Error analysis of trigonometric integrators for semilinear wave equations

An error analysis of trigonometric integrators (or exponential integrators) applied to spatial semi-discretizations of semilinear wave equations with periodic boundary conditions in one space dimension is given. In particular, optimal second-order convergence is shown requiring only that the exact solution is of finite energy. The analysis is uniform in the spatial discretization parameter. It covers the impulse method which coincides with the method of Deuflhard and the mollified impulse method of Garc\'ia-Archilla, Sanz-Serna & Skeel as well as the trigonometric methods proposed by Hairer & Lubich and by Grimm & Hochbruck. The analysis can also be used to explain the convergence behaviour of the St\"ormer-Verlet/leapfrog discretization in time.Comment: 25 page

Exponential integrators for the stochastic Manakov equation

This article presents and analyses an exponential integrator for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefringent optical fibers. We first prove that the strong order of the numerical approximation is $1/2$ if the nonlinear term in the system is globally Lipschitz-continuous. Then, we use this fact to prove that the exponential integrator has convergence order $1/2$ in probability and almost sure order $1/2$, in the case of the cubic nonlinear coupling which is relevant in optical fibers. Finally, we present several numerical experiments in order to support our theoretical findings and to illustrate the efficiency of the exponential integrator as well as a modified version of it

Geometric Numerical Integration

The subject of this workshop was numerical methods that preserve geometric properties of the flow of an ordinary or partial differential equation. This was complemented by the question as to how structure preservation affects the long-time behaviour of numerical methods

Analysis of a splitting scheme for a class of nonlinear stochastic Schr\uf6dinger equations

We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\uf6dinger equations driven by additive It\uf4 noise. The class of nonlinearities of interest includes nonlocal interaction cubic nonlinearities. We show that the numerical solution is symplectic and preserves the expected mass for all times. On top of that, for the convergence analysis, some exponential moment bounds for the exact and numerical solutions are proved. This enables us to provide strong orders of convergence as well as orders of convergence in probability and almost surely. Finally, extensive numerical experiments illustrate the performance of the proposed numerical scheme

Exponential Integrators for Stochastic Maxwell's Equations Driven by It\^o Noise

This article presents explicit exponential integrators for stochastic Maxwell's equations driven by both multiplicative and additive noises. By utilizing the regularity estimate of the mild solution, we first prove that the strong order of the numerical approximation is $\frac 12$ for general multiplicative noise. Combing a proper decomposition with the stochastic Fubini's theorem, the strong order of the proposed scheme is shown to be $1$ for additive noise. Moreover, for linear stochastic Maxwell's equation with additive noise, the proposed time integrator is shown to preserve exactly the symplectic structure, the evolution of the energy as well as the evolution of the divergence in the sense of expectation. Several numerical experiments are presented in order to verify our theoretical findings.Comment: 21 Page