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Jérémie Szeftel ∗

Department of Mathematics, Princeton University, Fine Hall, Washington Road,

Princeton NJ 08544-1000, USA

and

Mathématiques Appliquées de Bordeaux, UMR CNRS 5466, Université Bordeaux

1, 351 cours de la Libération, 33405 Talence cedex, FRANCE

Abstract

We present two strategies dealing with the design of absorbing boundary condi-

tions for nonlinear scalar partial diﬀerential equations. The ﬁrst one relies on the

linearization of the equation and the second one relies on its paralinearization. We

then introduce a ﬁnite volume scheme well-suited to our absorbing boundary con-

ditions in the case of the semilinear wave equation. We ﬁnally present numerical

experiments illustrating the eﬃciency of these methods in the case of semilinear

wave equations and of nonlinear Schrödinger equations.

conditions; ﬁnite volume schemes

1 Introduction

domains (stream in the ocean, temperature in the atmosphere...). Though the

problem is deﬁned in the whole space, it is often suﬃcient to know the solution

only on a bounded domain: the domain of interest. An artiﬁcial domain which

includes this region of interest is then deﬁned. Inside the domain the equations

are discretized in the usual way but there remains the question of the choice

of reliable boundary conditions on the artiﬁcial boundary. Thus the boundary

∗ Tel.:+1-609-258-4233; fax: +1-609-258-1367.

E-mail address: jszeftel@math.princeton.edu.

URL: http://www.math.princeton.edu/∼jszeftel/.

conditions have to be well-posed and accurate to be able to approximate the

restriction of the solution to the domain of interest.

ary condition (the boundary condition satisﬁed by the exact solution) can be

explicitly computed when choosing special geometries for the computational

domain (half-spaces, spheres or cylinders). This boundary condition is a non-

local operator and can be approximated by local boundary conditions [13]

[6] [24] or fast evaluated [10] [1] [11] [14]. One can also replace the boundary

condition by a reﬂectionless sponge layer damping propagating waves [3] [8].

In the case of linear equations with variable coeﬃcients, the previous methods

fail since the transparent boundary condition can not be explicitly computed.

A strategy has been developed to design boundary conditions which mini-

mizes the reﬂection of the solution at the artiﬁcial boundary. These absorbing

boundary conditions have been constructed for hyperbolic problems [6] and

parabolic problems [12] with success using geometrical optics. In the case of

the wave equation, the method relies on the factorization of the operator in a

product of two ﬁrst order operators. One operator corresponds to the incident

wave and the other to the reﬂected wave with respect to the boundary of the

computational domain. As the boundary is artiﬁcial, the transparent boundary

condition consists in annihilating the operator corresponding to the reﬂected

wave. Finally, the transparent condition is not very manageable for numerical

simulation and is approximated with absorbing boundary conditions, which

are easy to implement.

For nonlinear problems, very little is known. To extend the strategy for linear

variable coeﬃcients equations to nonlinear equations, a ﬁrst idea is to rewrite

the nonlinearity as a potential multiplied by the unknown function. The non-

linear equation can then be reinterpreted as a linear equation with variable

coeﬃcients and we can apply the method in [6] [12]. We obtained good re-

sults in the case of reaction-diﬀusion equations [16] using this strategy. In the

case of nonlinear Schrödinger equations, we showed in [18] that the solution

computed with this method is signiﬁcantly diﬀerent from the solution of the

nonlinear problem set on R.

paralinearization theorem [4]. This consists in decomposing a nonlinearity ap-

plied to a function as the sum of a linear operator applied to this function and

a smooth remainder. Using this result, we ﬁrst paralinearize the nonlinear

equation and we obtain a linear equation satisﬁed by the unknown function.

Then, we can apply the method in [6] [12] to this linear equation. We obtained

good results in the case of semilinear wave equations [20] and in the case of

nonlinear Schrödinger equations [21] using this strategy.

