t | E1 | E2 | E3 | E4 |
1 | 3.73346E-11 | 1.11910E-13 | 9.03455E-12 | 7.48273E-11 |
5 | 1.86450E-10 | 5.69322E-13 | 4.50811E-11 | 3.73753E-10 |
10 | 3.72820E-10 | 1.32072E-12 | 8.96581E-11 | 7.47615E-10 |
We initiate a study on a range of new generalized derivations of finite-dimensional Lie algebras over an algebraically closed field of characteristic zero. This new generalization of derivations has an analogue in the theory of associative prime rings and unites many well-known generalized derivations that have already appeared extensively in the study of Lie algebras and other nonassociative algebras. After exploiting fundamental properties, we introduce and analyze their interiors, especially focusing on the rationality of the corresponding Hilbert series. Applying techniques in computational ideal theory we develop an approach to explicitly compute these new generalized derivations for the three-dimensional special linear Lie algebra over the complex field.
Citation: Hongliang Chang, Yin Chen, Runxuan Zhang. A generalization on derivations of Lie algebras[J]. Electronic Research Archive, 2021, 29(3): 2457-2473. doi: 10.3934/era.2020124
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We initiate a study on a range of new generalized derivations of finite-dimensional Lie algebras over an algebraically closed field of characteristic zero. This new generalization of derivations has an analogue in the theory of associative prime rings and unites many well-known generalized derivations that have already appeared extensively in the study of Lie algebras and other nonassociative algebras. After exploiting fundamental properties, we introduce and analyze their interiors, especially focusing on the rationality of the corresponding Hilbert series. Applying techniques in computational ideal theory we develop an approach to explicitly compute these new generalized derivations for the three-dimensional special linear Lie algebra over the complex field.
Nonlinear partial differential equations play an important part in various branches of science such as fluid mechanics, solid state physics, plasma physics and quantum mechanics. The coupled Schrödinger-KdV equations are put forward to model nonlinear dynamics of one-dimensional Langmuir and ion-acoustic waves in a system of coordinates moving at the ion-acoustic speed [18,19]. In detail, we consider the system [9]
iϵut+puxx−qvu−s|u|2u=0,(x,t)∈R×(0,T], | (1.1) |
vt+αvxxx+(βvm+ρ|u|2)x=0,(x,t)∈R×(0,T], | (1.2) |
u(x,t)=u(x+l,t),v(x,t)=v(x+l,t),(x,t)∈R×(0,T], | (1.3) |
u(x,0)=φ(x),v(x,0)=ϕ(x),x∈R, | (1.4) |
where i=√−1, m is a positive integer, p,q,s,ϵ,α,β,ρ are real constants with p≠0 and ϵ,α≥0. The complex-valued function u and the real-valued function v describe electric field of Langmuir oscillations and low-frequency density perturbation, respectively. The initial functions φ and ϕ are given l-periodic functions. Hence, it suffices to take a single period [0,l]. For Eqs (1.1) and (1.2), there are four physical invariants to be considered:
The number of plasmons
I1=∫l0|u(x,t)|2dx. | (1.5) |
The number of particles
I2=∫l0v(x,t)dx. | (1.6) |
The energy of oscillations
I3=∫l0[qβm+1vm+1+pρ|ux|2+qρv|u|2+sρ2|u|4−qα2(vx)2]dx, | (1.7) |
and the momentum
I4=∫l0[qv2−2ρϵIm(uˉux)]dx. | (1.8) |
According to [2], these invariants may connect closely to accurate behaviors in time. Extensive numerical studies have been presented for the coupled Schödinger-KdV equations in the last decade, such as the finite element method [3], radial basis function (RBF) collocation method [4], decomposition [5], variational iteration [6], exponential time differencing three-layer implicit scheme(ETDT-P) [7], homotopy perturbation [8], and fourth-order conservative compact finite difference scheme [9] and so on.
In the aspect of compact difference scheme, which is well known for the narrower stencils, i.e., fewer neighboring nodes it uses, and have less truncation error comparing with typical finite difference schemes. A variety of fourth-order compact methods have been employed solving partial differential equations [9,12,13,14,21,22,23,24,25,28,29]. Furthermore, Wang [26] proposed a conservative eighth-order compact difference scheme for the nonlinear Schrödinger equation. In [27], Chen and Chen presented a conservative eighth-order compact difference scheme for the Klein-Gordon-Schrödinger equations. Motivated by ideas in [26,27], this article aims to construct a new general difference scheme which can deal with the conservativeness of the invariants and convergence theorem easily. In detail, there are following three advantages:
(ⅰ) The proposed scheme is compact, linearized, decoupled.
(ⅱ) The proposed scheme preserves several invariants in discrete sense.
(ⅲ) The operator form of scheme is novel and can be easily generalized from the fourth-order compact method to the eight-order method for solving other equations.
The rest of the paper is organized as follows. In Section 2, we introduce an eighth-order conservative compact finite difference scheme and apply it to solve the coupled Schödinger-KdV equations numerically. The discrete conservation properties of the proposed nonlinear scheme is analyzed and the convergence theorem of the linearized scheme is established in Section 3. Numerical experiments are presented in Section 4. Finally, a brief conclusion is given in Section 5.
The domain Ω={(x,t)|0≤x≤l,0≤t≤T} is discretized into grids described by the set {xj,tn} of nodes, in which xj=jh,j=0,1,…,J=l/h and tn=nτ,n=0,1,…,N=T/τ, where h and τ are discretization parameters. Briefly, let unj=u(xj,tn), vnj=v(xj,tn) and Ωh={x0,x1,…,xJ}. For more convenient discussion, define the following difference operators and notations:
δtunj=un+1j−unjτ,δ2xunj=unj+1−2unj+unj−1h2,δxunj=unj+1−unjh,δ¯xunj=unj−unj−1h,δˆxunj=unj+1−unj−12h,un+12j=un+1j+unj2,(|u|2)n+12j=|unj|2+|un+1j|22,A1unj=(1+5h242δ2x)unj=142(5unj−1+32unj+5unj+1),A2unj=(1+31h2252δ2x)unj=1252(31unj−1+190unj+31unj+1),B1unj=(1+20h270δ2x+h470δ2xδ2x)unj=170(unj−2+16unj−1+36unj+16unj+1+unj+2),B2unj=(1+780h23780δ2x+23h43780δ2xδ2x)unj=13780(23unj−2+688unj−1+2358unj+688unj+1+23unj+2),Junj=(1+h24δ2x)unj=14(unj−1+2unj+unj+1). |
About the approximate formulas of the first and second-order spatial derivatives at all nodes (with periodic boundary conditions) with the eighth-order accuracy, we have the following lemma. Note that we denote u′j=∂u(xj,t)∂x or simply denote u′j=(ux)j in the following lemma. Similarly, the notations u″j and u‴j are the same meaning.
Lemma 1. [1] For u′ and u″, we have the following approximate formulas
u′j−2+16u′j−1+36u′j+16u′j+1+u′j+2=56h(−5uj−2−32uj−1+32uj+1+5uj+2)+O(h8), | (2.1) |
23u″j−2+688u″j−1+2358u″j+688u″j+1+23u″j+2=15h2(31uj−2+128uj−1−318uj+128uj+1+31uj+2)+O(h8). | (2.2) |
For the convenience to discrete and analyse the equations, we need to rewrite the relations (2.1) and (2.2) to the operator's forms.
Lemma 2. By the definition of the operators above, we have
B1u′j=A1δˆxuj+O(h8), | (2.3) |
B2u″j=A2δ2xuj+O(h8), | (2.4) |
B1B2u‴j=A1A2δˆxδ2xuj+O(h8). | (2.5) |
Proof. Assume that there is an operator A∗1u′j=λ1uj−1+λ2uj+λ1uj+1 such that
B1u′j=A∗1δˆxuj+O(h8). | (2.6) |
By computation and the definition of operators above, we have λ1=5/42 and λ2=32/42. Hence, A∗1=A1 and (2.3) holds. (2.4) can be proved similarly. At last, combining (2.3) and (2.4), (2.5) follows directly.
