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Irene Kyza

Publications and source records attributed to Irene Kyza.

10 recordsLinked to original sources

A second-order-in-time scheme for the von Neumann equation with singular self-interaction and simulation of the onset of instability

The von Neumann equation with delta self-interaction kernel serves as a statistical model for nonlinear waves, and it exhibits a bifurcation between stable and unstable regimes. In oceanography it is known as the Alber equation, and its bifurcation is important for understanding rogue waves, a key problem in marine safety. Despite its significance, only one first-order-in-time numerical method exists in the literature. In this paper, we propose a structure-preserving, linearly implicit, second-order-in-time scheme for its numerical solution. We employ fourth-order finite differences for the spatial discretization. As an illustrative example, we explore the onset of modulation instability. We verify that the linear stability analysis accurately predicts the initial growth phase, but fails to forecast the maximum amplitude, the formation of a coherent structure in the nonlinear regime, or the relevant timescales. Monte Carlo simulations with Gaussian background spectra reveal that the maximum amplitude depends mainly on the homogeneous background rather than the initial inhomogeneity. For weak instabilities, the inhomogeneity grows substantially from its initial condition, but remains small compared to the background. On the other hand, strong instability leads to recurrent hotspots of increased variance. This provides a possible explanation of how modulation instability makes rogue waves more likely in unidirectional sea states.

math.NA

Efficient numerical approximations for a non-conservative Nonlinear Schrodinger equation appearing in wind-forced ocean waves

We consider a non-conservative nonlinear Schrodinger equation (NCNLS) with time-dependent coefficients, inspired by a water waves problem. This problem does not have mass or energy conservation, but instead mass and energy change in time under explicit balance laws. In this paper we extend to the particular NCNLS two numerical schemes which are known to conserve energy and mass in the discrete level for the cubic NLS. Both schemes are second oder accurate in time, and we prove that their extensions satisfy discrete versions of the mass and energy balance laws for the NCNLS. The first scheme is a relaxation scheme that is linearly implicit. The other scheme is a modified Delfour-Fortin-Payre scheme and it is fully implicit. Numerical results show that both schemes capture robustly the correct values of mass and energy, even in strongly non-conservative problems. We finally compare the two numerical schemes and discuss their performance.

math.NA

Modulation instability and convergence of the random phase approximation for stochastic sea states

The nonlinear Schrödinger equation is widely used as an approximate model for the evolution in time of the water wave envelope. In the context of simulating ocean waves, initial conditions are typically generated from a measured power spectrum using the random phase approximation, and periodized on an interval of length $L$. It is known that most realistic ocean waves power spectra do not exhibit modulation instability, but the most severe ones do; it is thus a natural question to ask whether the periodized random phase approximation has the correct stability properties. In this work we specify a random phase approximation scaling so that, in the limit of $L\to\infty,$ the stability properties of the periodized problem are identical to those of the continuous power spectrum on the infinite line. Moreover, it is seen through concrete examples that using a too short computational domain can completely suppress the modulation instability.

math.AP

A novel, structure-preserving, second-order-in-time relaxation scheme for Schrödinger-Poisson systems

We introduce a new structure preserving, second order in time relaxation-type scheme for approximating solutions of the Schrödinger-Poisson system. More specifically, we use the Crank-Nicolson scheme as a time stepping mechanism, whilst the nonlinearity is handled by means of a relaxation approach in the spirit of \cite{Besse, KK} for the nonlinear Schrödinger equation. For the spatial discretisation we use the standard conforming finite element scheme. The resulting scheme is explicit with respect to the nonlinearity, i.e. it requires the solution of a linear system for each time-step, and satisfies discrete versions of the system's mass conservation and energy balance laws for constant meshes. The scheme is seen to be second order in time. We conclude by presenting some numerical experiments, including an example from cosmology and an example with variable time-steps which demonstrate the effectiveness and robustness of the new scheme.

math.NA

Pointwise a posteriori error bounds for blow-up in the semilinear heat equation

This work is concerned with the development of a space-time adaptive numerical method, based on a rigorous a posteriori error bound, for the semilinear heat equation with a general local Lipschitz reaction term whose solution may blow-up in finite time. More specifically, conditional a posteriori error bounds are derived in the $L^{\infty}L^{\infty}$ norm for a first order in time, implicit-explicit (IMEX), conforming finite element method in space discretization of the problem. Numerical experiments applied to both blow-up and non blow-up cases highlight the generality of our approach and complement the theoretical results.

