10
COMMUN. MATH. SCI. c 2007 International Press Vol. 5, No. 4, pp. 779–788 FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR SCHR ¨ ODINGER EQUATION AND THEIR CONSERVATION OF PHYSICAL QUANTITIES CLEMENS HEITZINGER , CHRISTIAN RINGHOFER , AND SIEGFRIED SELBERHERR § Abstract. The solutions of the nonlinear Schr¨ odinger equation are of great importance for ab initio calculations. It can be shown that such solutions conserve a countable number of quantities, the simplest being the local norm square conservation law. Numerical solutions of high quality, especially for long time intervals, must necessarily obey these conservation laws. In this work we first give the conservation laws that can be calculated by means of Lie theory and then critically compare the quality of different finite difference methods that have been proposed in geometric integration with respect to conservation laws. We find that finite difference schemes derived by writing the Schr¨ o- dinger equation as an (artificial) Hamiltonian system do not necessarily conserve important physical quantities better than other methods. Key words. nonlinear Schr¨ odinger equation, finite difference scheme, conservation law, varia- tional symmetry AMS subject classifications. 35Q55, 35L65, 65M06 1. Introduction The wave equation, or the time-dependent Schr¨odinger equation, i ∂ψ(r,t) ∂t = 2 2m 2 ψ(r,t)+ V 0 · ψ(r,t), describes the non-relativistic quantum mechanical properties for particles without spin. Here a particle of mass m moves in a field represented by the potential energy function V 0 . After scaling the t and r coordinates, the one-dimensional Schr¨odinger equation takes the form iu t + u xx +2uV 1 (t,x,u)=0 where V 1 (t,x,u) denotes the potential. In the case of the Schr¨odinger equation with cubic nonlinearity in one space dimension, the potential is of the form V 1 (t,x,u)= |u| 2 + V (t,x) where V (t,x) is an arbitrary real-valued function. Hence we consider numerical solutions of the initial-boundary value problem u : [0,T ] × [0, 1] C, Δ(t,x,u) := iu t + u xx +2αu ( |u| 2 + V (t,x) ) =0, (1.1) α =0, u(0,x) given, periodic boundary conditions for x [0, 1]. * Received: March 7, 2007; accepted (in revised version): July 30, 2007. Communicated by Shi Jin. The first author acknowledges support by the Austrian Science Fund (Fonds zur F¨ orderung der wissenschaftlichen Forschung, FWF) via an Erwin Schr¨ odinger Fellowship.” Institute for Microelectronics, Technical University Vienna, A-1040 Vienna, Austria (Clemens. [email protected]), corresponding author. Department of Mathematics, Arizona State University, Tempe AZ 85287, USA (Ringhofer@ ASU.edu). § Institute for Microelectronics, Technical University Vienna, A-1040 Vienna, Austria (Siegfried. [email protected]). 779

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Page 1: FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR …

COMMUN. MATH. SCI. c© 2007 International Press

Vol. 5, No. 4, pp. 779–788

FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR

SCHRODINGER EQUATION AND THEIR CONSERVATION OF

PHYSICAL QUANTITIES ∗

CLEMENS HEITZINGER† , CHRISTIAN RINGHOFER‡ , AND SIEGFRIED SELBERHERR§

Abstract. The solutions of the nonlinear Schrodinger equation are of great importance for abinitio calculations. It can be shown that such solutions conserve a countable number of quantities, thesimplest being the local norm square conservation law. Numerical solutions of high quality, especiallyfor long time intervals, must necessarily obey these conservation laws. In this work we first give theconservation laws that can be calculated by means of Lie theory and then critically compare thequality of different finite difference methods that have been proposed in geometric integration withrespect to conservation laws. We find that finite difference schemes derived by writing the Schro-dinger equation as an (artificial) Hamiltonian system do not necessarily conserve important physicalquantities better than other methods.