We note that Lemma 2 shows the discrete scheme has the eighth-order accuracy if we use the operators A1, A2, B1 and B2 or their combinations to discrete the corresponding derivative values at nodes.
In the temporal discretization, we need to evaluate the function values at mid-nodes ((n+12)-nodes). The following lemma is necessary to ensure to approximate the function values at mid-nodes by values at n- and (n+1)-nodes, which can be obtained by Taylor's expansion.
Lemma 3. For any smooth function g(t) and m∈N∗, we have
(g(tn+12))m−ψ(g(tn),g(tn+1))=O(τ2), | (2.7) |
where tn+12=tn+tn+12 and
ψ(u,v)=1m+1m∑k=0ukvm−k. | (2.8) |
Proof. By using Taylor's expansion, we have
g(tn+1)=g(tn+12)+τ2g′(tn+12)+O(τ2), | (2.9) |
g(tn)=g(tn+12)−τ2g′(tn+12)+O(τ2), | (2.10) |
(g(tn+1))z=(g(tn+12))z+τ2z(g(tn+12))z−1(g′(tn+12))+O(τ2), | (2.11) |
(g(tn))z=(g(tn+12))z−τ2z(g(tn+12))z−1(g′(tn+12))+O(τ2), | (2.12) |
where z∈N∗. Let k<m2,k∈N, from (2.11) and (2.12), we can obtain
(g(tn))k(g(tn+1))m−k+(g(tn))m−k(g(tn+1))k=(g(tn))k(g(tn+1))k[(g(tn))m−2k+(g(tn+1))m−2k]=[(g(tn+12))2k+O(τ2)][2(g(tn+12))m−2k+O(τ2)]=2(g(tn+12))m+O(τ2). | (2.13) |
Plugging (2.13) into (2.8), (2.7) immediately follows.
Denote the approximations of unj and vnj by Unj and Vnj, respectively. Ignoring the truncation error terms in Eqs (2.3)–(2.5) and (2.7), we obtain the following implicit compact scheme with truncation error O(τ2+h8) by using the Crank-Nicolson method for temporal discretization and Lemmas 2 and 3:
iϵB2(δtUnj)+pA2δ2xUn+12j−qB2(Vn+12jUn+12j)−sB2((|U|2)n+12jUn+12j)=0, | (2.14) |
B1B2(δtVnj)+αA1A2δˆxδ2xVn+12j+βB2A1δˆxψ(Vnj,Vn+1j)+ρB2A1δˆx(|U|2)n+12j=0, | (2.15) |
Unj=Unj+J,Vnj=Vnj+J,n=0,1,…,N,j=1,2,…,J, | (2.16) |
U0j=φ(xj),V0j=ϕ(xj). | (2.17) |
The schemes (2.14 and 2.15) are nonlinear and gotten by discretizing the temporal derivative with the Crank-Nicolson method, which has the second-order O(τ2) and discretizing the special derivatives with the operators B1 and B1B2 for (1.1) and (1.2), respectively, which has the eighth-order O(h8) by Lemma 2.
As to the linearized form of (2.14 and 2.15), we will discuss in the next section.
Let Hp(Ωh)={u|u={uj},j=0,1,…,Janduj=uj+J} denote the space of periodic real- or complex-valued grid functions defined on Ωh with period J. The discrete inner product and the corresponding discrete L2-norm on the grid function space Hp(Ωh) are defined as
⟨u,w⟩=J∑j=1uj¯wjh,||u||=√⟨u,u⟩, |
where ¯w denotes the conjugate of w. Norm ||δ2xu||2=⟨δ2xu,δ2xu⟩ is well-defined with periodic condition (uj=uj±J) and the discrete L∞- and H1-norm are defined as
||u||∞=max1≤j≤J|uj|,||u||1=√||u||2+||δ¯xu||2. |
The following lemmas can be easily proved:
Lemma 4. For any grid functions u,w∈Hp(Ωh), we have
⟨δxu,w⟩=−⟨u,δ¯xw⟩,⟨δˆxu,w⟩=−⟨u,δˆxw⟩,⟨δ2xu,w⟩=−⟨δ¯xu,δ¯xw⟩=−⟨δxu,δxw⟩=⟨u,δ2xw⟩,⟨A1u,w⟩=⟨u,A1w⟩=⟨u,w⟩−5h242⟨δ¯xu,δ¯xw⟩,⟨A2u,w⟩=⟨u,A2w⟩=⟨u,w⟩−31h2252⟨δ¯xu,δ¯xw⟩,⟨B1u,w⟩=⟨u,B1w⟩=⟨u,w⟩−20h270⟨δ¯xu,δ¯xw⟩+h470⟨δ2xu,δ2xw⟩,⟨B2u,w⟩=⟨u,B2w⟩=⟨u,w⟩−780h23780⟨δ¯xu,δ¯xw⟩+23h43780⟨δ2xu,δ2xw⟩,⟨Ju,w⟩=⟨u,Jw⟩=⟨u,w⟩−h24⟨δ¯xu,δ¯xw⟩. |
Lemma 5. For any grid functions u∈Hp(Ωh), we have
Re(⟨δˆxu,u⟩)=Re(⟨δˆxA1u,u⟩)=Re(⟨δˆxB−11A1u,u⟩)=Re(⟨δˆxB−12A2u,u⟩)=0. |
Lemma 6. [20] For any grid functions u∈Hp(Ωh), we have
||δ¯xu||≤2h||u||,||u||∞≤h−12||u||,||u||2∞≤ε||δ¯xu||2+(1ε+1l)||u||2∀ε>0. |
Lemma 7. [12] For a real circulant matrix A=C(b0,b1,…,bn−1), all eigenvalues of A are given by
f(μk),k=0,1,2,…,n−1, |
where f(x)=b0+b1x+b2x2+…+bn−1xn−1, and μk=cos(2kπn)+isin(2kπn).
For the compact schemes (2.14) and (2.15), we have the following conservative properties in the discrete sense. The process of proof is similar to [9]. Since it still has some difference, so for the convenience to read, we give the detail of proof as following:
Theorem 1. The compact schemes (2.14) and (2.15) preserve the discrete conservation laws of the numbers of plasmons and particles, i.e.,
||Un||2=||U0||2 | (3.1) |
and
J∑j=1Vnjh=J∑j=1V0jh, | (3.2) |
where Un=(Un1,Un2,…,UnJ)T.
