 \times 10^5$) have indicated a logarithm law for the energy decay, as well as the power laws for growth of the surface roughness and the mound width. In particular, the power index for the surface roughness and the mound width growth, created by the third order numerical scheme, is more accurate than those produced by certain second order energy stable schemes in the existing literature.

Energy Stable Numerical Schemes for Ternary Cahn-Hilliard System

We present and analyze a uniquely solvable and unconditionally energy stable numerical scheme for the ternary Cahn-Hilliard system, with a polynomial pattern nonlinear free energy expansion. One key difficulty is associated with presence of the three mass components, though a total mass constraint reduces this to two components. Another numerical challenge is to ensure the energy stability for the nonlinear energy functional in the mixed product form, which turns out to be non-convex, non-concave in the three-phase space. To overcome this subtle difficulty, we add a few auxiliary terms to make the combined energy functional convex in the three-phase space, and this, in turn, yields a convex-concave decomposition of the physical energy in the ternary system. Consequently, both the unique solvability and the unconditional energy stability of the proposed numerical scheme are established at a theoretical level. In addition, an optimal rate convergence analysis in the $$\ell ^\infty (0,T; H_N^{-1}) \cap \ell ^2 (0,T; H_N^1)$$ norm is provided, with Fourier pseudo-spectral discretization in space, which is the first such result in this field. To deal with the nonlinear implicit equations at each time step, we apply an efficient preconditioned steepest descent (PSD) algorithm. A second order accurate, modified BDF scheme is also discussed. A few numerical results are presented, which confirm the stability and accuracy of the proposed numerical scheme.

Highly efficient invariant-conserving explicit Runge-Kutta schemes for nonlinear Hamiltonian differential equations

A unified framework of invariant-conserving explicit Runge-Kutta schemes for the nonlinear Hamiltonian ODEs and PDEs are proposed by utilizing the invariant energy quadratization technique. First, the nonlinear Hamiltonian differential equation is transformed into an equivalent reformulation which admits a quadratic energy invariant. For the nonlinear ODE, the reformulation is then discretized using a class of relaxation Runge-Kutta schemes. For the nonlinear PDE, the reformulation is first discretized in the space direction by adopting the Fourier pseudo-spectral discretization which preserves the semi-discrete quadratic conservation laws. Then the semi-discrete system is integrated in the time direction using the explicit relaxation Runge-Kutta method. The obtained method can conserve different quadratic conservation laws to machine accuracy, which improves the numerical stability during long time computations. Besides, the proposed method keeps the same convergence rate of the standard Runge-Kutta scheme when computed with time step size rescaling, and gives a rate of convergence reduced by at most one when computed without step size rescaling. Numerical experiments for several ODEs and PDEs are provided to illustrate the advantages of the proposed algorithms over long time and verify the theoretical analysis.

A dissipative finite difference Fourier pseudo-spectral method for the Klein-Gordon-Schrödinger equations with damping mechanism

We develop a semi-linearized, decoupled time-stepping method for solving the Klein-Gordon-Schrödinger equations with damping mechanism. The finite difference approximation in time and Fourier pseudo-spectral discretization in space provide an elegant platform to deal with the physical properties of the original model. We prove that the proposed numerical algorithm preserves the discrete invariant or dissipative properties of system exactly depending on the choices of the damping parameter values. We establish the maximum norm error estimates by virtue of the norm-equivalence between finite difference method and Fourier pseudo-spectral method, the discrete versions of projection and interpolation estimations, and mathematical induction argument. Ample numerical results are presented to show the effectiveness of our numerical method and to confirm our theoretical analysis.

