A Hybrid Phase-Flow Method for Hamiltonian Systems with Discontinuous Hamiltonians

In this paper, we propose a new phase-flow method for Hamiltonian systems with discontinuous Hamiltonians. In the original phase-flow method introduced by Ying and Candes [J. Comput. Phys., 220 (2006), pp. 184-215], the phase map should be smooth to ensure the accuracy of the interpolation. Such an interpolation is inaccurate if the phase map is nonsmooth, for example, when the Hamiltonian is discontinuous. We modify the phase-flow method using a discontinuous Hamiltonian solver and establish the stability (for piecewise constant potentials) of such a solver. This extends the applicability of the highly efficient phase-flow method to singular Hamiltonian systems, with a mild increase of algorithm complexity. Such a particle method can be useful for the computation of high frequency waves through interfaces.

[1]  Stanley Osher,et al.  Computing multivalued physical observables for the semiclassical limit of the Schrödinger equation , 2005 .

[2]  B. Engquist,et al.  Computational high frequency wave propagation , 2003, Acta Numerica.

[3]  L. Ambrosio Transport equation and Cauchy problem for BV vector fields , 2004 .

[4]  Xin Wen,et al.  A Hamiltonian-preserving scheme for the Liouville equation of geometrical optics with transmissions and reflections ∗ , 2005 .

[5]  Xin Wen,et al.  Hamiltonian-Preserving Schemes for the Liouville Equation with Discontinuous Potentials , 2005 .

[6]  Xin Wen,et al.  Hamiltonian-preserving schemes for the Liouville equation with discontinuous potentials ∗ , 2005 .

[7]  P. Hartman Ordinary Differential Equations , 1965 .

[8]  S. Osher,et al.  Uniformly high order accurate essentially non-oscillatory schemes, 111 , 1987 .

[9]  B. Leimkuhler,et al.  Simulating Hamiltonian Dynamics: Hamiltonian PDEs , 2005 .

[10]  Christof Sparber,et al.  Wigner functions versus WKB‐methods in multivalued geometrical optics , 2001 .

[11]  Shi Jin,et al.  The l1-Error Estimates for a Hamiltonian-Preserving Scheme for the Liouville Equation with Piecewise Constant Potentials , 2008, SIAM J. Numer. Anal..

[12]  Shi Jin,et al.  A Semiclassical Transport Model for Thin Quantum Barriers , 2006, Multiscale Model. Simul..

[13]  R. Kress Numerical Analysis , 1998 .

[14]  Shi Jin,et al.  Recent computational methods for high frequency waves in heterogeneous media , 2007 .

[15]  Shi Jin Recent computational methods for high frequency waves in heterogeneous media , 2007 .

[16]  Xin Wen,et al.  High order numerical methods to a type of delta function integrals , 2007, J. Comput. Phys..

[17]  R. Schwarzenberger ORDINARY DIFFERENTIAL EQUATIONS , 1982 .

[18]  Stanley Osher,et al.  A level set method for the computation of multi-valued solutions to quasi-linear hyperbolic PDE's and Hamilton-Jacobi equations , 2003 .

[19]  Lexing Ying,et al.  The phase flow method , 2006, J. Comput. Phys..

[20]  T. Paul,et al.  Sur les mesures de Wigner , 1993 .

[21]  Shi Jin,et al.  A Hamiltonian-Preserving Scheme for the Liouville Equation of Geometrical Optics with Partial Transmissions and Reflections , 2006, SIAM J. Numer. Anal..

[22]  P. Markowich,et al.  Homogenization limits and Wigner transforms , 1997 .

[23]  M. Hirsch,et al.  Differential Equations, Dynamical Systems, and an Introduction to Chaos , 2003 .

[24]  E. Hairer,et al.  Geometric Numerical Integration: Structure Preserving Algorithms for Ordinary Differential Equations , 2004 .

[25]  S. Osher,et al.  Uniformly High-Order Accurate Nonoscillatory Schemes. I , 1987 .

[26]  S. Osher,et al.  A LEVEL SET METHOD FOR THE COMPUTATION OF MULTIVALUED SOLUTIONS TO QUASI-LINEAR HYPERBOLIC PDES AND HAMILTON-JACOBI EQUATIONS , 2003 .

[27]  S. Osher,et al.  Uniformly high order accuracy essentially non-oscillatory schemes III , 1987 .

[28]  J. Douglas Faires,et al.  Numerical Analysis , 1981 .

[29]  Shi Jin,et al.  Multi-phase computations of the semiclassical limit of the Schrödinger equation and related problems: Whitham vs Wigner , 2003 .

[30]  S. Osher,et al.  COMPUTATIONAL HIGH-FREQUENCY WAVE PROPAGATION USING THE LEVEL SET METHOD, WITH APPLICATIONS TO THE SEMI-CLASSICAL LIMIT OF SCHRÖDINGER EQUATIONS∗ , 2003 .

[31]  Shi Jin,et al.  A semiclassical transport model for two-dimensional thin quantum barriers , 2007, J. Comput. Phys..

[32]  George Papanicolaou,et al.  Waves and transport , 1998 .

[33]  P. Lions,et al.  Ordinary differential equations, transport theory and Sobolev spaces , 1989 .

[34]  Joseph B. Keller,et al.  ASYMPTOTIC METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS: THE REDUCED WAVE EQUATION AND MAXWELL'S EQUATION , 1995 .