Proof. Setting Gn is a vector with the component
Gnj=qVn+12jUn+12j+s(|U|2)n+12jUn+12j, | (3.3) |
then (2.14) can be written as
iϵδt(B2Unj)+pA2δ2xUn+12j=B2Gnj. | (3.4) |
Computing the inner product ⟨⋅,⋅⟩ on both sides of Eq (3.4) with Un+12, A−12Gn, δt(A−12Un), A−12δ2xGn and δt(A−12δ2xUn), respectively, and applying Lemma 4, we obtain
iϵ⟨δt(B2Un),Un+12⟩−p⟨A2δ¯xUn+12,δ¯xUn+12⟩=⟨B2Gn,Un+12⟩= ⟨Gn,Un+12⟩−20h270⟨δ¯xGn,δ¯xUn+12⟩+h470⟨δ2xGn,δ2xUn+12⟩, | (3.5) |
iϵ⟨δt(B2Un),A−12Gn⟩−p⟨δ¯xUn+12,δ¯xGn⟩=⟨B2Gn,A−12Gn⟩, | (3.6) |
iϵ⟨δt(B2Un),δt(A−12Un)⟩−p⟨δ¯xUn+12,δt(δ¯xUn)⟩=⟨B2Gn,δt(A−12Un)⟩. | (3.7) |
iϵ⟨δt(B2Un),A−12δ2xGn⟩+p⟨δ2xUn+12,δ2xGn⟩=⟨B2Gn,A−12δ2xGn⟩, | (3.8) |
iϵ⟨δt(B2Un),δt(A−12δ2xUn)⟩+p⟨δ2xUn+12,δt(δ2xUn)⟩=⟨B2Gn,δt(A−12δ2xUn)⟩. | (3.9) |
By the Hermitian property of inner product and multiplying Eqs (3.7) and (3.9) by iϵ, we can obtain
iϵ⟨δt(A−12Un),B2Gn⟩=ϵ2⟨δt(A−12Un),δt(B2Un)⟩−ipϵ⟨δt(δ¯xUn),δ¯xUn+12⟩. | (3.10) |
iϵ⟨δt(A−12δ2xUn),B2Gn⟩=ϵ2⟨δt(A−12δ2xUn),δt(B2Un)⟩+ipϵ⟨δt(δ2xUn),δ2xUn+12⟩. | (3.11) |
By Lemma 4 and Eqs (3.6), (3.8), (3.10) and (3.11), it follows that
ϵ2⟨δt(A−12Un),δt(B2Un)⟩−ipϵ⟨δt(δ¯xUn),δ¯xUn+12⟩=p⟨δ¯xUn+12,δ¯xGn⟩+⟨B2Gn,A−12Gn⟩. | (3.12) |
ϵ2⟨δt(A−12δ2xUn),δt(B2Un)⟩+ipϵ⟨δt(δ2xUn),δ2xUn+12⟩=−p⟨δ2xUn+12,δ2xGn⟩+⟨B2Gn,A−12δ2xGn⟩. | (3.13) |
Multiplying by p, 20h270 and h470 in Eqs (3.5), (3.12) and (3.13), respectively, and eliminating the term ⟨δ¯xUn+12,δ¯xGn⟩, we obtain
ipϵ⟨δt(B2Un),Un+12⟩+i20h2pϵ70⟨δ¯xUn+12,δt(δ¯xUn)⟩−ih4pϵ70⟨δ2xUn+12,δt(δ2xUn)⟩+20h2ϵ270⟨δt(B2Un),δt(A−12Un)⟩+h4ϵ270⟨δt(B2Un),δt(A−12δ2xUn)⟩−p⟨Gn,Un+12⟩−20h270⟨A−12Gn,B2Gn⟩−h470⟨A−12δ2xGn,B2Gn⟩−p2⟨A2δ¯xUn+12,δ¯xUn+12⟩=0. | (3.14) |
From the definition of Gn we can see that ⟨Gn,Un+12⟩ is a real number. Hence, the imaginary part of (3.14) is zero, i.e.,
Re(⟨δt(B2Un),Un+12⟩+20h270⟨δ¯xUn+12,δt(δ¯xUn)⟩−h470⟨δ2xUn+12,δt(δ2xUn)⟩)=0. | (3.15) |
Applying Lemma 4 in (3.15), we can obtain immediately that
||Un+1||2=||Un||2. |
Computing the inner product ⟨⋅,⋅⟩ on both sides of Eq (2.15) with 1:=(1,1,…,1)T∈Hp(Ωh), we can obtain
⟨δt(B1B2Vn),1⟩+α⟨A1A2δˆxδ2xVn+12,1⟩+β⟨B2A1δˆxψ(Vn,Vn+1),1⟩+ρ⟨B2A1δˆx(|U|2)n+12,1⟩=0, | (3.16) |
where
(|U|2)n+12:=((|U|2)n+121,(|U|2)n+122,…,(|U|2)n+12J), |
using the periodic conditions, one can have the equation
⟨δt(B1B2Vn),1⟩=0, |
i.e.,
⟨B1B2Vn+1,1⟩=⟨B1B2Vn,1⟩. | (3.17) |
With the periodic conditions, (3.2) immediately satisfies. The proof is finished.
Hereinafter we define
Un:=(Un1,Un2,…,UnJ)T,(Un).2:=((Un1)2,(Un2)2,…,(UnJ)2)T, |
and
Un.Vn:=(Un1Vn1,Un2Vn2,…,UnJVnJ)T,ψ(Un,Vn):=1m+1m∑k=0(Un).k.(Vn).(m−k). |
The compact schemes (2.14) and (2.15) are equivalent to the following matrix equations:
iϵB2(δtUn)+pA2δ2xUn+12−qB2(Vn+12.Un+12)−sB2((|U|2)n+12.Un+12)=0, | (3.18) |
B1B2(δtVn)+αA1A2δˆxδ2xVn+12+βB2A1δˆxψ(Vn,Vn+1)+ρB2A1δˆx(|U|2)n+12=0, | (3.19) |
where A1, A2, B1 and B2 are J×J matrices corresponding to the operators A1, A2, B1 and B2, respectively,
A1=142(3250⋯55325⋱⋮0⋱⋱⋱0⋮⋱53255⋯0532),A2=1252(190310⋯313119031⋱⋮0⋱⋱⋱0⋮⋱311903131⋯031190), |
B1=170(361610⋯1161636161⋱011163616⋱0001⋱⋱⋱1000⋱163616110⋱1163616161⋯011636), |
B2=13780(2358688230⋯23688688235868823⋱023236882358688⋱00023⋱⋱⋱23000⋱688235868823230⋱23688235868868823⋯0236882358). |
By the properties of circulant matrices, we can see that matrices A1, A2, B1 and B2 are circulant symmetric positive definite [10]. Let A−11, A−12, B−11 and B−12 denote inverse operators of A1, A2, B1 and B2, respectively. The matrices corresponding to the operators δ2x, δˆx, A−11, A−12, B−11 and B−12 are also circulant, therefore, they commute under multiplication.
The compact schemes (2.14) and (2.15) can be equivalently written as
iϵ(δtUnj)+pB−12A2δ2xUn+12j=qVn+12jUn+12j+s(|U|2)n+12jUn+12j, | (3.20) |
δtVnj+δˆx(αB−11B−12A1A2δ2xVn+12j+βB−11A1ψ(Vnj,Vn+1j)+ρB−11A1(|U|2)n+12j)=0. | (3.21) |
which can be obtained by multiplying B−12 and B−11B−12 in both side of (2.14) and (2.15), respectively.
By applying Lemma 7, we can obtain the following result:
Lemma 8. [14] For any grid function u∈Hp(Ωh), we have the inequalities
3263||u||2≤⟨B−12A2u,u⟩≤10526||u||2,135||u||2≤⟨A−11B1u,u⟩≤2111||u||2. |
Define
|||u|||2Q=⟨B−12A2u,u⟩,|||u|||2P=⟨A−11B1u,u⟩. |
Lemma 8 shows that |||⋅|||Q and |||⋅|||P are norms on Hp(Ωh) equivalent to the discrete L2-norm ||⋅||. For the proof of the following theorem, we want the relations (3.20) and (3.21).