Key words. nonlinear Schrodinger equation, finite difference scheme, conservation law, varia-tional symmetry

AMS subject classifications. 35Q55, 35L65, 65M06

1. Introduction

The wave equation, or the time-dependent Schrodinger equation,

i~∂ψ(r, t)

∂t= − ~

2

2m∇2ψ(r, t) + V0 · ψ(r, t),

describes the non-relativistic quantum mechanical properties for particles withoutspin. Here a particle of mass m moves in a field represented by the potential energyfunction V0. After scaling the t and r coordinates, the one-dimensional Schrodingerequation takes the form

iut + uxx + 2uV1(t, x, u) = 0

where V1(t, x, u) denotes the potential. In the case of the Schrodinger equation withcubic nonlinearity in one space dimension, the potential is of the form V1(t, x, u) =|u|2 + V (t, x) where V (t, x) is an arbitrary real-valued function. Hence we considernumerical solutions of the initial-boundary value problem

u : [0, T ] × [0, 1] → C,

∆(t, x, u) := iut + uxx + 2αu(

|u|2 + V (t, x))

= 0, (1.1)

α 6= 0,

u(0, x) given,

periodic boundary conditions for x ∈ [0, 1].

∗Received: March 7, 2007; accepted (in revised version): July 30, 2007. Communicated by ShiJin. The first author acknowledges support by the Austrian Science Fund (Fonds zur Forderung derwissenschaftlichen Forschung, FWF) via an Erwin Schrodinger Fellowship.”

†Institute for Microelectronics, Technical University Vienna, A-1040 Vienna, Austria ([email protected]), corresponding author.

‡Department of Mathematics, Arizona State University, Tempe AZ 85287, USA ([email protected]).

§Institute for Microelectronics, Technical University Vienna, A-1040 Vienna, Austria ([email protected]).

779

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780 FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR SCHRODINGER EQUATION

In Section 2 we calculate conservation laws by means of Lie Theory and Noether’sTheorem [7–9]. After defining three finite difference schemes in Section 3, we discussthe numerical results for a recurrence solution in Section 4.

2. Conservation laws

To employ Lie theory and find the conservation laws we define v := ℜu andw := ℑu and have

ℜ∆ = −wt + vxx + 2αv(

v2 + w2 + V (t, x))

,

ℑ∆ = vt + wxx + 2αw(

v2 + w2 + V (t, x))

.

We can write the system as the first-order variational problem

L(u) :=

L(t, x, v, w, v(1), w(1))dtdx

with the Lagrangian

L :=wvt − vwt

2− v2

x + w2x

2+ α

(

v4 + w4

2+ v2w2 + V (v2 + w2)

)

.

Hence we find for the Euler-Lagrange equations that Ev(L) = ℜ∆ and Ew(L) = ℑ∆where Ev and Ew are Euler operators. A vector field

v = τ(t, x, v, w)∂t + ξ(t, x, v, w)∂x + ϕ(t, x, v, w)∂v + ψ(t, x, v, w)∂w

is a variational symmetry of L(u) =∫

Ldx iff [9]

prn(v)(L) + LDiv(τ, ξ) = 0. (2.1)

Here Div(τ, ξ) is the total divergence Div(τ, ξ) = Dtτ +Dxξ. In order to check thiscondition we use the relevantly prolonged operator

pr1(v) = τ(t, x, v, w)∂t + ξ(t, x, v, w)∂x + ϕ(t, x, v, w)∂v + ψ(t, x, v, w)∂w

+ ϕt(t, x, v, w)∂vt+ ψt(t, x, v, w)∂wt

+ ϕx(t, x, v, w)∂vx+ ψx(t, x, v, w)∂wx

,

with

ϕt(t, x, v, w) = Dt(ϕ− τvt − ξvx) + τvtt + ξvtx,

ψt(t, x, v, w) = Dt(ψ − τwt − ξwx) + τwtt + ξwtx,

ϕx(t, x, v, w) = Dx(ϕ− τvt − ξvx) + τvtx + ξvxx,

ψx(t, x, v, w) = Dx(ψ − τwt − ξwx) + τwtx + ξwxx,

and solve (2.1) by equating the coefficients of the derivatives of the dependent variablesto zero. We find that τ , ξ, ϕ, and ψ must satisfy the symmetry conditions