2

In this study we investigate further these two strategies in the case of the

semilinear wave equation and of nonlinear Schrödinger equations. The semi-

linear wave equation models in particular the dislocation in crystals and laser

pulses in two state media, and nonlinear Schrödinger equations are reliable

models for various phenomena in plasma physics, nonlinear optic and water

wave theory (see for example [25]).

the design of absorbing boundary conditions for nonlinear scalar partial

diﬀerential equations. We then recall the zero and ﬁrst order absorbing

boundary conditions obtained for the semilinear wave equation [20] and for

nonlinear Schrödinger equations [21].

• In section 3, we present a ﬁnite volume discretization for the semilinear

wave equation with general absorbing boundary conditions. This scheme is

simpler to implement and more eﬃcient than the ﬁnite diﬀerence scheme

used in [20].

• In section 4, we present a ﬁnite element scheme well-suited to nonlinear

Schrödinger equations with general absorbing boundary conditions.

• In section 5, we compute numerically the solution of semilinear wave equa-

tions and of nonlinear Schrödinger equations using a large class of absorb-

ing boundary conditions. We show that our absorbing boundary conditions

give optimal result within this large class illustrating the eﬃciency of our

method.

Remark 1 The zero and ﬁrst order absorbing boundary conditions presented

in section 2 have been obtained by the author in [20] and [21]. Thus, the

novelty of this work compared to [20] and [21] consists in the ﬁnite volume

scheme of section 3 well-suited to our absorbing boundary conditions, and in

the numerical computations of section 5 investigating the optimality of our

absorbing boundary conditions within a large class of boundary conditions.

Furthermore, section 2 has its own interest as it explains without technicalities

and in a uniﬁed way the strategies introduced in [20] and [21].

We ﬁrst recall the strategy of B. Engquist and A. Majda [6] used to design

absorbing boundary conditions for the wave equation with variable coeﬃcients.

3

The simplest case is the constant coeﬃcients wave equation set on R. Take

R− as the computational domain. The problem becomes: ﬁnd a boundary

condition satisﬁed at x = 0 by the solution u of the wave equation (∂t2 −∂x2 )u =

0. The wave operator admits the following factorization:

to the boundary x = 0 and the solution of (∂x − ∂t )u = 0 correspond to

reﬂected waves (see ﬁgure 1). As the boundary x = 0 is artiﬁcial, there should

not be any reﬂected wave. Therefore, the transparent boundary condition is

(∂x + ∂t )u = 0 as it annihilates the reﬂected wave.

u0 (t+x) u0 (t−x)

x=0

Fig. 1. The incident wave and the reﬂected wave with respect to the boundary x = 0

of the computational domain R−

The strategy of B. Engquist and A. Majda is to extend the factorization (1)

to wave equations with variable coeﬃcients. If L denotes a wave operator with

variable coeﬃcients, it admits the following factorization:

where a and b are convenient operators. Again, one operator corresponds to the

incident wave and the other to the reﬂected wave with respect to the boundary

of the computational domain. Then, the transparent boundary condition is

(∂x − b)u = 0 and consists in annihilating the reﬂected wave.

for numerical simulations. The strategy of the absorbing boundary conditions

consists in truncating this expansion after a ﬁnite number of terms. For an

integer k, the absorbing boundary condition of order k is obtained by keeping

the ﬁrst k terms in the expansion of b. For example, for L = (∂t2 − ∂x2 ) + ∂t ,

the absorbing boundary condition of order 0 is

∂x u + ∂t u = 0 at x = 0,

∂x u + ∂t u + u/2 = 0 at x = 0.

boundary condition of the constant coeﬃcient case. This will also be the case

for semilinear equations.

4

2.1.1 The potential strategy

Let us explain this strategy in the case of the cubic nonlinear Schrödinger

equation: ⎧

⎪

⎨ (i∂t + ∂x2 )u + |u|2 u = 0 in R+ × R,

(3)

⎪

⎩ u = u at t = 0.

