Skip to main content
Log in

Numerical Conservations of Energy, Momentum and Actions in the Full Discretisation for Nonlinear Wave Equations

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

This paper analyses the long-time behaviour of one-stage symplectic or symmetric trigonometric integrators when applied to nonlinear wave equations. It is shown that energy, momentum, and all harmonic actions are approximately preserved over a long time for one-stage explicit symplectic or symmetric trigonometric integrators when applied to nonlinear wave equations via spectral semi-discretisations. For the long-term analysis of symplectic or symmetric trigonometric integrators, we derive a multi-frequency modulated Fourier expansion of the trigonometric integrator and show three almost-invariants of the modulation system. In the analysis of this paper, we neither assume symmetry for symplectic methods, nor assume symplecticity for symmetric methods. The results for symplectic and symmetric methods are obtained as a byproduct of the above analysis. We also give another proof by establishing a relationship between symplectic and symmetric trigonometric integrators and trigonometric integrators which have been researched for wave equations in the literature.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1

Similar content being viewed by others

Data Availibility Statement

The datasets generated during and/or analysed during the current study are available from the corresponding author on reasonable request.

References

  1. Bambusi, D.: Birkhoff normal form for some nonlinear PDEs. Commun. Math. Phys. 234, 253–285 (2003)

    Article  MathSciNet  Google Scholar 

  2. Blanes, S.: Explicit symplectic RKN methods for perturbed non-autonomous oscillators: splitting, extended and exponentially fitting methods. Comput. Phys. Commun. 193, 10–18 (2015)

    Article  MathSciNet  Google Scholar 

  3. Buchholz, S., Gauckler, L., Grimm, V., Hochbruck, M., Jahnke, T.: Closing the gap between trigonometric integrators and splitting methods for highly oscillatory differential equations. IMA J. Numer. Anal. 38, 57–74 (2018)

    Article  MathSciNet  Google Scholar 

  4. Cano, B.: Conserved quantities of some Hamiltonian wave equations after full discretization. Numer. Math. 103, 197–223 (2006)

    Article  MathSciNet  Google Scholar 

  5. Cano, B.: Conservation of invariants by symmetric multistep cosine methods for second-order partial differential equations. BIT Numer. Math. 53, 29–56 (2013)

    Article  MathSciNet  Google Scholar 

  6. Cano, B., Moreta, M.J.: Multistep cosine methods for second-order partial differential systems. IMA J. Numer. Anal. 30, 431–461 (2010)

    Article  MathSciNet  Google Scholar 

  7. Cohen, D., Gauckler, L.: One-stage exponential integrators for nonlinear Schrödinger equations over long times. BIT Numer. Math. 52, 877–903 (2012)

    Article  Google Scholar 

  8. Cohen, D., Hairer, E., Lubich, C.: Numerical energy conservation for multi-frequency oscillatory differential equations. BIT Numer. Math. 45, 287–305 (2005)

    Article  MathSciNet  Google Scholar 

  9. Cohen, D., Hairer, E., Lubich, C.: Long-time analysis of nonlinearly perturbed wave equations via modulated Fourier expansions. Arch. Ration. Mech. Anal. 187, 341–368 (2008)

    Article  MathSciNet  Google Scholar 

  10. Cohen, D., Hairer, E., Lubich, C.: Conservation of energy, momentum and actions in numerical discretizations of nonlinear wave equations. Numer. Math. 110, 113–143 (2008)

    Article  MathSciNet  Google Scholar 

  11. Faou, E., Ostermann, A., Schratz, K.: Analysis of exponential splitting methods for inhomogeneous parabolic equations. IMA J. Numer. Anal. 35, 161–178 (2005)

    Article  MathSciNet  Google Scholar 

  12. Faou, E., Gauckler, L., Lubich, C.: Plane wave stability of the split-step Fourier method for the nonlinear Schrödinger equation. Forum. Math. Sigma 2, e5 (2014)

    Article  Google Scholar 

  13. Gauckler, L.: Error analysis of trigonometric integrators for semilinear wave equations. SIAM J. Numer. Anal. 53, 1082–1106 (2015)

    Article  MathSciNet  Google Scholar 

  14. Gauckler, L., Hairer, E., Lubich, C.: Long-term analysis of semilinear wave equations with slowly varying wave speed. Commun. Part. Differ. Equ. 41, 1934–1959 (2016)

