Abstract
A key issue in developing efficient numerical schemes for nonlinear wave equations is the energy-conserving. Most existing schemes of the energy-conserving are fully implicit and the schemes require an extra iteration at each time step and considerable computational cost for a long time simulation, while the widely-used q-stage (implicit) Gauss scheme (method) only preserves polynomial Hamiltonians up to degree 2q. In this paper, we present a family of linearly implicit and high-order energy-conserving schemes for solving nonlinear wave equations. The construction of schemes is based on recently-developed scalar auxiliary variable technique with a combination of classical high-order Gauss methods and extrapolation approximation. We prove that the proposed schemes are unconditionally energy-conserved for a general nonlinear wave equation. Numerical results are given to show the energy-conserving and the effectiveness of schemes.
Similar content being viewed by others
References
Akrivis, G., Li, B., Li, D.: Energy-decaying extrapolated RK-SAV methods for the Allen–Cahn and Cahn–Hilliard equations. SIAM J. Sci. Comput. 41, A3703–A3727 (2019)
Avrami, M.: Kinetics of phase change: I general theory. J. Chem. Phys. 7(12), 1103–1112 (1939)
Argyris, J., Haase, M., Heinrich, J.C.: Finite element approximation to two-dimensional sine-Gordon solitons. Comput. Methods Appl. Mech. Eng. 86, 1–26 (1991)
Biswas, A.: Soliton perturbation theory for phi-four model and nonlinear Klein–Gordon equations. Commun. Nonlinear Sci. Numer. Simul. 14, 3239–3249 (2009)
Bratsos, A.G.: The solution of the two-dimensional sine-Gordon equation using the method of lines. J. Comput. Appl. Math. 206, 251–277 (2007)
Brugnano, L., Caccia, G.F., Iavernaro, F.: Energy conservation issues in the numerical solution of the semilinear wave equation. Appl. Math. Comput. 270, 842–870 (2015)
Brugnano, L., Iavernaro, F., Trigiante, D.: Hamiltonian boundary value methods (energy preserving discrete line integral methods). J. Numer. Anal. Ind. Appl. Math. 5, 17–37 (2010)
Brugnano, L., Montigano, J.I., Rández, L.: High-order energy-conserving line-integral methods for charged particle dynamics. J. Comput. Phys. 396, 209–227 (2019)
Brugnano, L., Zhang, C., Li, D.: A class of energy-conserving Hamiltonian boundary value methods for nonlinear Schrödinger equation with wave operator. Commun. Nonlinear Sci. Simul. 60, 33–49 (2018)
Brenner, P., van Wahl, W.: Global classical solutions of nonlinear wave equations. Math. Z. 176, 87–121 (1981)
Cai, W., Jiang, C., Wang, Y., Song, Y.: Structure-preserving algorithms for the two-dimensional sine-Gordon equation with Neumann boundary conditions. J. Comput. Phys. 395, 166–185 (2019)
Cai, J., Shen, J.: Two classes of linearly implicit local energy-preserving approach for general multi-symplectic Hamiltonian PDEs. J. Comput. Phys. 401, 108975 (2020)
Cao, W., Li, D., Zhang, Z.: Optimal superconvergence of energy conserving local discontinuous Galerkin methods for wave equations. Commun. Comput. Phys. 21, 211–236 (2017)
Celledoni, E., McLachlan, R.I., McLaren, D.I., Owren, B., Quispel, G.R.W., Wright, W.M.: Energy-preserving Runge–Kutta methods. ESAIM: Math. Model. Numer. Anal. 43, 645–649 (2009)
Celledoni, E., Owren, B., Sun, Y.: The minimal stage, energy preserving Runge–Kutta method for polynomial Hamiltonian systems is the averaged vector field method. Math. Comput. 83, 1689–1700 (2014)
Cheng, Q., Shen, J., Yang, X.: Highly efficient and accurate numerical schemes for the epitaxial thin film growth models by using the SAV Approach. J. Sci. Comput. 78, 1467–1487 (2019)
Christiansen, P.L., Lomdahl, P.S.: Numerical solutions of 2 + 1 dimensional sine-Gordon solitons. Phys. D 2, 482–494 (1981)
Dodd, R.K., Eilbeck, I.C., Gibbon, J.D., Morris, H.C.: Solitons and Nonlinear Wave Equations. Academic, London (1982)
Drazin, P.J., Johnson, R.S.: Solitons: An Introduction. Cambridge University Press, Cambridge (1989)
Duncan, D.B.: Symplectic finite difference approximations of the nonlinear Klein–Gordon equation. SIAM J. Numer. Anal. 34, 1742–1760 (1997)
Hairer, E., Lubich, C., Wanner, G.: Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations, 2nd edn. Springer, Berlin (2006)
Hairer, E., Norsett, S.P., Wanner, G.: Solving Ordineary Differential Equations II, Stiff and Differential-Algebraic Problems. Springer, Berlin (2006)
Jiang, C., Cai, W., Wang, Y.: A linearly implicit and local energy-preserving scheme for the Sine-Gordon equation based on the invariant energy quadratization approach. J. Sci. Comput. 80, 1629–1655 (2019)