Theorem 2. The compact schemes (2.14) and (2.15) preserve the energy of oscillations in discrete sense, i.e.,
qβm+1J∑j=1(Vn+1j)m+1h+pρ|||δ¯xUn+1|||2Q+qρJ∑j=1Vn+1j|Un+1j|2h+sρ2||Un+1||4L4−qα2|||δ¯xVn+1|||2Q= qβm+1J∑j=1(V0j)m+1h+pρ|||δ¯xU0|||2Q+qρJ∑j=1V0j|U0j|2h+sρ2||U0||4L4−qα2|||δ¯xV0|||2Q | (3.22) |
where
||U||4L4=J∑j=1|Uj|4h. |
Proof. Computing the inner product ⟨⋅,⋅⟩ on both sides of Eq (3.20) with δtUn, we can obtain the following equation with the commutativity under multiplication of circulant matrices:
iϵ⟨δtUn,δtUn⟩−p⟨B−12A2δ¯xUn+12,δtδ¯xUn⟩=q⟨Vn+12.Un+12,δtUn⟩+s⟨(|U|2)n+12.Un+12,δtUn⟩. | (3.23) |
Then taking the real part of Eq (3.23), we obtain
−p2τ(|||δ¯xUn+1|||2Q−|||δ¯xUn|||2Q)= q2τ(⟨Vn+12.Un+1,Un+1⟩−⟨Vn+12.Un,Un⟩) +s2τ(⟨(|U|2)n+12.Un+1,Un+1⟩−⟨(|U|2)n+12.Un,Un⟩). | (3.24) |
Multiplying Eq (3.24) with 2τ and summing from 0 to n, we obtain
p|||δ¯xUn+1|||2Q+s2||Un+1||4L4+q⟨Vn+12,|Un+1|.2⟩−q2n∑k=1⟨Vk+1−Vk−1,|Uk|.2⟩= p|||δ¯xU0|||2Q+s2||U0||4L4+q⟨V12,|U0|.2⟩. | (3.25) |
Setting Wn is a vector with the component
Wnj=αB−12A2δ2xVn+12j+βψ(Vnj,Vn+1j)+ρ(|U|2)n+12j, |
then Eq (3.21) can be written as
δtVnj+δˆxB−11A1Wnj=0. | (3.26) |
Computing the inner product ⟨⋅,⋅⟩ on both sides of Eq (3.26) with Wn and applying Lemma 5, we can obtain
α⟨δtVn,B−12A2δ2xVn+12⟩+β⟨δtVn,ψ(Vn,Vn+1)⟩+ρ⟨δtVn,(|U|2)n+12⟩=0. | (3.27) |
It follows from definition (2.8) that
⟨δtVn,ψ(Vn,Vn+1)⟩=1(m+1)τ(J∑j=1(Vn+1j)m+1h−J∑j=1(Vnj)m+1h). |
It is easy to see that
⟨δtVn,B−12A2δ2xVn+12⟩=−12τ(|||δ¯xVn+1|||2Q−|||δ¯xVn|||2Q). |
Multiplying Eq (3.27) with 2τ and summing from 0 to n, we have
α|||δ¯xVn+1|||2Q−2βm+1J∑j=1(Vn+1j)m+1h−ρn∑k=0⟨Vk+1−Vk,|Uk+1|.2+|Uk|.2⟩= α|||δ¯xV0|||2Q−2βm+1J∑j=1(V0j)m+1h. | (3.28) |
Since
n∑k=0⟨Vk+1−Vk,|Uk+1|.2+|Uk|.2⟩= n∑k=1⟨Vk+1−Vk−1,|Uk|.2⟩+⟨Vn+1−Vn,|Un+1|.2⟩+⟨V1−V0,|U0|.2⟩, |
the Eq (3.28) becomes
α|||δ¯xVn+1|||2Q−2βm+1J∑j=1(Vn+1j)m+1h−ρn∑k=1⟨Vk+1−Vk−1,|Uk|2⟩−ρ⟨Vn+1−Vn,|Un+1|2⟩= α|||δ¯xV0|||2Q−2βm+1J∑j=1(V0j)m+1h+ρ⟨V1−V0,|U0|2⟩. | (3.29) |
Multiplying Eqs (3.25) and (3.29) with ρ and q2, respectively, and subtracting the results, (3.22) follows immediately.
In the following convergence analysis, we will take the symbol C as a general positive constant independent of h and τ, not necessarily the same at different occurrences. We assume that there is a positive constant Y∗ such that the exact solutions u and v of the coupled system satisfy
max{||un||∞,||unt||∞,||vn||∞,||vnt||∞}≤Y∗,0≤n≤N. | (3.30) |
Let Y0=2(Y∗+1)2 and define a smooth function Ψ(r,s)∈C∞(R2) as
Ψ(r,s)={ψ(r,s),r2+s2≤Y0,0,r2+s2≥Y0+1. | (3.31) |
Since schemes (2.14) and (2.15) are nonlinear, we change it into the following linearized compact scheme to reduce computational cost:
iϵB2(U0∗j−U0jτ)+p2A2δ2x(U0∗j+U0j)−qB2(V0jU0j)=sB2(|U0j|2U0j), | (3.32) |
B1B2(V0∗j−V0jτ)+α2A1A2δˆxδ2x(V0∗j+V0j)+βB2A1δˆxψ(V0j,V0j)=−ρB2A1δˆx|U0j|2, | (3.33) |
iϵB2(δtUnj)+pA2δ2xUn+12j−qB2(ˆVnjˆUnj)=sB2(^(|U|2)njˆUnj), | (3.34) |
B1B2(δtVnj)+αA1A2δˆxδ2xVn+12j+βB2A1δˆxΨ(Vnj,Vn∗j)=−ρB2A1δˆx^(|U|2)nj, | (3.35) |
where ˆU0=(U0∗+U0)/2, ˆUn=3Un/2−Un−1/2, and Un∗=2Un−Un−1 for n≥1.
We can prove that the temporal and spatial convergence rates of the linearized compact schemes (3.34) and (3.35) are second- and eighth-order, respectively.
Lemma 9. Let {yn} be a nonnegative real sequence, c a nonnegative constant, d and τ are positive constants. If
yn+1≤c+dτn∑i=0yiforn≥0, |
then
yn+1≤(c+dτy0)edτ(n+1)forn≥0. |
Theorem 3. Suppose that u,v∈C4(0,T;C11(R)) are the exact solutions to Eqs (1.1) and (1.2), h8τ−1=o(1), and that assumption (3.30) holds. Let U and V be the solutions of (3.34) and (3.35). Then there exists a constant C=C(Y∗,T) such that
max0<n≤N{||un−Un||1+||vn−Vn||1}≤C(τ2+h8), |
for h and τ sufficiently small.
Proof. Let Enu=un−Un and Env=vn−Vn. By Eqs (1.1), (1.2), (3.34) and (3.35), and ignoring the subindex j, we obtain
iϵB2(δtEnu)+pA2δ2xEn+12u=qB2Tn1+sB2Tn2+rnu, | (3.36) |
B1B2(δtEnv)+αA1A2δˆxδ2xEn+12v=−βB2A1δˆxTn3−ρB2A1δˆxTn4+rnv, | (3.37) |
where
Tn1=ˆvn.ˆun−ˆVn.ˆUn,Tn2=^(|u|2)n.ˆun−^(|U|2)n.ˆUn,Tn3=Ψ(vn,vn∗)−Ψ(Vn,Vn∗),Tn4=^(|u|2)n−^(|U|2)n. |
By the assumption (3.30) and definition (3.31), one can see that Ψ((vn,vn+1))=ψ((vn,vn+1)), and hence, the truncation errors rnu and rnv are such that rnu=O(τ2+h8) and rnv=O(τ2+h8). Under the smoothness assumption of u and v, we have
δtrnu=O(τ2+h8)andδtrnv=O(τ2+h8). |
From (3.36) and (3.37), we can obtain the following equations:
iϵδtEnu+pB−12A2δ2xEn+12u=qTn1+sTn2+Rnu, | (3.38) |
A−11B1(δtEnv)+αB−12A2δˆxδ2xEn+12v=−βδˆxTn3−ρδˆxTn4+Rnv, | (3.39) |
where Rnu=B−12rnu and Rnv=B−12A−11rnu.
