Practical splitting methods for the adaptive integration of nonlinear evolution equations. Part I: Construction of optimized schemes and pairs of schemes

We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial systems for the splitting coefficients. To this end we use and modify a recent approach for generating these systems for a large class of splittings. In particular, various types of pairs of schemes intended for use in adaptive integrators are constructed.

[1]  Jacques Laskar,et al.  New families of symplectic splitting methods for numerical integration in dynamical astronomy , 2012, 1208.0689.

[2]  Mechthild Thalhammer,et al.  Defect-based local error estimators for splitting methods, with application to Schrödinger equations, Part III: The nonlinear case , 2015, J. Comput. Appl. Math..

[3]  Jean-Pierre Duval,et al.  Generation of a section of conjugation classes and Lyndon word tree of limited length , 1988 .

[4]  G. Quispel,et al.  Splitting methods , 2002, Acta Numerica.

[5]  W. Auzinger,et al.  Local error structures and order conditions in terms of Lie elements for exponential splitting schemes , 2014 .

[6]  Jean-Pierre Duval,et al.  Génération d'une Section des Classes de Conjugaison et Arbre des Mots de Lyndon de Longueur Bornée , 1988, Theor. Comput. Sci..

[7]  R. Folk,et al.  Construction of high-order force-gradient algorithms for integration of motion in classical and quantum systems. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.

[8]  G. Quispel,et al.  Acta Numerica 2002: Splitting methods , 2002 .

[9]  Fernando Casas,et al.  Optimized high-order splitting methods for some classes of parabolic equations , 2011, Math. Comput..

[10]  Robert I. McLachlan,et al.  Composition methods in the presence of small parameters , 1995 .

[11]  Colin B. Macdonald,et al.  Spatially Partitioned Embedded Runge-Kutta Methods , 2013, SIAM J. Numer. Anal..

[12]  E. Hairer,et al.  Geometric Numerical Integration , 2022, Oberwolfach Reports.

[13]  Robert I. McLachlan,et al.  On the Numerical Integration of Ordinary Differential Equations by Symmetric Composition Methods , 1995, SIAM J. Sci. Comput..

[14]  Mechthild Thalhammer,et al.  Defect-based local error estimators for high-order splitting methods involving three linear operators , 2015, Numerical Algorithms.

[15]  G. Strang On the Construction and Comparison of Difference Schemes , 1968 .

[16]  John E. Chambers,et al.  Symplectic Integrators with Complex Time Steps , 2003 .

[17]  Masato Hisakado,et al.  A Coupled Nonlinear Schrodinger Equation and Optical Solitons , 1992 .

[18]  Mechthild Thalhammer,et al.  Defect-based local error estimators for splitting methods, with application to Schrödinger equations, Part II. Higher-order methods for linear problems , 2014, J. Comput. Appl. Math..

[19]  Mechthild Thalhammer,et al.  Defect-based local error estimators for splitting methods, with application to Schrödinger equations, Part I: The linear case , 2012, J. Comput. Appl. Math..

[20]  H. Yoshida Construction of higher order symplectic integrators , 1990 .

[21]  Stéphane Descombes,et al.  Splitting methods with complex times for parabolic equations , 2009 .

[22]  O. Koch,et al.  Embedded Split-Step Formulae for the Time Integration of Nonlinear Evolution Equations , 2010 .

[23]  L. Bokut and E.S. Chibrikov Lyndon-Shirshov words, Gro¨bner-Shirshov bases, and free Lie algebras , 2006 .

[24]  Mechthild Thalhammer,et al.  Embedded exponential operator splitting methods for the time integration of nonlinear evolution equations , 2013 .

[25]  Fernando Casas,et al.  Splitting and composition methods in the numerical integration of differential equations , 2008, 0812.0377.

[26]  L. Einkemmer Structure preserving numerical methods for the Vlasov equation , 2016, 1604.02616.

[27]  S. Blanes,et al.  Practical symplectic partitioned Runge--Kutta and Runge--Kutta--Nyström methods , 2002 .