0

dition at x = 0.

√ √ −1

In the sequel, we use the operators −i∂t and −i∂t (see for example [9])

which are deﬁned by:

t

e−iπ/4 v(s)

−i∂t v(t) = √ ∂t √ ds ,

π 0 t−s

(4)

−1 eiπ/4 t v(s)

−i∂t v(t) = √ √ ds.

π 0 t−s

⎧

⎪ + ∂x2 )u + V u = 0 in R+

⎨ (i∂t t × R,

⎪

(5)

⎩u = u0 at t = 0.

Schrödinger equation with a potential term, hence the name of the strategy.

As (5) is now a linear equation, we can use the method of B. Engquist and

A. Majda in the frame of the Schrödinger equation. We obtain the zero order

absorbing boundary condition

∂x u + −i∂t u = 0 at x = 0, (6)

−1

∂x u + −i∂t u − V /2 −i∂t u = 0 at x = 0. (7)

−1

2

∂x u + −i∂t u − |u| /2 −i∂t u = 0 at x = 0. (8)

the zero order condition in this case.

The general case is handled in the same way. We ﬁrst see the nonlinearity as

a multiplication of functions with u or its derivatives. Then, we neglect the

5

dependence of these functions on u and we use the strategy of B. Engquist

and A. Majda for linear equations. Finally, we replace these functions by their

expression in u in the absorbing boundary conditions, as we did to go from

(7) to (8).

(see [20] and [21]). As we may want to approximate functions u with ﬁnite

regularity, this justiﬁes the introduction of a second strategy.

Let us explain this strategy in the case of the following nonlinear Schrödinger

equation:

⎧

⎪ + ∂x2 )u + u∂x u = 0 in R+

⎨ (i∂t t × R,

(9)

⎪

⎩u = u0 at t = 0.

We take R− as a computational domain and look for a boundary condition at

x = 0.

The idea is again to transform (9) into a linear equation but not in the same

way. If we would use the potential strategy, we would set V = u and see the

nonlinearity as V ∂x u. Instead, we use J. M. Bony’s paralinearization theorem

[4] which yields

u∂x u ≈ Tu ∂x u + T∂x u u. (10)

Here Tu and T∂x u are linear operator depending on u and ≈ means = modulo

a smooth remainder. The decomposition (10) works for functions u with ﬁnite

regularity and makes it therefore interesting for our purposes. This decom-

position follows from distinguishing three parts in the product u∂x u. More

precisely, the Fourier transform of u∂x u is given by a convolution and J. M.

Bony considers three regions of integration. Tu ∂x u corresponds to the region

where the frequencies of ∂x u are big compared to those of u. T∂x u u corresponds

to the region where the frequencies of u are big compared to those of ∂x u. Fi-

nally, the smooth remainder corresponds to the region where the frequencies

of u and ∂x u have comparable size. For a more complete overview of the par-

alinearization see for example [20] where we sum up the various properties

needed for the rigorous derivation of the paralinear strategy.

Using (10), we can see (9) as a linear Schrödinger equation with variable

coeﬃcients:

⎧

⎪ + ∂x2 )u + Tu ∂x u + T∂x u u = 0 in R+

⎨ (i∂t t × R,

⎪

(11)

⎩u = u0 at t = 0.

6

If we neglect for a moment the dependence of Tu and T∂x u on u, we can see (5)

as a linear Schrödinger equation with variable coeﬃcients. We can therefore

use the method of B. Engquist and A. Majda in the frame of the Schrödinger

equation. We obtain the zero order absorbing boundary condition

∂x u + −i∂t u = 0 at x = 0, (12)

∂x u + −i∂t u + Tu u/2 = 0 at x = 0. (13)

Now, we want to get rid of the tricky operator Tu . Therefore, we use once

again J. M. Bony’s paralinearization theorem [4] which yields

u2 ≈ Tu u + Tu u. (14)

∂x u + −i∂t u + u2 /4 = 0 at x = 0. (15)

The general case is handled in the same way. We ﬁrst use J. M. Bony’s paralin-

earization theorem to transform the nonlinearity into linear operators applied

to u and its derivatives. Then, we neglect the dependence of these operators on

u and we use the strategy of B. Engquist and A. Majda for linear equations.