We use the induction argument as in [15,16,17] to estimate the error bounds. To obtain our error estimate, we assume that there exists a constant h0>0 such that, for 0<h≤h0,
max{||Enu||∞,||Env||∞,||δtEn−1u||∞,||δtEn−1v||∞}≤1,1≤n≤k. | (3.40) |
Since E0u=E0v=0, it is easy to see that
||E1u||1≤C(τ2+h8)and||E1v||1≤C(τ2+h8). |
For n≥1, by computing the inner product ⟨⋅,⋅⟩ on both sides of (3.38) with En+12u. we can obtain following equation by Lemma 4:
iϵ⟨δtEnu,En+12u⟩−p⟨B−12A2δ¯xEn+12u,δ¯xEn+12u⟩=q⟨Tn1,En+12u⟩+s⟨Tn2,En+12u⟩+⟨Rnu,En+12u⟩. | (3.41) |
Taking the imaginary part of (3.41), we can obtain the inequality
ϵ2τ{||En+1u||2−||Enu||2}≤q22||Tn1||2+s22||Tn2||2+12||Rnu||2+32||En+12u||2. | (3.42) |
By computing the inner product ⟨⋅,⋅⟩ on both sides of (3.39) with En+12v. we can obtain following equation by Lemma 4:
⟨A−11B1(δtEnv),En+12v⟩−α⟨B−12A2δˆxδ¯xEn+12v,δ¯xEn+12v⟩= β⟨Tn3,δˆxEn+12v⟩+ρ⟨Tn4,δˆxEn+12v⟩+⟨Rnv,En+12v⟩. | (3.43) |
Since
Tn1=ˆEnv.ˆun+ˆEnu.ˆvn−ˆEnu.ˆEnv,Tn2=(^|u|.2)n.ˆEnu+[2Re(^¯u.Eu)n−(^|Eu|.2)n].ˆun−[2Re(^¯u.Eu)n−(^|Eu|.2)n].ˆEnu,Tn4=(^¯u.Eu)n+(u.^¯Eu)n−(^|Eu|.2)n, |
we can have the inequality
||Tn1||2+||Tn2||2+||Tn3||2+||Tn4||2≤C(||En−1u||2+||Enu||2+||En−1v||2+||Env||2). | (3.44) |
By Lemma 5, Eq (3.43) and inequality (3.44), we have
12τ{|||En+1v|||2P−|||Env|||2P}≤C{||En−1u||2+||Enu||2+||En−1v||2}+C{||Env||2+||En+1v||2+||δ¯xEnv||2+||δ¯xEn+1v||2+||Rnv||2}. | (3.45) |
Summing inequalities (3.42) and (3.45) side by side, and using inequality (3.44), we can have following inequality with E0u=E0v=0:
ϵ||Ek+1u||2+|||Ek+1v|||2P≤Cτk+1∑n=1{||Enu||2+||Env||2+||δ¯xEnv||2+||Rn−1u||2+||Rn−1v||2}. | (3.46) |
By Computing the inner product ⟨⋅,⋅⟩ on both sides of (3.38) with δtEnu. we can obtain following equation by Lemma 4:
iϵ⟨δtEnu,δtEnu⟩−p⟨B−12A2δ¯xEn+12u,δ¯xδtEnu⟩=q⟨Tn1,δtEnu⟩+s⟨Tn2,δtEnu⟩+⟨Rnu,δtEnu⟩. | (3.47) |
Taking the real part of (3.47) and summing from 0 to k, we can obtain
p2τ|||δ¯xEk+1u|||2Q= −qRe(k∑n=0⟨Tn1,δtEnu⟩)−sRe(k∑n=0⟨Tn2,δtEnu⟩)−Re(k∑n=0⟨Rnu,δtEnu⟩):= Mk1+Mk2+Mk3. | (3.48) |
By using a method of summation by parts together with assumptions (3.30) and (3.40), we have the inequalities
|Mk1|+|Mk2|≤Ck∑n=1{||Enu||2+||Env||2}+Cτ||Ek+1u||2,|Mk3|≤Ck∑n=1{||Enu||2+||δtRn−1u||2}+Cτ||Ek+1u||2+Cτ||Rku||2. |
By (3.48) and the above estimates, we can obtain
|||δ¯xEk+1u|||2Q≤C{||Ek+1u||2+||Rku||2}+Cτk∑n=1{||Enu||2+||Env||2+||δtRn−1u||2}. | (3.49) |
For any real-valued grid function f, an operator Θ is defined by
Θfj=j−1∑k=1fkh+h2fj,j=1,2,…,J,Θf0=J−1∑k=1fkh+h2fJ, | (3.50) |
with Θfj=Θfj+J. The following results can be easily proved:
δ2xΘfj=δˆxfj,δˆxΘfj=14(fj−1+2fj+fj+1)=Jfj, | (3.51) |
⟨f,Θf⟩=J∑j=1fj⋅Θfjh=12(J∑j=1fjh)2≥0, | (3.52) |
||Θf||2≤l22||f||2. | (3.53) |
Then define a matrix J corresponding to the operator J, i.e.,
J=14(210⋯1121⋱⋮0⋱⋱⋱0⋮⋱1211⋯012)J×J. |
It's obvious that J is invertible and J−1 is circulant symmetric positive definite as the scale J of matrix is an odd integer. By computing the inner product ⟨⋅,⋅⟩ on both sides of (3.39) with δt(J−1ΘEv)n and applying Lemma 4, (3.51) and (3.52), we can obtain
⟨J−1A−11B1(δtEnv),δt(ΘEv)n⟩+α⟨B−12A2δ¯xEn+12v,δtδ¯xEnv⟩= β⟨Tn3,δtEnv⟩+ρ⟨Tn4,δtEnv⟩+⟨Rnv,δt(J−1ΘEv)n⟩. | (3.54) |
Since J, A1, B1 are circulant symmetric positive definite, so there exists G such that J−1A−11B1=GGT. By (3.51) and (3.52), we can have
⟨J−1A−11B1(δtEnv),δt(ΘEv)n⟩=⟨δt(GEv)n,δt(Θ(GEv))n⟩= 12(hJ∑j=1δt(GEv)nj)2:=Cn≥0. | (3.55) |
Summing Eq (3.54) from 0 to k together with (3.55), we can obtain
k∑n=0Cn+α2τ|||δ¯xEk+1v|||2Q= βk∑n=0⟨Tn3,δtEnv⟩+ρk∑n=0⟨Tn4,δtEnv⟩+k∑n=0⟨Rnv,δt(J−1ΘEv)n⟩:= Mk4+Mk5+Mk6. | (3.56) |
By using a method of summation by parts together with assumptions (3.30) and (3.40), we have the inequalities
|Mk4|+|Mk5|≤Ck∑n=1{||Env||2+||Enu||2}+Cτ||Ek+1v||2,|Mk6|≤Ck∑n=1{||J−1ΘEnv||2+||δtRn−1v||2}+Cτ||J−1ΘEk+1v||2+Cτ||Rkv||2. |
Noticing that J(I−h24δ2x+h416δ2xδ2x−h664δ2xδ2xδ2x)=I−h8256δ2xδ2xδ2xδ2x, we have
J−1=I−h24δ2x+h416δ2xδ2x−h664δ2xδ2xδ2x+O(h8). |
By using Lemma 6 and (3.53), the above inequality can be written as
|Mk6|≤Ck∑n=1{||Env||2+||δtRn−1v||2}+Cτ||Ek+1v||2+Cτ||Rkv||2, |
Multiplying Eq (3.56) with 2τ, we can obtain
|||δ¯xEk+1v|||2Q≤Cτk∑n=1{||Enu||2+||Env||2+||δtRn−1v||2}+C{||Ek+1v||2+||Rkv||2}. | (3.57) |
Since the norms ||⋅||, |||⋅|||P, and |||⋅|||Q are equivalent, we can have the following inequality by summing (3.46), (3.49) and (3.57):
||Ek+1u||21+||Ek+1v||21≤C{||Rku||2+||Rkv||2}+Cτk+1∑n=1{||Env||21+||Enu||2+||δtRn−1u||2+||δtRn−1v||2+||Rn−1u||2+||Rn−1v||2}. | (3.58) |
Taking τ sufficiently small and applying Lemmas 8 and 9, we can obtain
||Ek+1u||21+||Ek+1v||21≤C(τ4+h16). | (3.59) |
Moreover, we need to confirm the inequality in (3.40) holds for n=k+1 to complete our proof. We can get the following inequalities by Lemma 6:
||Ek+1u||∞≤C||Ek+1u||1≤C(Y∗,h0,T)(τ2+h8),||δtEku||∞≤τ−1||Ek+1u−Eku||∞≤C(Y∗,h0,T)(τ+h8τ−1), |
and similar inequalities hold for ||Ek+1v||∞ and ||δtEku||∞. Then it's easy to see that the inequalities above hold for n=k+1 when h8τ−1=o(1), i.e., h8τ−1→0 as h→0, and taking h sufficiently small, which implies that assumption (3.40) is valid for n=k+1. The proof is finished.
