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Maximum norm error estimates of fourth-order compact difference scheme for the nonlinear Schrödinger equation involving a quintic term
Journal of Inequalities and Applications volume 2018, Article number: 180 (2018)
Abstract
A compact finite difference (CFD) scheme is presented for the nonlinear Schrödinger equation involving a quintic term. The two discrete conservative laws are obtained. The unconditional stability and convergence in maximum norm with order \(O({\tau }^{2}+h^{4})\) are proved by using the energy method. A numerical experiment is presented to support our theoretical results.
1 Introduction
The Schrödinger (NLS) equation is one of the most important equations of mathematical physics with applications in many fields [1–4] such as plasma physics, nonlinear optics, water waves, and bimolecular dynamics. There are many studies on numerical approaches, including finite difference [5–11], finite element [12–14], and polynomial approximation methods [15, 16], of the initial or initial-boundary value problems of the Schrödinger equations. We consider the initial-boundary value problem for the NLS equation involving a quintic term:
where \(u(x, t)\) is a complex function, \(f(x, t)\) is a real function, \(u_{0}(x)\) is a prescribed smooth function, and \(i^{2}=-1\).
Computing the inner product of equation (1.1) with u and \(\frac{\partial u}{\partial t}\) and then taking the imaginary part and the real part, respectively, the two conservative laws are obtained as follows:
where \(\|\cdot\|_{L_{2}}\) is the \({L_{2}}\) norm.
Zhang et al. found that the nonconservative schemes may easily show nonlinear blow-up when studying for NLS equation, so they presented a conservative difference scheme in [11]. Moreover, extensive mathematical and numerical studies have been carried out for the NLS equations in the literature [17–28]. Zhang presented a difference scheme for the NLS equation involving a quintic term [27], and it was proved with order \(O({\tau }^{2}+h^{2})\). Then, in [28] Wang proposed a new difference scheme for NLS equation involving a quintic term and showed that convergence rates of the present scheme were of order \(O({\tau }^{2}+h ^{4})\). Wang presented a compact finite difference scheme for the NLS equation in [22], which provided a new thinking on the theoretical proving of a compact difference scheme. There are lots of literature works concerning the Schrödinger equations using different treatments, but, to the best of our knowledge, there are few results of unconditional maximum norm convergence of compact difference scheme for NLS equations involving a quintic term. Thus, the purpose of this paper is to prove maximum norm error estimates of a fourth-order compact difference scheme for the NLS equation involving a quintic term.
The remainder of this paper is organized as follows. A fourth-order compact difference scheme is proposed in Sect. 2. The discrete conservation laws of the difference scheme are discussed in Sect. 3. In Sect. 4, the convergence and stability for the compact difference scheme are proved. In the last section, numerical results will be discussed.
2 Some notations and compact finite difference scheme
For simplicity of exposition, some notations are firstly introduced. Thus, the following notations for difference operators are used:
where \(h=\frac{x_{r}-x_{l}}{J}\) and \(\tau =\frac{T}{N}\) are step sizes of space and time, respectively, and J, N are two positive integers.
For any \(\pmb{u}, \pmb{v}\in V_{h}=\{\pmb{v}|\pmb{v}=(v_{0},v _{1},\ldots,v_{J}),v_{0}=v_{J}=0\}\), the inner product is defined as
The discrete norms of u are defined as
For simplicity, we define \(\{U^{n}_{j}\}\) as the exact solution and \(\{u^{n}_{j}\}\) as the numerical one. Let C denote a positive constant independent of discretization parameters, but it may have different values at different occurrences. For the exact solution of the initial-boundary value problem (1.1)–(1.3), we assume that
Now, we present the following compact finite difference scheme for problem (1.1)–(1.3):
Let
(2.2) can be rewritten as
where the matrix M is defined by
\(\pmb{M}\) is a tridiagonal symmetric matrix, and there is a symmetric positive definite matrix \(\pmb{H}\) such that \(\pmb{H}=\pmb{M}^{-1}\). Thus, the compact finite difference scheme (2.2)–(2.4) can be rewritten as the following matrix equation:
3 Some useful lemmas and discrete conservation laws
Lemma 3.1
([29])
For any two mesh functions \(\pmb{u},\pmb{v}\in V_{h}\), there is
Lemma 3.2
([22])
For any real symmetric positive definite matrices \(\pmb{H}\), we have
where \(\pmb{R}\) is obtained by the Cholesky decomposition for \(\pmb{H}\), denoted as \(\pmb{R}= \operatorname{chol}(\pmb{H})\).
Theorem 3.1
The difference scheme (2.2)–(2.4) is conservative in the sense
for \(n=1, 2, \ldots, N\), where \(Q^{n}\) is discrete mass, \(E^{n}\) is discrete energy.
Proof
Computing the inner product of (2.2) with \(\pmb{u}^{n+1}+\pmb{u} ^{n}\) and then taking the imaginary part, we obtain
where
We can obtain
Then we have
Computing the inner product of (2.2) with \(\pmb{u}^{n+1}-\pmb{u} ^{n}\), and then taking the real part, we get
where
Let
We can obtain
Summing up for n, we have
□
4 Numerical analysis
To obtain the error estimate in the maximum norm, we need the following lemmas.
Lemma 4.1
(Discrete Sobolev’s inequality [30])
Suppose that \({u_{j}}\) is mesh functions. Given \(\varepsilon \geq 0 \), there exists a constant C dependent on ε such that
Lemma 4.2
(Gronwall’s inequality [30])
Suppose that the nonnegative mesh function \(\{ u^{n}|n=0, 1, 2, \ldots, N, N\tau =T\}\) satisfies the inequality
where A and \(B_{k}\) (\(k=1, 2, \ldots, N, N\tau =T\)) satisfying the inequality are nonnegative constants. Then, for any \(0\leq n \leq N\), there is
where τ is sufficiently small such that \(\tau ({\max }_{k=1, 2, \ldots, N} B_{k})\leq \frac{1}{2}\).