Finally, we replace these operators using again J. M. Bony’s paralinearization

theorem, as we did to go from (13) to (15).

in the potential strategy and does not lead to the same boundary conditions

as we will see in the next paragraph. The reader interested in the rigorous

derivation of this strategy is referred to [20] [21] [22] [19].

Here, we present the zero and ﬁrst order absorbing boundary conditions ob-

tained using the potential and the paralinear strategies. We focus on four

examples studied in section 5:

⎧

⎪

⎨ (∂t2 − ∂x2 )u + u2 ∂t u = 0 in R+

t × R,

⎪

(16)

⎩u = u0 , ∂t u = u1 at t = 0,

7

⎧

⎪

⎨ (∂t2 − ∂x2 )u − u2 ∂x u = 0 in R+

t × R,

(17)

⎪

⎩u = u0 , ∂t u = u1 at t = 0,

⎧

⎪ + ∂x2 )u + |u|2 u = 0 in R+

⎨ (i∂t t × R,

(18)

⎪

⎩u = u0 at t = 0,

and ⎧

⎪ + ∂x2 )u + u∂x u = 0 in R+

⎨ (i∂t t × R,

(19)

⎪

⎩u = u0 at t = 0.

We consider the computational domain (a, b), where a < b. We sum up the

various absorbing boundary conditions at x = a and x = b in tables 1, 2, 3

and 4.

zero order abc at x = b ∂x u + ∂t u = 0 ∂x u + ∂t u = 0

Table 1

zero and ﬁrst order abc for (∂t2 − ∂x2 )u + u2 ∂t u = 0 at x = a and x = b.

zero order abc at x = b ∂x u + ∂t u = 0 ∂x u + ∂t u = 0

Table 2

zero and ﬁrst order abc for (∂t2 − ∂x2 )u − u2 ∂x u = 0 at x = a and x = b.

Remark 6 In the case of the cubic nonlinear Schrödinger equation, the zero

and ﬁrst order absorbing boundary conditions are the same. Therefore, we give

in this case the second order absorbing boundary condition. Moreover, we are

not able to design absorbing boundary conditions using the paralinear strategy

in this case (see [21]). The reason is that the cubic nonlinear Schrödinger

equation should be considered as a system in (u, ū) and not as a scalar equation,

due to the term in ū contained in the nonlinearity (the analog of (10) in this

8

potential strategy

√

zero order abc at x = a ∂x u − −i∂t u = 0

√ √ −1

second order abc at x = a ∂x u − −i∂t u + |u|2 /2 −i∂t u = 0

√

zero order abc at x = b ∂x u + −i∂t u = 0

√ √ −1

second order abc at x = b ∂x u + −i∂t u − |u|2 /2 −i∂t u = 0

Table 3

zero and second order abc for (i∂t + ∂x2 )u + |u|2 u = 0 at x = a and x = b.

case is |u|2u ≈ 2T|u|2 u + Tu2 ū). Therefore, table 3 gives the zero and second

order absorbing boundary conditions obtained by the potential strategy.

√ √

zero order abc at x = a ∂x u − −i∂t u = 0 ∂x u − −i∂t u = 0

√ √

ﬁrst order abc at x = a ∂x u − −i∂t u + u2 /2 = 0 ∂x u − −i∂t u + u2 /4 = 0

√ √

zero order abc at x = b ∂x u + −i∂t u = 0 ∂x u + −i∂t u = 0

√ √

ﬁrst order abc at x = b ∂x u + −i∂t u + u2 /2 = 0 ∂x u + −i∂t u + u2 /4 = 0

Table 4

zero and ﬁrst order abc for (i∂t + ∂x2 )u + u∂x u = 0 at x = a and x = b.