τ(t) = τ(t) arbitrary,

ξ(x) = 12τtx+ a(t) a(t) : R → R arbitrary,

ϕ(t, x, v, w) = − 14τtv + (c− x2

8 τtt − 12atx)w c ∈ R arbitrary,

ψ(t, x, v, w) = − 14τtw − (c− x2

8 τtt − 12atx)v,

Page 3: FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR …

C. HEITZINGER, C. RINGHOFER AND S. SELBERHERR 781

Physical meaning Var. symmetry Conserved density

C1 Charge, V arbitrary v1 = w∂v − v∂w P1(v1) = 12 |u|2

C2 Momentum, V = V (t) v2 = ∂x P1(v2) = 12 (vwx − wvx) = 1

2ℑ(uux)

C3 Energy, V = V (x) v3 = ∂t P1(v3) = 12

(

α|u|2(|u|2 + 2V ) − |ux|2)

Table 2.1. Variational symmetries and conserved densities. In all cases α 6= 0 is arbitrary.

and

vψt − wϕt

2α= 2(v2 + w2 + V )(vϕ+ wψ) + (v2 + w2)(τVt + ξVx)

+(

(v4 + w4)/2 + v2w2 + V (v2 + w2))

(τt + ξx).

The outside potential V (t, x) appears only in the last equation. We note that v =w∂v−v∂w is a symmetry for arbitrary α and arbitrary outside potentials. Furthermorev = ∂t is a symmetry provided that the outside potential is time-independent, i.e.,Vt = 0. Similarly v = ∂x and v = t∂x − xw

2 ∂v + xv2 ∂w are symmetries provided that

the outside potential is space-independent, i.e., Vx = 0. In both cases α 6= 0 can bearbitrary.

Considering the case of a constant outside potential, V ∈ R, we arrive at thesymmetries

τ(t) = c3 c3 ∈ R arbitrary,

ξ(x) = c2 + c4t c2, c4 ∈ R arbitrary,

ϕ(t, x, v, w) = (c1 − 12c4x)w c1 ∈ R arbitrary,

ψ(t, x, v, w) = −(c1 − 12c4x)v

that form a four-dimensional Lie algebra. After defining vi to be the symmetry withci = 1 and cj = 0, j ∈ 1, 2, 3, 4\i, its commutator table is

v1 v2 v3 v4

v1 0 0 0 0v2 0 0 0 −v1

2v3 0 0 0 0v4 0 v1

2 0 0.

We now use Noether’s Theorem [8] to determine the conservation laws. In the caseof a first-order variational problem the components of a conservation law DivP = 0are in general given by [9]

Pi(v) =

q∑

α=1

ϕα

∂L

∂uαi

+ ξiL−q

α=1

p∑

j=1

ξjuαj

∂L

∂uαi

. (2.2)

In the case of an evolution equation with appropriate boundary conditions we findthat the integral

ΩP1dx of the conserved density P1 is constant with respect to time

on solutions of the pde system.The variational symmetries and their conserved density are summarized in Ta-

ble 2.1. As for the physical interpretation, the rotation v1 = w∂v−v∂w corresponds to

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782 FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR SCHRODINGER EQUATION

charge conservation, the translation v2 = ∂x corresponds to momentum conservation,and the translation v3 = ∂t corresponds to energy conservation, as usual in physicalsystems. It is clear from (2.2) that energy conservation arises from the symmetryv = ∂t of an evolution equation in general.

3. Three finite difference schemes

We compare the following three finite difference schemes. The first scheme, [H],proceeds by writing the equation as a Hamiltonian system in canonical form in astraightforward manner [6]. The second method, [P], is based on the Ablowitz-Ladikmodel and a transformation to canonical form [1, 4–6]. For the first two methodswe use the 6th order Gauß collocation method as the symplectic scheme. The thirdmethod, [RK], is a state-of-the-art Runge-Kutta method of order 6.

3.1. Hamiltonian form. Depending on how the nonlinear term in (1) isdiscretized, one can write the system in Hamiltonian form in straightforward manner(u 7→ uk) or one arrives at the Ablowitz-Ladik model (2u 7→ uk−1 + uk+1).