Corollary 1. By applying Lemma 6, we can obtain the following optimal order convergence rate under the same conditions in Theorem 3:
max0<n≤N{||un−Un||∞+||vn−Vn||∞}≤C(τ2+h8). |
In this section, some numerical examples are presented to illustrate the conservative properties and eighth-order accuracy of the proposed compact scheme. The ultimate compact schemes (3.32)–(3.35) can be written as the following linear matrix equations:
C1U0∗=D1U0+E1(U0,V0),C2V0∗=D2V0+E2(U0,V0),C1Un+1=D1Un+F1(^(|U|.2)n,ˆUn,ˆVn),C2Vn+1=D2Vn+F2(Vn,Vn∗,^(|U|.2)n), |
where E1, E2, F1 and F2 are nonlinear terms. Our numerical experiments are conducted using Matlab (R2019b). The invariants I1,I2,I3 and I4 are tested by the discrete formulations:
In1h=hJ∑j=1|Unj|2,In2h=hJ∑j=1Vnj,In3h=hJ∑j=1(qβm+1(Vnj)m+1+pρ|B−11A1δˆxUnj|2+qρVnj|Unj|2+sρ2|Unj|4−qα2(B−11A1δˆxVnj)2),In4h=hJ∑j=1(q(Vnj)2−2ρϵIm(UnjB−11A1δˆx¯Unj)), |
and the errors of invariants are defined as
E1=|In1h−I01h|,E2=|In2h−I02h|,E3=|In3h−I03h|,E4=|In4h−I04h|. |
Moreover, the accuracy of the proposed scheme is tested by the discrete L2- norm (||u−U||+||v−V||) and L∞- norm (||u−U||∞+||v−V||∞).
Example 1. [8] We consider the following Cauchy problem:
iut+uxx−vu=0,(x,t)∈R×(0,T],vt+vxxx+(3v2+|u|2)x=0,(x,t)∈R×(0,T],u(x,0)=φ(x),v(x,0)=ϕ(x),x∈R, |
whose exact solutions are given by u(x,t)=exp(i(x+t/4)) and v(x,t)=3/4. we then compute the equations with h=π/20 and τ=0.001 in the spatial interval [0,2π]. The errors of the numerical invariants at different time are listed in Table 1, which indicates that the proposed compact scheme preserves the conservation properties. Table 2 shows that the convergence rate of the proposed compact scheme is eighth-order in space.
t | E1 | E2 | E3 | E4 |
1 | 3.73346E-11 | 1.11910E-13 | 9.03455E-12 | 7.48273E-11 |
5 | 1.86450E-10 | 5.69322E-13 | 4.50811E-11 | 3.73753E-10 |
10 | 3.72820E-10 | 1.32072E-12 | 8.96581E-11 | 7.47615E-10 |
t | h | τ | L2−error | Rate | L∞−error | Rate |
2 | h | τ | 1.09158E-03 | 4.35476E-04 | ||
h/2 | τ/16 | 4.80890E-06 | 7.82649 | 1.91847E-06 | 7.82649 | |
h/4 | τ/256 | 1.89240E-08 | 7.98935 | 7.54999E-09 | 7.98927 | |
5 | h | τ | 2.94823E-03 | 1.17617E-03 | ||
h/2 | τ/16 | 1.20760E-05 | 7.93156 | 4.81764E-06 | 7.93156 | |
h/4 | τ/256 | 4.73303E-08 | 7.99517 | 1.88923E-08 | 7.99439 | |
10 | h | τ | 6.04262E-03 | 2.41066E-03 | ||
h/2 | τ/16 | 2.41903E-05 | 7.96460 | 9.65142E-06 | 7.96447 | |
h/4 | τ/256 | 1.02970E-07 | 7.87605 | 4.42506E-08 | 7.76890 |
Example 2. [3] We consider the following coupled equations:
iϵut+32uxx−12vu=0,(x,t)∈R×(0,T],vt+12vxxx+12(v2+|u|2)x=0,(x,t)∈R×(0,T], |
with exact solutions
u(x,t)=−6√3c5tanh(ξ)cosh(ξ)exp(ic((320ϵ−ϵc6)t−ϵ3x)),v(x,t)=−9c51cosh2(ξ),ξ=√c/10(x+ct), |
where c is an arbitrary positive constant. In addition, we set the artificial boundary conditions u(a,t)=u(b,t)=0 and v(a,t)=v(b,t)=0 to satisfy the physical condition that |u| and v tend to zero as |x|→∞. Our simulations are conducted by taking ϵ=1, the traveling wave speed c=0.45 and initial conditions
u(x,0)=−6√3c5tanh(ξ)cosh(ξ)exp(ic(−ϵ3x)),v(x,0)=−9c51cosh2(ξ),ξ=√c/10(x+ct). |
Table 3 lists the numerical solutions at t=0.001, with h=0.25, τ=0.00001 and [a,b]=[−30,30], where the scheme MECS expands [a,b] to [−150,150] for reducing boundary truncation error. Compared with the numerical results obtained by the fourth-order compact scheme (FCS) in [9] and exponential time differencing three-layer implicit scheme with Padé approximation (ETDT-P) in [7]. We can see that the eighth-order compact scheme (ECS) and modified eighth-order compact scheme (MECS) give better approximations. In addition, MECS gives much more accurate error estimate than ECS, which is caused by boundary truncation error. The numerical solution profiles of |U| and V, as well as the contours in Figure 1 show that the waves traveling with a speed c=0.45 keep the shape and hight, which are in good agreement with the exact solutions.