Remark 7 The reader interested in the design of ﬁrst and second order ab-

sorbing boundary conditions in more general cases is referred to [20] [21].

equation with the boundary conditions given in tables 1 and 2. Here, we

construct a ﬁnite volume scheme which is simpler to implement and more

eﬃcient.

We extend to the nonlinear case the ﬁnite volume scheme described in [7]. Let

Ω = (a, b). We discretize the wave equation on Ω×(0, T ), using a ﬁnite volume

discretization on a rectangular grid with the mesh size Δx and Δt. There are

J + 1 points in space, numbered from 0 up to J with Δx = (b − a)/J, and

N + 1 grid points in time, numbered from 0 up to N, with Δt = T /N. We

denote the numerical approximation to u(a + jΔx, nΔt) by U(j, n).

9

We discretize the following semilinear wave equation:

⎧

⎪

⎪

⎪

⎪

⎪

(∂t2 − ∂x2 )u = f (u, ∂t u, ∂x u) in Ω × (0, T ),

⎪

⎪

⎪

⎪

⎪

⎨ ∂t u − ∂x u + g − (u) = 0, at x = a,

⎪

(20)

⎪

⎪ +

⎪ ∂t u + ∂x u + g (u) = 0,

⎪

⎪

at x = b,

⎪

⎪

⎪

⎪

⎩ u(·, 0) = p, ∂t u(·, 0) = q

and g − (u) = u3 /2 for the potential strategy and to g + (u) = u3/6 and g − (u) =

u3 /6 for the paralinear strategy. The boundary conditions in table 2 correspond

to g + (u) = u3 /2 and g − (u) = −u3 /2 for the potential strategy and to g + (u) =

u3 /6 and g − (u) = −u3 /6 for the paralinear strategy.

interior of Ω×(0, T ) given by D = (x−Δx/2, x+Δx/2)×(t−Δt/2, t+Δt/2),we

obtain the ﬁnite volume scheme by integrating the equation over the volume

D and applying the divergence theorem.

x+Δx/2 x+Δx/2

0= ∂t u(ξ, t + Δt/2)dξ − ∂t u(ξ, t − Δt/2)dξ

x−Δx/2 x−Δx/2

t+Δt/2 t+Δt/2

− ∂x u(x + Δx/2, τ )dτ + ∂x u(x − Δx/2, τ )dτ

t−Δt/2 t−Δt/2

x+Δx/2 t+Δt/2

− f (u, ∂t u, ∂x u)dξ dτ.

x−Δx/2 t−Δt/2

Dt+ U(j, n) = , Dt− U(j, n) = ,

Δt Δt

U(j + 1, n) − U(j, n) U(j, n) − U(j − 1, n)

Dx+ U(j, n) = , Dx− U(j, n) = ,

Δx Δx

U(j + 1, n) − U(j − 1, n) U(j, n + 1) − U(j, n − 1)

Dx0 U(j, n) = , Dt0 U(j, n) = ,

2Δx 2Δt

(21)

10

3 U(j, n) − 4U(j − 1, n) + U(j − 2, n)

Dx−− U(j, n) = ,

2Δx

3 U(j, n) − 4U(j + 1, n) + U(j + 2, n)

Dx++ U(j, n) = ,

2Δx

3 U(j, n) − 4U(j, n − 1) + U(j, n − 2) (22)

Dt−− U(j, n) = ,

2Δt

⎧

⎪

⎨ Dt−− U(j, n) for n ≥ 2,

Dt−∗ U(j, n) =

⎪

⎩ D − U(j, n)

t for n = 1.