Discretizing the derivatives with respect to the space variable first in an equidis-tant manner, we obtain the equations

i∂uk

∂t+uk+1 − 2uk + uk−1

∆x2+ 2αuk

(

|uk|2 + V (t, xk))

= 0

in the new variables uk, k ∈ 1, . . . , N. After splitting uk into real and imaginaryparts by uk =: vk + iwk and introducing the notation v := (v1, . . . , vN ) and w :=(w1, . . . , wN ), we define the Hamiltonian

H(v, w) :=1

∆x2

N∑

k=1

(vkvk−1 − v2k + wkwk−1 − w2

k) +α

2

N∑

k=1

(

v2k + w2

k + V (t, xk))2

and obtain the system

(

vw

)

=

(

0 −II 0

)(

∇vH(v, w)∇wH(v, w)

)

in canonical form.

3.2. Poisson form. We now discretize the nonlinear term using 2u 7→ uk−1 +uk+1 and obtain

i∂uk

∂t+uk+1 − 2uk + uk−1

∆x2+ α(uk−1 + uk+1)

(

|uk|2 + V (t, xk))

= 0

in the new variables wk, k ∈ 1, . . . , N. Again we split uk into real and imaginaryparts via uk =: vk + iwk and introduce the notation v := (v1, . . . , vN ) and w :=(w1, . . . , wN ), which yields

(

vw

)

=

(

0 −DD 0

)(

∇vH(v, w)∇wH(v, w)

)

.

The entries of the diagonal matrix D are dk := 1 + α∆x2(v2k + w2

k + V (t, xk)) and

H(v, w) :=1

∆x2

N∑

k=1

(vkvk−1 +wkwk−1)−1

α∆x4

N∑

k=1

ln(

1+α∆x2(v2k +w2

k +V (t, xk)))

.

This system is a Poisson system.The transformation to canonical form is not unique and depends on V (or gen-

erally on V1), since dk depends on the potential. However the transformation to

Page 5: FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR …

C. HEITZINGER, C. RINGHOFER AND S. SELBERHERR 783

canonical form should be global, i.e., it should be identical for all time steps; other-wise poor performance for increasing time must be expected [5]. Hence we assume inthe following that V (t, x) = V (x) not depending on t.

In order to find a transformation to canonical form we employ the Darboux-Lie

Theorem [6]. We set σ(x) :=√

ln(1+x)x

and τ(x) :=√

ex−1x.We use the transformation

pk := vkσ(

α∆x2(v2k + w2

k))

,

qk := wkσ(

α∆x2(v2k + w2

k))

with its inverse

vk = pkτ(

α∆x2(p2k + q2k)

)

,

wk = qkτ(

α∆x2(p2k + q2k)

)

.

After this transformation the system is in canonical form and the new Hamilto-nian H in the variables p and q reads

H(p, q) =1

∆x2

N∑

k=1

τ(

α∆x2(p2k + q2k)

)

τ(

α∆x2(p2k−1 + q2k−1)

)

(pkpk−1 + qkqk−1)

− 1

α∆x4

N∑

k=1

ln(

eα∆x2(p2

k+q2

k) + α∆x2V (t, xk)

)

.

3.3. Runge-Kutta method of order 6. The third method, [RK], is a state-of-the-art non-symplectic method that the symplectic schemes have to be comparedwith. We use the Hamiltonian form from Section 3.1 and a first-same-as-last embed-ded pair of explicit Runge-Kutta methods of order 6 including automatic time-stepcontrol. Although automatic time-step control is not easily achieved with symplecticintegrators [5], it is an important feature of state-of-the-art (non-symplectic) methods.

4. Numerical results

In this section, we set V := 0 because of the restriction imposed by method [P].First we checked the correctness of the implementations of the three methods on sev-eral examples. The results for a square pulse initial condition are shown in Figures 4.1,4.2, and 4.3. A time-step of ∆t := 1/50 000 was used on the interval t ∈ [0, 1/100], anda step-size of ∆x := 1/50 was used on the interval x ∈ [0, 1]. The differences betweenthe three solution methods are shown in Fig. 4.4. Methods [H] and [RK] agree quitewell (the difference is 4 · 10−9 at most), whereas method [P] begins to deviate fromthe other two solutions (the point-wise difference is in the range of 0.003). As seen inthe second example, the initial good agreement between methods [H] and [RK] is dueto the small time-step used here.