Jimenez, S., Vazquez, L.: Analysis of four numerical schemes for a nonlinear Klein–Gordon equation. Appl. Math. Comput. 35, 61–94 (1990)
Johnson, W., Mehl, R.: Reaction kinetics in processes of nucleation and growth. Trans. AIME 135, 416–442 (1939)
Li, Z., Tang, Y., Lei, H., Caswell, B., Karniadakis, G.E.: Energy-conserving dissipative particle dynamics with temperature-dependent properties. J. Comput. Phys. 265, 113–127 (2014)
Li, S., Vu-Quoc, L.: Finite difference calculus invariant structure of a class of algorithms for the nonlinear Klein–Gordon equation. SIAM J. Numer. Anal. 32, 1839–1875 (1995)
Li, J., Zhao, J., Wang, Q.: Energy and entropy preserving numerical approximations of thermodynamically consistent crystal growth models. J. Comput. Phys. 382, 202–220 (2019)
Lubich, C., Ostermann, A.: Runge–Kutta approximation of quasi-linear parabolic equations. Math. Comput. 64, 601–627 (1995)
McLachlan, R.I., Quispel, G.R., Robidoux, N.: Geometric integration using discrete gradient. Philos. Trans. R. Soc. Lond. Ser. A 357, 1021–1045 (1999)
McLachlan, R.I., Quispel, G.R.: Discrete gradient methods have an energy conservation law. Discrete Contin. Dyn. Syst. 34, 1099–1104 (2014)
Ostermann, A., Roche, M.: Runge-Kutta methods for partial differential equations and fractional Orders of Convergence. Math. Comput. 59, 403–420 (1992)
Ostermann, A., Thalhammer, M.: Convergence of Runge–Kutta methods for nonlinear parabolic equations. Appl. Numer. Math. 42, 367–380 (2002)
Pascual, P.J., Jiménez, S., Vázquez, L.: Numerical simulations of a nonlinear Klein–Gordon model. In: Applications. Computational Physics, Granada, 1994, Lecture Notes in Physics, vol. 448, Springer, Berlin, 1995, pp. 211–270
Quispel, G.R., McLaren, D.I.: A new class of energy-preserving numerical integration methods. J. Phys. A 41, 045206 (2008)
Sanz-Serna, J.M., Verwer, J.G., Hundsdorfer, W.H.: Convergence and order reduction of Runge–Kutta schemes applied to evolutionary problems in partial differential equations. Numer. Math. 50, 405–418 (1986)
Shen, J., Xu, J.: Convergence and error analysis for the scalar auxiliary variable (SAV) schemes to gradient flows. SIAM J. Numer. Anal. 56, 2895–2912 (2018)
Shen, J., Xu, J., Yang, J.: The scalar auxiliary variable (SAV) approach for gradient flows. J. Comput. Phys. 353, 407–416 (2018)
Shen, J., Xu, J., Yang, J.: A new class of efficient and robust energy stable schemes for gradient flows. SIAM Rev. 61(3), 474–506 (2019)
Song, F., Karniadakis, G.E.: Fractional magneto-hydrodynamics: algorithms and applications. J. Comput. Phys. 378, 44–62 (2019)
Strauss, W.A., Váquez, L.: Numerical solution of a nonlinear Klein–Gordon equation. J. Comput. Phys. 28, 271–278 (1978)
Wang, B., Wu, X.: The formulation and analysis of energy-preserving schemes for solving high-dimensional nonlinear Klein–Gordon equations. IMA J. Numer. Anal. 39, 2016–2044 (2019)
Wang, L., Chen, W., Wang, C.: An energy-conserving second order numerical scheme for nonlinear hyperbolic equation with an exponential nonlinear term. J. Comput. Appl. Math. 280, 347–366 (2015)
Wazwaz, A.M.: New travelling wave solutions to the Boussinesq and the Klein–Gordon equations. Commun. Nonlinear Sci. Numer. Simul. 13, 889–901 (2008)
Wu, X., Liu, K., Shi, W.: Structure-Preserving Algorithms for Oscillatory Differential Equations II. Springer, Heidelberg (2015)
Wu, X., Wang, B., Shi, W.: Efficient energy preserving integrators for oscillatory Hamiltonian systems. J. Comput. Phys. 235, 587–605 (2013)
Zhang, C., Wang, H., Huang, J., Wang, C., Yue, X.: A second order operator splitting numerical scheme for the “good” Boussinesq equation. Appl. Numer. Math. 119, 179–193 (2017)
Zhou, B., Li, D.: Newton linearized methods for semilinear parabolic equations. Numer. Math. Theor. Meth. Appl. 13(4), 928–945 (2020)
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
This work is supported in part by the National Natural Science Foundation of China (NSFC) under Grant Nos. 11771162, 11971010 and a Grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project CityU 11302519).
Rights and permissions
About this article
Cite this article
Li, D., Sun, W. Linearly Implicit and High-Order Energy-Conserving Schemes for Nonlinear Wave Equations. J Sci Comput 83, 65 (2020). https://doi.org/10.1007/s10915-020-01245-6
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1007/s10915-020-01245-6