The numerical approximation to ∂t u in the ﬁnite volume scheme is piecewise

constant and given by Dt+ U(j, n) for t ∈ [tn , tn+1 ). Similarly the numerical

approximation to ∂x u is piecewise constant in the ﬁnite volume scheme and

given by Dx+ U(j, n) for x ∈ [xj , xj+1 ). The last ﬁnite derivatives are second

order approximation of ∂x u and ∂t u we shall use for the nonlinear term, in

order to design an explicit scheme. We now write

x+Δx/2 t+Δt/2

∂t u(ξ, t±Δt/2)dξ ≈ ΔxDt± U(j, n) , ∂x u(x±Δx/2, τ )dτ ≈ ΔtDx± U(j, n)

x−Δx/2 t−Δt/2

Dt+ Dt− − Dx+ Dx− U(j, n) − f (U(j, n), Dt−∗ U(j, n), Dx0 U(j, n)) = 0,(23)

1 ≤ j ≤ J − 1, 1 ≤ n ≤ N − 1.

(x − Δx/2, x + Δx/2) × (0, Δt/2) , and get:

x+Δx/2 x+Δx/2

0= ∂t u(ξ, Δt/2)dξ − ∂t u(ξ, 0)dξ

x−Δx/2 x−Δx/2

Δt/2 Δt/2

− ∂x u(x + Δx/2, τ )dτ + ∂x u(x − Δx/2, τ )dτ

0 0

x+Δx/2 Δt/2

− f (u, ∂t u, ∂x u)dξ dτ.

x−Δx/2 0

except the term ∂t u(ξ, 0). But this derivative is given explicitly by the initial

condition:

x+Δx/2 x+Δx/2

∂t u(ξ, 0)dξ = q(ξ)dξ ≈ Δx q(x)

x−Δx/2 x−Δx/2

11

We deﬁne the discrete initial conditions as

2

f (p(x), q(x), ∂x p(x)), and we

obtain the scheme

Δt + − Δt

(Dt+ − Dx Dx )U(j, 0) − Q(j) = f (P (j), Q(j), Dx0 Q(j)), for 1 ≤ j ≤ J.

2 2

(25)

n ≥ 1. We integrate on the half-cell (x, x + Δx/2) × (t − Δt/2, t + Δt/2) and

proceed as before:

x+Δx/2 x+Δx/2

0= ∂t u(ξ, t + Δt/2)dξ − ∂t u(ξ, t − Δt/2)dξ

x x

t+Δt/2 t+Δt/2

− ∂x u(x + Δx/2, τ )dτ + ∂x u(x, τ )dτ

t−Δt/2 t−Δt/2

x+Δx/2 t+Δt/2

− f (u, ∂t u, ∂x u)dξ dτ.

x t−Δt/2

except on the left side of the control volume, where we apply the boundary

condition. For the nonlinear term, we use the one-sided approximations of ∂x u,

and ∂t u:

x+Δx/2 t+Δt/2

Δx

f (u, ∂t u, ∂x u)dξ dτ ≈ Δt f (U(0, n), Dt−∗ U(0, n), Dx++ U(0, n)),

x t−Δt/2 2

and we obtain

Δx + t+Δt/2

0= (Dt − Dt− ) − ΔtDx+ U(0, n) + ∂x u(x, τ )dτ

2 t−Δt/2

(26)

Δx

−Δt f (U(0, n), Dt−∗ U(0, n), Dx++ U(0, n)).

2

We now introduce the left boundary condition

∂t u − ∂x u + g − (u) = 0.

12

t+Δt/2 t+Δt/2

∂x u(x, τ )dτ ≈ ΔtDt0 U(0, n) + g − (u)(x, τ )dτ

t−Δt/2 t−Δt/2

−

Δx + −

0 =(Dt0 − Dx+ + D D )U(0, n)

2 t t

Δx

− f (U(0, n), Dt−∗ U(0, n), Dx++ U(0, n)) (27)

2

+g − (U(0, n)).

Δx + −

0 =(Dt0 + Dx− + D D )U(J, n)

2 t t

Δx

− f (U(J, n), Dt−∗ U(J, n), Dx−− U(J, n)) n≥1 (28)

2

+g + (U(J, n)).