Recently an optical Fermi-Pasta-Ulam recurrence [3] was demonstrated experi-mentally in an optical fiber [2, 10]. For our numerical experiments we use the initialcondition

u(0, x) := π√

2(

1 +1

10cos(πx)

)

(4.1)

and periodic boundary conditions for x ∈ [−1, 1]. In all calculations we use fixed-pointiteration—as opposed to Newton iteration—because of its empirically found betterconvergence behavior for this kind of problem. The outside potential is assumed to

Page 6: FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR …

784 FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR SCHRODINGER EQUATION

0

0.002

0.004

0.006

0.008

0.01

t

0

10

20

30

40

x

1

1.5

2

absHuL

0

0.002

0.004

0.006

0.008

t

(a) Method [H].

0

0.002

0.004

0.006

0.008

0.01

t

0

10

20

30

40

x

1

1.5

2

absHuL

0

0.002

0.004

0.006

0.008

t

(b) Method [P].

0

0.002

0.004

0.006

0.008

0.01

t

0

10

20

30

40

x

1

1.5

2

absHuL

0

0.002

0.004

0.006

0.008

t

(c) Method [RK].

Fig. 4.1. The absolute value of the solution for a square pulse initial condition.

0

0.002

0.004

0.006

0.008

0.01

t

0

10

20

30

40

x

1

1.5

2

ReHuL

0

0.002

0.004

0.006

0.008

t

(a) Method [H].

0

0.002

0.004

0.006

0.008

0.01

t

0

10

20

30

40

x

1

1.5

2

ReHuL

0

0.002

0.004

0.006

0.008

t

(b) Method [P].

0

0.002

0.004

0.006

0.008

0.01

t

0

10

20

30

40

x

1

1.5

2

ReHuL

0

0.002

0.004

0.006

0.008

t

(c) Method [RK].

Fig. 4.2. The real part of the solution for a square pulse initial condition.

0

0.002

0.004

0.006

0.008

0.01

t

0

10

20

30

40

x

-0.4

-0.2

0

0.2

0.4

Im HuL

0

0.002

0.004

0.006

0.008

t

(a) Method [H].

0

0.002

0.004

0.006

0.008

0.01

t

0

10

20

30

40

x

-0.4

-0.2

0

0.2

0.4

Im HuL

0

0.002

0.004

0.006

0.008

t

(b) Method [P].

0

0.002

0.004

0.006

0.008

0.01

t

0

10

20

30

40

x

-0.4

-0.2

0

0.2

0.4

Im HuL

0

0.002

0.004

0.006

0.008

t

(c) Method [RK].

Fig. 4.3. The imaginary part of the solution for a square pulse initial condition.

0

0.002

0.004

0.006

0.008

0.01

t10

20

30

40

50

x

0

0.001

0.002

0.003

ÈuP-uHÈ

0

0.002

0.004

0.006

0.008

t

(a) |uP − uH |.

0

0.002

0.004

0.006

0.008

0.01

t10

20

30

40

50

x

0

2 ´ 10-9

4 ´ 10-9

ÈuRK-uHÈ

0

0.002

0.004

0.006

0.008t

(b) |uRK − uH |.

0

0.002

0.004

0.006

0.008

0.01

t10

20

30

40

50

x

0

0.001

0.002

0.003

ÈuRK-uPÈ

0

0.002

0.004

0.006

0.008t

(c) |uRK − uP |.

Fig. 4.4. Differences between the three solutions.

be zero for this recurrent solution. We set α := 1, N := 50, ∆t := 1/2000, andt ∈ [0, 10].

Page 7: FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR …

C. HEITZINGER, C. RINGHOFER AND S. SELBERHERR 785

0

2

4

6

8

10

t

0

10

20

30

40

x

0

5

10

15

20

absHuL

0

2

4

6

8

t

(a) Method [H].