    Article  MathSciNet  Google Scholar 

  15. Gauckler, L., Weiss, D.: Metastable energy strata in numerical discretizations of weakly nonlinear wave equations. Discret. Contin. Dyn. Syst. 37, 3721–3747 (2017)

    Article  MathSciNet  Google Scholar 

  16. Gauckler, L., Lu, J., Marzuola, J., Rousset, F., Schratz, K.: Trigonometric integrators for quasilinear wave equations. Math. Comput. 88, 717–749 (2019)

    Article  MathSciNet  Google Scholar 

  17. Grimm, V.: On the use of the Gautschi-type exponential integrator for wave equations. In: Numerical Mathematics and Advanced Applications, pp. 557–563. Springer, Berlin (2006)

    Chapter  Google Scholar 

  18. Hairer, E., Lubich, C.: Long-time energy conservation of numerical methods for oscillatory differential equations. SIAM J. Numer. Anal. 38, 414–441 (2000)

    Article  MathSciNet  Google Scholar 

  19. Hairer, E., Lubich, C.: Spectral semi-discretisations of weakly nonlinear wave equations over long times. Found. Comput. Math. 8, 319–334 (2008)

    Article  MathSciNet  Google Scholar 

  20. Hairer, E., Lubich, C.: Long-term analysis of the Störmer–Verlet method for Hamiltonian systems with a solution-dependent high frequency. Numer. Math. 134, 119–138 (2016)

    Article  MathSciNet  Google Scholar 

  21. Hairer, E., Lubich, C., Wanner, G.: Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations, 2nd edn. Springer, Berlin, Heidelberg (2006)

    Google Scholar 

  22. Liu, C., Iserles, A., Wu, X.: Symmetric and arbitrarily high-order Birkhoff–Hermite time integrators and their long-time behaviour for solving nonlinear Klein–Gordon equations. J. Comput. Phys. 356, 1–30 (2018)

    Article  MathSciNet  Google Scholar 

  23. McLachlan, R.I., Stern, A.: Modified trigonometric integrators. SIAM J. Numer. Anal. 52, 1378–1397 (2014)

    Article  MathSciNet  Google Scholar 

  24. Sanz-Serna, J.M.: Modulated Fourier expansions and heterogeneous multiscale methods. IMA J. Numer. Anal. 29, 595–605 (2009)

    Article  MathSciNet  Google Scholar 

  25. Wang, B., Iserles, A., Wu, X.: Arbitrary-order trigonometric Fourier collocation methods for multi-frequency oscillatory systems. Found. Comput. Math. 16, 151–181 (2016)

    Article  MathSciNet  Google Scholar 

  26. Wang, B., Wu, X.: A long-term numerical energy-preserving analysis of symmetric and/or symplectic extended RKN integrators for efficiently solving highly oscillatory Hamiltonian systems. BIT Numer. Math. 61, 977–1004 (2021)

    Article  MathSciNet  Google Scholar 

  27. Wang, B., Zhao, X.: Error estimates of some splitting schemes for charged-particle dynamics under strong magnetic field. SIAM J. Numer. Anal. 59, 2075–2105 (2021)

    Article  MathSciNet  Google Scholar 

  28. Wang, B., Zhao, X.: Geometric two-scale integrators for highly oscillatory system: uniform accuracy and near conservations. SIAM J. Numer. Anal. 61, 1246–1277 (2023)

    Article  MathSciNet  Google Scholar 

  29. Wu, X., You, X., Wang, B.: Structure-Preserving Algorithms for Oscillatory Differential Equations. Springer, Berlin, Heidelberg (2013)

    Book  Google Scholar 

Download references

Acknowledgements

The authors sincerely thank the anonymous reviewers for the very valuable comments and helpful suggestions. This work was supported by NSFC (12371403, 12271426), Key Research and Development Projects of Shaanxi Province (2023-YBSF-399) and China Postdoctoral Science Foundation (2023M732869).

Funding

The authors have not disclosed any funding.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Bin Wang.

Ethics declarations

Conflicts of interest

The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Miao, Z., Wang, B. & Jiang, YL. Numerical Conservations of Energy, Momentum and Actions in the Full Discretisation for Nonlinear Wave Equations. J Sci Comput 98, 10 (2024). https://doi.org/10.1007/s10915-023-02405-0

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10915-023-02405-0

Keywords

Mathematics Subject Classification

Navigation