math.NA

$hp$-Adaptive Galerkin Time Stepping Methods for Nonlinear Initial Value Problems

This work is concerned with the derivation of an a posteriori error estimator for Galerkin approximations to nonlinear initial value problems with an emphasis on finite-time existence in the context of blow-up. The stucture of the derived estimator leads naturally to the development of both h and hp versions of an adaptive algorithm designed to approximate the blow-up time. The adaptive algorithms are then applied in a series of numerical experiments, and the rate of convergence to the blow-up time is investigated.

math.NA

A posteriori error analysis for evolution nonlinear Schr\"odinger equations up to the critical exponent

We provide a posteriori error estimates in the $L^\infty(L^2)-$norm for relaxation time discrete and fully discrete schemes for a class of evolution nonlinear Schr\"odinger equations up to the critical exponent. In particular for the discretization in time we use the relaxation Crank-Nicolson-type scheme introduced by Besse in \cite{Besse}. For the discretization in space we use finite element spaces that are allowed to change between time steps. The estimates are obtained using the reconstruction technique. Through this technique the problem is converted to a perturbation of the original partial differential equation and this makes it possible to use nonlinear stability arguments as in the continuous problem. In particular, main ingredients we use in our analysis are the Gagliardo-Nirenberg inequality and the two conservation laws (mass and energy conservation) of the continuous problem. Numerical results illustrate that the estimates are indeed of optimal order of convergence.

math.NA

Regularized semiclassical limits: linear flows with infinite Lyapunov exponents

Semiclassical asymptotics for linear Schrödinger equations with non-smooth potentials give rise to ill-posed formal semiclassical limits. These problems have attracted a lot of attention in the last few years, as a proxy for the treatment of eigenvalue crossings, i.e. general systems. It has recently been shown that the semiclassical limit for conical singularities is in fact well-posed, as long as the Wigner measure (WM) stays away from singular saddle points. In this work we develop a family of refined semiclassical estimates, and use them to derive regularized transport equations for saddle points with infinite Lyapunov exponents, extending the aforementioned recent results. In the process we answer a related question posed by P. L. Lions and T. Paul in 1993. If we consider more singular potentials, our rigorous estimates break down. To investigate whether conical saddle points, such as $-|x|$, admit a regularized transport asymptotic approximation, we employ a numerical solver based on posteriori error control. Thus rigorous upper bounds for the asymptotic error in concrete problems are generated. In particular, specific phenomena which render invalid any regularized transport for $-|x|$ are identified and quantified. In that sense our rigorous results are sharp. Finally, we use our findings to formulate a precise conjecture for the condition under which conical saddle points admit a regularized transport solution for the WM.

math.AP

Adaptivity and blow-up detection for nonlinear evolution problems

This work is concerned with the development of a space-time adaptive numerical method, based on a rigorous a posteriori error bound, for a semilinear convection-diffusion problem which may exhibit blow-up in finite time. More specifically, a posteriori error bounds are derived in the $L^{\infty}(L^2)+L^2(H^1)$-type norm for a first order in time implicit-explicit (IMEX) interior penalty discontinuous Galerkin (dG) in space discretization of the problem, although the theory presented is directly applicable to the case of conforming finite element approximations in space. The choice of the discretization in time is made based on a careful analysis of adaptive time stepping methods for ODEs that exhibit finite time blow-up. The new adaptive algorithm is shown to accurately estimate the blow-up time of a number of problems, including one which exhibits regional blow-up.

math.NA

A posteriori error control & adaptivity for Crank-Nicolson finite element approximations for the linear Schr\"odinger equation

We derive optimal order a posteriori error estimates for fully discrete approximations of linear Schr\"odinger-type equations, in the $L^\infty(L^2)-$norm. For the discretization in time we use the Crank-Nicolson method, while for the space discretization we use finite element spaces that are allowed to change in time. The derivation of the estimators is based on a novel elliptic reconstruction that leads to estimates which reflect the physical properties of Schr\"odinger equations. The final estimates are obtained using energy techniques and residual-type estimators. Various numerical experiments for the one-dimensional linear Schr\"odinger equation in the semiclassical regime, verify and complement our theoretical results. The numerical implementations are performed with both uniform partitions and adaptivity in time and space. For adaptivity, we further develop and analyze an existing time-space adaptive algorithm to the cases of Schr\"odinger equations. The adaptive algorithm reduces the computational cost substantially and provides efficient error control for the solution and the observables of the problem, especially for small values of the Planck constant.

math.NA