0

2

4

6

8

10

t

0

10

20

30

40

x

0

5

10absHuL

0

2

4

6

8

t

(b) Method [P].

0

2

4

6

8

10

t

0

10

20

30

40

x

0

5

10

15

20

absHuL

0

2

4

6

8

t

(c) Method [RK].

Fig. 4.5. The absolute value of the solution for the recurrence (∆t = 1/2000).

0

2

4

6

8

10

t

0

10

20

30

40

x

-20

-10

0

10

20

ReHuL

0

2

4

6

8

t

(a) Method [H].

0

2

4

6

8

10

t

0

10

20

30

40

x

-10

-5

0

5

ReHuL

0

2

4

6

8

t

(b) Method [P].

0

2

4

6

8

10

t

0

10

20

30

40

x

-20

-10

0

10

ReHuL

0

2

4

6

8

t

(c) Method [RK].

Fig. 4.6. The real part of the solution for the recurrence (∆t = 1/2000).

0

2

4

6

8

10

t

0

10

20

30

40

x

-20

-10

0

10

ImHuL

0

2

4

6

8

t

(a) Method [H].

0

2

4

6

8

10

t

0

10

20

30

40

x

-10

0

10

ImHuL

0

2

4

6

8

t

(b) Method [P].

0

2

4

6

8

10

t

0

10

20

30

40

x

-10

0

10

ImHuL

0

2

4

6

8

t

(c) Method [RK].

Fig. 4.7. The imaginary part of the solution for the recurrence (∆t = 1/2000).

0

2

4

6

8

10

t10

20

30

40

50

x

0

5

10

15

20

ÈuP-uHÈ

0

2

4

6

8

t

(a) |uP − uH |.

0

2

4

6

8

10

t10

20

30

40

50

x

0

10

20

ÈuRK-uHÈ

0

2

4

6

8t

(b) |uRK − uH |.

0

2

4

6

8

10

t10

20

30

40

50

x

0

10

20

ÈuRK-uPÈ

0

2

4

6

8t

(c) |uRK − uP |.

Fig. 4.8. Differences between the three solutions (∆t = 1/2000).

Figures 4.5, 4.6, and 4.7 show the solutions obtained by the three methods.Method [P] shows recurrent behavior, whereas methods [H] and [RK] show “ran-

Page 8: FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR …

786 FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR SCHRODINGER EQUATION

0 2 4 6 8 10

1

1.0005

1.001

1.0015

1.002

1.0025

C3

C1

(a) Method [H]: C1(t)/C1(0) and C3(t)/C3(0).

0 2 4 6 8 10

-40

-20

0

20C2

(b) Method [H]: C2(t).

Fig. 4.9. The time evolution of the conservation laws C1 (charge conservation), C2 (momentumconservation), and C3 (energy conservation) for method [H] (∆t = 1/2000). (a) shows the relativechanges of C1(t) and C3(t) compared to the initial value, and (b) shows the absolute change in C2(t)which is zero initially.

0 2 4 6 8 10

1

1.1

1.2

1.3

1.4

1.5

1.6

1.7

C3

C1

(a) Method [P]: C1(t)/C1(0) and C3(t)/C3(0).

0 2 4 6 8 10

-3 ´ 10-12

-2 ´ 10-12

-1 ´ 10-12

0

1 ´ 10-12

2 ´ 10-12

3 ´ 10-12

4 ´ 10-12

C2

(b) Method [P]: C2(t).

Fig. 4.10. The time evolution of the three conservation laws for method [P] (∆t = 1/2000).

0 2 4 6 8 10

0.85

0.9

0.95

1

C3

C1

(a) Method [RK]: C1(t)/C1(0) and C3(t)/C3(0).

0 2 4 6 8 10

-40

-20

0

20

40

C2

(b) Method [RK]: C2(t).

Fig. 4.11. The time evolution of the three conservation laws for method [RK] (∆t = 1/2000).

dom” behavior after t ≈ 6 and t ≈ 4, respectively. Fig. 4.8 shows the differencesbetween the three solutions. It is noted that up to t ≈ 2, methods [H] and [RK] agreewell.