A Third Order Exponential Time Differencing Numerical Scheme for No-Slope-Selection Epitaxial Thin Film Model with Energy Stability

In this paper we propose and analyze a (temporally) third order accurate exponential time differencing (ETD) numerical scheme for the no-slope-selection (NSS) equation of the epitaxial thin film growth model, with Fourier pseudo-spectral discretization in space. A linear splitting is applied to the physical model, and an ETD-based multistep approximation is used for time integration of the corresponding equation. In addition, a third order accurate Douglas-Dupont regularization term, in the form of \(-A {\Delta t}^2 \phi _0 (L_N) \Delta _N^2 ( u^{n+1} - u^n)\), is added in the numerical scheme. A careful Fourier eigenvalue analysis results in the energy stability in a modified version, and a theoretical justification of the coefficient A becomes available. As a result of this energy stability analysis, a uniform in time bound of the numerical energy is obtained. And also, the optimal rate convergence analysis and error estimate are derived in details, in the \(\ell ^\infty (0,T; H_h^1) \cap \ell ^2 (0,T; H_h^3)\) norm, with the help of a careful eigenvalue bound estimate, combined with the nonlinear analysis for the NSS model. This convergence estimate is the first such result for a third order accurate scheme for a gradient flow. Some numerical simulation results are presented to demonstrate the efficiency of the numerical scheme and the third order convergence. The long time simulation results for \(\varepsilon =0.02\) (up to \(T=3 \times 10^5\)) have indicated a logarithm law for the energy decay, as well as the power laws for growth of the surface roughness and the mound width. In particular, the power index for the surface roughness and the mound width growth, created by the third order numerical scheme, is more accurate than those produced by certain second order energy stable schemes in the existing literature.

Error estimates of a conservative finite difference Fourier pseudospectral method for the Klein–Gordon–Schrödinger equation

A semi-linearized time-stepping method based on the finite difference in time and Fourier pseudospectral discretization for spatial derivatives is constructed and analyzed for the Klein–Gordon–Schrödinger equation. The resulting numerical scheme is proved to conserve the total mass and energy in the discrete levels. The maximum norm error estimates reflecting the second-order accuracy in time and spectral accuracy in space are established by using the standard energy method coupled with the induction argument. An efficient numerical algorithm is reported to speed up the evaluation of resulting algebra equation by means of the fast discrete Fourier transform. Numerical experiments are presented to show the effectiveness of our method and to confirm our analysis.

Error estimates of exponential wave integrator Fourier pseudospectral methods for the nonlinear Schrödinger equation

In this article, several exponential wave integrator Fourier pseudospectra methods are developed for solving the nonlinear Schrödinger equation in two dimensions. These numerical methods are based on the Fourier pseudospectral discretization for spatial derivative first and then utilizing four types of numerical integration formulas, including the Gautschi-type, trapezoidal, middle rectangle and Simpson rules, to approximate the time integral in phase space. The resulting numerical methods cover two explicit and an implicit schemes and can be implemented effectively thanks to the fast discrete Fourier transform. Additionally, the error estimates of two explicit schemes are established by virtue of the mathematical induction and standard energy method. Finally, extensive numerical results are reported to show the efficiency and accuracy of the proposed new methods and confirm our theoretical analysis.

A Regularized Newton Method for Computing Ground States of Bose–Einstein Condensates

In this paper, we propose a regularized Newton method for computing ground states of Bose-Einstein condensates (BECs), which can be formulated as an energy minimization problem with a spherical constraint. The energy functional and constraint are discretized by either the finite difference, or sine or Fourier pseudospectral discretization schemes and thus the original infinite dimensional nonconvex minimization problem is approximated by a finite dimensional constrained nonconvex minimization problem. Then an initial solution is first constructed by using a feasible gradient type method, which is an explicit scheme and maintains the spherical constraint automatically. To accelerate the convergence of the gradient type method, we approximate the energy functional by its second-order Taylor expansion with a regularized term at each Newton iteration and adopt a cascadic multigrid technique for selecting initial data. It leads to a standard trust-region subproblem and we solve it again by the feasible gradient type method. The convergence of the regularized Newton method is established by adjusting the regularization parameter as the standard trust-region strategy. Extensive numerical experiments on challenging examples, including a BEC in three dimensions with an optical lattice potential and rotating BECs in two dimensions with rapid rotation and strongly repulsive interaction, show that our method is efficient, accurate and robust.