x | MECS | ECS | FCS | ETDT-P | Exact solution | |
ImU | -20 | 3.7904E-03 | 3.7904E-03 | 3.7904E-03 | 3.7904E-03 | 3.7904E-03 |
-10 | 2.1428E-01 | 2.1428E-01 | 2.1428E-01 | 2.1428E-01 | 2.1428E-01 | |
0 | -3.013332E-09 | -3.013332E-09 | -3.0140E-09 | -2.4973E-09 | -3.013332E-09 | |
10 | 2.1424E-01 | 2.1424E-01 | 2.1424E-01 | 2.1424E-01 | 2.1424E-01 | |
20 | 3.7915E-03 | 3.7915E-03 | 3.7915E-03 | 3.7915E-03 | 3.7915E-03 | |
||ImEu|| | 5.1605E-14 | 1.5738E-05 | 1.4412E-05 | 3.8279E-05 | ||
ReU | -20 | -2.6597E-02 | -2.6597E-02 | -2.6597E-02 | -2.6597E-02 | -2.6597E-02 |
-10 | 1.5188E-02 | 1.5188E-02 | 1.5188E-02 | 1.5188E-02 | 1.5188E-02 | |
0 | -8.928390E-05 | -8.928390E-05 | -8.928328E-05 | -8.9282E-05 | -8.928390E-05 | |
10 | -1.5200E-02 | -1.5200E-02 | -1.5200E-02 | -1.5200E-02 | -1.5200E-02 | |
20 | 2.6592E-02 | 2.6592E-02 | 2.6592E-02 | 2.6592E-02 | 2.6592E-02 | |
||ReEu|| | 3.9746E-14 | 9.7531E-05 | 8.0273E-05 | 7.5941E-06 | ||
V | -20 | -6.6886E-04 | -6.6886E-04 | -6.6886E-04 | -6.6886E-04 | -6.6886E-04 |
-10 | -4.5256E-02 | -4.5256E-02 | -4.5256E-02 | -4.5256E-02 | -4.5256E-02 | |
0 | -8.1000E-01 | -8.1000E-01 | -8.1000E-01 | -8.1000E-01 | -8.1000E-01 | |
10 | -4.5239E-02 | -4.5239E-02 | -4.5239E-02 | -4.5239E-02 | -4.5239E-02 | |
20 | -6.6861E-04 | -6.6861E-04 | -6.6861E-04 | -6.6861E-04 | -6.6861E-04 | |
||Ev|| | 7.6034E-14 | 1.1311E-06 | 7.2736E-07 | 1.0331E-07 |
Example 3. [11] We consider the following coupled equations:
iut+uxx−σvu+|u|2u=0,(x,t)∈R×(0,T],vt+vxxx+12(v2−σ|u|2)x=0,(x,t)∈R×(0,T], |
with exact solutions
u(x,t)=exp(i(ωt+cx/2))√2C∗(1+6σ)cosh(√C∗(x−ct)),C∗=c2/4+ω2,v(x,t)=12C∗cosh2(√C∗(x−ct)),2c=1+√1+σ3(1+6σ), |
where σ∈(−1/6,0) and ω∈R. Set the artificial boundary conditions u(a,t)=u(b,t)=0 and v(a,t)=v(b,t)=0. Our simulations are conducted by taking σ=−1/12, ω=0, [a,b]=[−40,70], the traveling wave speed c=(1+√71/72)/2 and initial conditions
u(x,0)=exp(icx/2)√2C∗(1+6σ)cosh(√C∗x),C∗=c2/4+ω2,v(x,0)=12C∗cosh2(√C∗x),2c=1+√1+σ3(1+6σ). |
The errors of the numerical invariants at different times are listed in Table 4, which indicates that the proposed compact scheme preserves the conservation properties. Table 5 shows that the convergence rate of the proposed compact scheme is eighth-order in space. The numerical solution profiles of |U| and V, as well as the contours in Figure 2 show that the waves traveling with a speed c=0.99652 keep the shape and hight, which are in good agreement with the exact solutions.
t | E1 | E2 | E3 | E4 |
1 | 1.35891E-13 | 8.96330E-10 | 1.65457E-10 | 3.32290E-10 |
5 | 7.79488E-13 | 9.67230E-08 | 8.24029E-10 | 1.65427E-09 |
10 | 1.53033E-12 | 2.48881E-07 | 1.64719E-09 | 3.30639E-09 |
t | h | τ | L2−error | Rate | L∞−error | Rate |
1 | h | τ | 2.83547E-02 | 1.60049E-02 | ||
h/2 | τ/16 | 8.47660E-05 | 8.38589 | 5.63783E-05 | 8.14915 | |
h/4 | τ/256 | 3.28192E-07 | 8.01280 | 2.20134E-07 | 8.00062 | |
5 | h | τ | 7.81002E-02 | 3.78102E-02 | ||
h/2 | τ/16 | 2.60905E-04 | 8.22566 | 1.49546E-04 | 7.98205 | |
h/4 | τ/256 | 1.01440E-06 | 8.00675 | 5.81734E-07 | 8.00601 | |
10 | h | τ | 1.44349E-01 | 7.50822E-02 | ||
h/2 | τ/16 | 4.75731E-04 | 8.24520 | 2.60189E-04 | 8.17277 | |
h/4 | τ/256 | 1.84463E-06 | 8.01067 | 1.00971E-06 | 8.00947 |
In this paper, we propose an eighth-order compact finite difference scheme by constructing several circulant symmetric positive definite matrices to obtain the numerical solution of coupled Schrödinger-KdV equations. The performance of proposed compact scheme is evaluated by conservation properties and error estimate. Numerical examples demonstrate the better performance of the proposed compact scheme in accuracy compared with FCS and ETDT-P given in [7,9]. Since the matrices have good properties, we can discuss the possibility that the proposed compact scheme can be applied to other equations such as nonlinear Dirac equation [21], generalized Rosenau-RLW equation [22], Klein-Gordon-Schrödinger equation [23], coupled Gross-Pitaevskii equations [24] and regularized long wave equation [25].
This work was supported by National Natural Science Foundation of China (No. 11471092).
The authors declare no conflicts of interest.
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t | E1 | E2 | E3 | E4 |
1 | 3.73346E-11 | 1.11910E-13 | 9.03455E-12 | 7.48273E-11 |
5 | 1.86450E-10 | 5.69322E-13 | 4.50811E-11 | 3.73753E-10 |
10 | 3.72820E-10 | 1.32072E-12 | 8.96581E-11 | 7.47615E-10 |
t | h | τ | L2−error | Rate | L∞−error | Rate |
2 | h | τ | 1.09158E-03 | 4.35476E-04 | ||
h/2 | τ/16 | 4.80890E-06 | 7.82649 | 1.91847E-06 | 7.82649 | |
h/4 | τ/256 | 1.89240E-08 | 7.98935 | 7.54999E-09 | 7.98927 | |
5 | h | τ | 2.94823E-03 | 1.17617E-03 | ||
h/2 | τ/16 | 1.20760E-05 | 7.93156 | 4.81764E-06 | 7.93156 | |
h/4 | τ/256 | 4.73303E-08 | 7.99517 | 1.88923E-08 | 7.99439 | |
10 | h | τ | 6.04262E-03 | 2.41066E-03 | ||
h/2 | τ/16 | 2.41903E-05 | 7.96460 | 9.65142E-06 | 7.96447 | |
h/4 | τ/256 | 1.02970E-07 | 7.87605 | 4.42506E-08 | 7.76890 |
x | MECS | ECS | FCS | ETDT-P | Exact solution | |