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C. HEITZINGER, C. RINGHOFER AND S. SELBERHERR 787

Method [H] Method [P] Method [RK]

Charge: ∆C1 ≈ 5.186 26 · 10−4 ≈ 1.100 87 · 100 ≈ 3.417 66 · 10−2

Momentum: ∆C2 ≈ 8.212 09 · 10+1 ≈ 6.989 45 · 10−12 ≈ 9.982 99 · 10+1

Energy: ∆C3 ≈ 1.029 75 · 100 ≈ 2.935 06 · 10+2 ≈ 7.748 59 · 10+1

Table 4.1. Summary of the deviations of the conservation properties for all three methods.

The time evolution of the conservation laws C1, C2, and C3 on the interval t ∈[0, 10] for all three solutions is shown in Figures 4.9, 4.10, and 4.11. In the cases of C1

and C2, the relative changes with respect to the initial value are plotted, and in thecase of C3 the absolute change is depicted. It is noted that both methods [H] and[RK] conserve C1 well. Starting at t ≈ 5, [H] and [RK] do not conserve C3 any more:while the relative deviation of method [H] is ≈ 0.25%, the deviation of method [RK]is much larger. Regarding C2, methods [H] and [RK] conserve C2 up to t ≈ 2 andshow a large, oscillating deviation afterwards. This behavior is consistent with thedifference between the two methods shown in Fig. 4.8(b), where both solutions agreewell until t ≈ 2. Interestingly enough, method [H], a symplectic method, and method[RK], a non-symplectic one, show qualitatively very similar behavior regarding theconservation laws.

The situation for method [P] is very different from the other two methods. Thereare fluctuations in the relative values of C1 up to ≈ 5% where C1 is too large and fluc-tuations in the relative values of C3 with many peaks over 10% and one peak reaching70%. These fluctuations start immediately. At the same time, the absolute deviationof C2 is less than 2 · 10−12. Thus C2 here is the only quantity of all three methodsthat is preserved to almost round-off accuracy. Considering all three conservationlaws, method [P] is not advantageous compared to the other two methods.

Table 4.1 summarizes the results of the numerical experiments. The columns inthis table contain an approximation of

∆Cj := maxt∈[0,tmax]

Cj(x)dx− mint∈[0,tmax]

Cj(x)dx.

It is seen that each of the three methods obeys one conservation law well (nearlyexactly in the case of C2 by [P]), but fails on the rest of the conservation laws.

5. Conclusion

Interpreting the numerical results, we observe the following. Although method [P]is the most advanced method from a theoretical point of view, its conservation prop-erties are not better than those of the other two methods. Probability and energy arenot conserved by [P] and oscillations start immediately; on the other hand, momen-tum is conserved. The error in energy conservation reaches more than 70% at onepoint (cf. Fig. 4.10). A serious disadvantage of method [P] is that it cannot be appliedto soliton solutions, because this would imply a division by zero (see the derivationof the scheme in Section 3.2).

Methods [H] and [RK] yield comparable results. Both methods conserve all threequantities reasonably well up to t ≈ 2. Interestingly, methods [H] and [RK], i.e.,a symplectic and a non-symplectic scheme, exhibit qualitatively similar behavior,

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788 FINITE DIFFERENCE SOLUTIONS OF THE NONLINEAR SCHRODINGER EQUATION

although the drift in energy is more pronounced for [RK] as time progresses. In ourimplementation, [RK] works much faster than [H], and [P] is the slowest method.

Tracking the conservation laws is a good way of assessing the numerical quality ofa solution. It is found that a fd scheme derived by writing the Schrodinger equation asan (artificial) Hamiltonian system does not necessarily conserve important (physical)quantities better than other methods; in fact, this scheme performs worst in the sensethat oscillations start immediately. This is due to the fact that the Hamiltonian formis arbitrary. Although the Hamiltonian is conserved by the symplectic integrators,other physical quantities are not necessarily conserved and the Hamiltonian does notgenerally carry a physical meaning in contrast to the conservation laws derived by Lietheory.

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