Lemma 4.3
([22])
For any real symmetric positive definite matrices \(\pmb{H}\), there exist two positive numbers \(C_{*}\) and \(C^{*}\) such that
Theorem 4.1
Suppose that \(|f(x,t)|\leq M_{1}\), \(|f_{t}(x,t)|\leq M_{2}\), \(u_{0} \in H^{1}_{0} \), then, for any n (\(0\leq n\tau \leq T\)), the following estimates hold:
Proof
From (3.1), we have
From (3.2), we obtain
thus, we have
On the one hand, from (4.1), we have
On the other hand, from Lemma 4.3, we have
Then we see that
From (4.1)–(4.2) and Lemma 4.1, we obtain
□
Suppose that the truncation error
then we have
According to Taylor’s expansion, the following can be easily obtained.
Lemma 4.4
Suppose that \(u_{0}(x)\in H^{1}_{0}\), \(u(x,t)\in C^{6,3}\), then we have
Lemma 4.5
[[22]] For \(u=\{u^{0},u^{1},\ldots,u^{n},u^{n+1}\}\) and \(g=\{g^{0},g ^{1},\ldots,g^{n-1},g^{n}\}\), we have
Theorem 4.2
Suppose that the conditions of Theorem 4.1 and Lemma 4.4 are satisfied, then the numerical solution of scheme (2.2)–(2.4) converges to the solution of problem (1.1)–(1.3) with order \(O(h^{4}+\tau^{2})\) in the discrete \(\|\cdot \|_{\infty }\) norm.
Proof
Let
Subtracting (2.5) from (4.4), we obtain
where
Noting that \(F^{n}_{0}=F^{n}_{J}=0\), from (2.1), (4.9), and Theorem 4.1, we have
Similarly, we obtain
Similarly, we obtain
Computing the inner product of (4.9) with \(e^{n+1}+e^{n}\) and taking the imaginary part, we have
For each term on the right-hand side of (4.15), we bound them as follows:
As to the second term
For the last three terms on the right-hand side of (4.15), by using the Cauchy–Schwarz inequality, we obtain
For the term on the left-hand side of (4.15), we have
From (4.15)–(4.21), we can obtain
Summing (4.22) up for n, we have
When τ is small enough, it follows from Lemma 4.2 that
Computing the inner product of (4.8) with \(\delta_{t}\pmb{e} ^{n}\) and taking the real part, we have
For each term on the right-hand side of (4.25), we bound them as follows:
For the second term, it follows from Lemma 3.1 that
As to the third term, it follows from (4.8) that
By using the Cauchy–Schwarz inequality, we obtain
where
Then we have
Similarly, we obtain
From (4.25)–(4.32), we can obtain
Summing (4.33) up for n, we obtain
From Lemma 4.4 and Lemma 4.5, we have
Substituting (4.35) into (4.34) and applying the discrete Gronwall inequality when taking τ sufficiently small, we have
Then, from Lemma 4.3, we have
From (4.2) and (4.34), and using Lemma 4.1, we have
□
Similarly, we can prove the stability of the difference solution.
Theorem 4.3
Under the conditions of Theorem 4.2, the solution of the difference scheme (2.2)–(2.4) is unconditionally stable for initial data in the \(\|\cdot \|_{\infty }\) norm.
5 Numerical experiment
In this section, we consider the following problem:
An exact solution is given by
For problems (5.1)–(5.3), we have the following CFD scheme:
In order to obtain the numerical solution \(u^{n+1}_{j}\), an iterative algorithm can be used. We define the following iterative algorithm:
where s denotes the number of iteration, and
The initial value of iteration \(u^{n+1(0)}_{j}=u^{n}_{j}\), when \(\|u^{n+1(s+1)}-u^{n+1(s)}\|_{\infty }\leq \varepsilon \), it is the end of iteration (this paper has \(\varepsilon =10^{-6}\)).
In order to compare the efficiency of CFD scheme with reference to the scheme in [27, 28], we give their schemes
For convenience, we denote the one in [27] as Scheme 2, and the one in [28] as Scheme 3, respectively.
From Fig. 1 and Fig. 2, we can see that the numerical solution of the compact scheme and the exact solution are in good agreement. As shown in Table 1, the accuracy of CFD Scheme is higher than that of the other schemes. As indicated in Table 2, the CPU time of CFD Scheme has the same CPU time cost as that of Scheme 2 and Scheme 3 in computation. From Table 3, it is obvious that CFD Scheme is convergent in maximum norm, and the convergence order is \(O(h^{4}+\tau^{2})\). Figure 3 indicates that the two conservations of CFD Scheme are very good.
6 Conclusion
In this paper, a compact finite difference scheme is constructed for the nonlinear Schrödinger equation involving a quintic term. The discrete maximum norm error estimates show that the proposed schemes are in second and fourth order accurate in time and space, respectively. In numerical experiment, numerical results are carried out to confirm the theoretical analysis.
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This work is supported by the National Science Foundation of China (11671157).
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Hu, H., Hu, H. Maximum norm error estimates of fourth-order compact difference scheme for the nonlinear Schrödinger equation involving a quintic term. J Inequal Appl 2018, 180 (2018). https://doi.org/10.1186/s13660-018-1775-y
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DOI: https://doi.org/10.1186/s13660-018-1775-y
Keywords
- Schrödinger equation involving a quintic term
- Compact finite difference scheme
- Conservation
- Convergence
- Unconditional stability
- The max norm