ImU | -20 | 3.7904E-03 | 3.7904E-03 | 3.7904E-03 | 3.7904E-03 | 3.7904E-03 |
-10 | 2.1428E-01 | 2.1428E-01 | 2.1428E-01 | 2.1428E-01 | 2.1428E-01 | |
0 | -3.013332E-09 | -3.013332E-09 | -3.0140E-09 | -2.4973E-09 | -3.013332E-09 | |
10 | 2.1424E-01 | 2.1424E-01 | 2.1424E-01 | 2.1424E-01 | 2.1424E-01 | |
20 | 3.7915E-03 | 3.7915E-03 | 3.7915E-03 | 3.7915E-03 | 3.7915E-03 | |
||ImEu|| | 5.1605E-14 | 1.5738E-05 | 1.4412E-05 | 3.8279E-05 | ||
ReU | -20 | -2.6597E-02 | -2.6597E-02 | -2.6597E-02 | -2.6597E-02 | -2.6597E-02 |
-10 | 1.5188E-02 | 1.5188E-02 | 1.5188E-02 | 1.5188E-02 | 1.5188E-02 | |
0 | -8.928390E-05 | -8.928390E-05 | -8.928328E-05 | -8.9282E-05 | -8.928390E-05 | |
10 | -1.5200E-02 | -1.5200E-02 | -1.5200E-02 | -1.5200E-02 | -1.5200E-02 | |
20 | 2.6592E-02 | 2.6592E-02 | 2.6592E-02 | 2.6592E-02 | 2.6592E-02 | |
||ReEu|| | 3.9746E-14 | 9.7531E-05 | 8.0273E-05 | 7.5941E-06 | ||
V | -20 | -6.6886E-04 | -6.6886E-04 | -6.6886E-04 | -6.6886E-04 | -6.6886E-04 |
-10 | -4.5256E-02 | -4.5256E-02 | -4.5256E-02 | -4.5256E-02 | -4.5256E-02 | |
0 | -8.1000E-01 | -8.1000E-01 | -8.1000E-01 | -8.1000E-01 | -8.1000E-01 | |
10 | -4.5239E-02 | -4.5239E-02 | -4.5239E-02 | -4.5239E-02 | -4.5239E-02 | |
20 | -6.6861E-04 | -6.6861E-04 | -6.6861E-04 | -6.6861E-04 | -6.6861E-04 | |
||Ev|| | 7.6034E-14 | 1.1311E-06 | 7.2736E-07 | 1.0331E-07 |
t | E1 | E2 | E3 | E4 |
1 | 1.35891E-13 | 8.96330E-10 | 1.65457E-10 | 3.32290E-10 |
5 | 7.79488E-13 | 9.67230E-08 | 8.24029E-10 | 1.65427E-09 |
10 | 1.53033E-12 | 2.48881E-07 | 1.64719E-09 | 3.30639E-09 |
t | h | τ | L2−error | Rate | L∞−error | Rate |
1 | h | τ | 2.83547E-02 | 1.60049E-02 | ||
h/2 | τ/16 | 8.47660E-05 | 8.38589 | 5.63783E-05 | 8.14915 | |
h/4 | τ/256 | 3.28192E-07 | 8.01280 | 2.20134E-07 | 8.00062 | |
5 | h | τ | 7.81002E-02 | 3.78102E-02 | ||
h/2 | τ/16 | 2.60905E-04 | 8.22566 | 1.49546E-04 | 7.98205 | |
h/4 | τ/256 | 1.01440E-06 | 8.00675 | 5.81734E-07 | 8.00601 | |
10 | h | τ | 1.44349E-01 | 7.50822E-02 | ||
h/2 | τ/16 | 4.75731E-04 | 8.24520 | 2.60189E-04 | 8.17277 | |
h/4 | τ/256 | 1.84463E-06 | 8.01067 | 1.00971E-06 | 8.00947 |
t | E1 | E2 | E3 | E4 |
1 | 3.73346E-11 | 1.11910E-13 | 9.03455E-12 | 7.48273E-11 |
5 | 1.86450E-10 | 5.69322E-13 | 4.50811E-11 | 3.73753E-10 |
10 | 3.72820E-10 | 1.32072E-12 | 8.96581E-11 | 7.47615E-10 |
t | h | τ | L2−error | Rate | L∞−error | Rate |
2 | h | τ | 1.09158E-03 | 4.35476E-04 | ||
h/2 | τ/16 | 4.80890E-06 | 7.82649 | 1.91847E-06 | 7.82649 | |
h/4 | τ/256 | 1.89240E-08 | 7.98935 | 7.54999E-09 | 7.98927 | |
5 | h | τ | 2.94823E-03 | 1.17617E-03 | ||
h/2 | τ/16 | 1.20760E-05 | 7.93156 | 4.81764E-06 | 7.93156 | |
h/4 | τ/256 | 4.73303E-08 | 7.99517 | 1.88923E-08 | 7.99439 | |
10 | h | τ | 6.04262E-03 | 2.41066E-03 | ||
h/2 | τ/16 | 2.41903E-05 | 7.96460 | 9.65142E-06 | 7.96447 | |
h/4 | τ/256 | 1.02970E-07 | 7.87605 | 4.42506E-08 | 7.76890 |
x | MECS | ECS | FCS | ETDT-P | Exact solution | |
ImU | -20 | 3.7904E-03 | 3.7904E-03 | 3.7904E-03 | 3.7904E-03 | 3.7904E-03 |
-10 | 2.1428E-01 | 2.1428E-01 | 2.1428E-01 | 2.1428E-01 | 2.1428E-01 | |
0 | -3.013332E-09 | -3.013332E-09 | -3.0140E-09 | -2.4973E-09 | -3.013332E-09 | |
10 | 2.1424E-01 | 2.1424E-01 | 2.1424E-01 | 2.1424E-01 | 2.1424E-01 | |
20 | 3.7915E-03 | 3.7915E-03 | 3.7915E-03 | 3.7915E-03 | 3.7915E-03 | |
||ImEu|| | 5.1605E-14 | 1.5738E-05 | 1.4412E-05 | 3.8279E-05 | ||
ReU | -20 | -2.6597E-02 | -2.6597E-02 | -2.6597E-02 | -2.6597E-02 | -2.6597E-02 |
-10 | 1.5188E-02 | 1.5188E-02 | 1.5188E-02 | 1.5188E-02 | 1.5188E-02 | |
0 | -8.928390E-05 | -8.928390E-05 | -8.928328E-05 | -8.9282E-05 | -8.928390E-05 | |
10 | -1.5200E-02 | -1.5200E-02 | -1.5200E-02 | -1.5200E-02 | -1.5200E-02 | |
20 | 2.6592E-02 | 2.6592E-02 | 2.6592E-02 | 2.6592E-02 | 2.6592E-02 | |
||ReEu|| | 3.9746E-14 | 9.7531E-05 | 8.0273E-05 | 7.5941E-06 | ||
V | -20 | -6.6886E-04 | -6.6886E-04 | -6.6886E-04 | -6.6886E-04 | -6.6886E-04 |
-10 | -4.5256E-02 | -4.5256E-02 | -4.5256E-02 | -4.5256E-02 | -4.5256E-02 | |
0 | -8.1000E-01 | -8.1000E-01 | -8.1000E-01 | -8.1000E-01 | -8.1000E-01 | |
10 | -4.5239E-02 | -4.5239E-02 | -4.5239E-02 | -4.5239E-02 | -4.5239E-02 | |
20 | -6.6861E-04 | -6.6861E-04 | -6.6861E-04 | -6.6861E-04 | -6.6861E-04 | |
||Ev|| | 7.6034E-14 | 1.1311E-06 | 7.2736E-07 | 1.0331E-07 |
t | E1 | E2 | E3 | E4 |
1 | 1.35891E-13 | 8.96330E-10 | 1.65457E-10 | 3.32290E-10 |
5 | 7.79488E-13 | 9.67230E-08 | 8.24029E-10 | 1.65427E-09 |
10 | 1.53033E-12 | 2.48881E-07 | 1.64719E-09 | 3.30639E-09 |
t | h | τ | L2−error | Rate | L∞−error | Rate |
1 | h | τ | 2.83547E-02 | 1.60049E-02 | ||
h/2 | τ/16 | 8.47660E-05 | 8.38589 | 5.63783E-05 | 8.14915 | |
h/4 | τ/256 | 3.28192E-07 | 8.01280 | 2.20134E-07 | 8.00062 | |
5 | h | τ | 7.81002E-02 | 3.78102E-02 | ||
h/2 | τ/16 | 2.60905E-04 | 8.22566 | 1.49546E-04 | 7.98205 | |
h/4 | τ/256 | 1.01440E-06 | 8.00675 | 5.81734E-07 | 8.00601 | |
10 | h | τ | 1.44349E-01 | 7.50822E-02 | ||
h/2 | τ/16 | 4.75731E-04 | 8.24520 | 2.60189E-04 | 8.17277 | |
h/4 | τ/256 | 1.84463E-06 | 8.01067 | 1.00971E-06 | 8.00947 |