For the corner points on the initial line, there is only a quarter of the original

ﬁnite volume left to integrate over. For example on the left corner we obtain

for x = a,

x+Δx/2 x+Δx/2

0= ∂t u(ξ, Δt/2)dξ − ∂t u(ξ, 0)dξ

x x

Δt/2 Δt/2

− ∂x u(x + Δx/2, τ )dτ + ∂x u(x, τ )dτ

0 0

x+Δx/2 Δt/2

− f (u, ∂t u, ∂x u)dξ dτ.

x 0

Here two of the remaining derivatives can be approximated by the ﬁnite dif-

ferences (21)

x+Δx/2 Δt/2

Δx + Δt +

∂t u(ξ, Δt/2)dξ ≈ D U(0, 0) , ∂x u(x+Δx/2, τ )dτ ≈ D U(0, 0),

x 2 t 0 2 x

∂u

whereas ∂t

(ξ, 0) is given by the initial condition

x+Δx/2

Δx

∂t u(ξ, 0)dξ ≈ Q(0)

x 2

13

where Q is deﬁned in (24), and ∂u

∂x

(0, τ ) has to be obtained from the boundary

condition by proceeding as before: we integrate the left boundary condition

over (0, Δt/2) and extract the boundary term:

Δt/2 Δt/2

Δt +

∂x u(x, τ )dτ ≈ D U(0, n) + g − (u)(x, τ )dτ.

0 2 t 0

Δt −

g (P (0)),

2

and we obtain the discrete scheme

Δx + Δt + Δt + Δx

0= Dt − Dx + Dt U(0, 0) − Q(0)

2 2 2 2

ΔxΔt Δt −

− f (P (0), Q(0), Dx++ P (0)) + g (P (0)).

4 2

Dividing by Δt/2 yields

Δx + Δx

0 = (Dt+ − Dx+ + Dt ) U(0, 0) − Q(0)

Δt Δt

(29)

Δx

− f (P (0), Q(0), Dx++ P (0)) + g − (P (0)).

2

The treatment of the right boundary is the same:

Δx + Δx

0 = (Dt+ + Dx− + Dt )U(J, 0) − Q(J)

Δt Δt (30)

Δx

− f (P (J), Q(J), Dx−− P (J)) + g + (P (J)).

2

Remark 9 Our numerical computations indicate that this scheme is second

order both in space and time.

conditions, we take the interval ]a, b[ as computational domain. We want to

compute the solution u of

⎧

⎪

⎪

⎪

⎪

⎪

(i∂t + ∂x2 )u + f (u, ū, ∂x u, ∂x ū) = 0,

⎨

∂x u = Ta u, at x = a, (31)

⎪

⎪

⎪

⎪

⎪

⎩ ∂x u = Tb u, at x = b,

14

where Ta and Tb are operators corresponding to our absorbing boundary con-

ditions. For the time discretization, we use the scheme of A. Durán and J. M.

Sanz-Serna [5]:

un+1 − un 1 1 1 1 1

i + ∂xx un+ 2 + f un+ 2 , un+ 2 , ∂x un+ 2 , ∂x un+ 2 = 0, (32)

Δt

where un+1/2 = (un+1 + un )/2 and n = 0, .., T /Δt − 1. We solve the nonlinear

system with a ﬁxed point method giving un+1/2 :

−1

Δt Δt

Z = 1 − i ∂xx n

u + i f (Z, Z, ∂x Z, ∂x Z) .

2 2

We initialize the ﬁxed point method with un . Then un+1 = 2Z − un . For the

space discretization, we use P1 ﬁnite elements based on the following weak

formulation:

b

un+1 − un b

i v̄dx − ∂x un+1/2 ∂x v̄dx + Tb un+1/2 (b)v̄(b) − Ta un+1/2 (a)v̄(a)

b

a Δt a

1 1 1 1

+ f un+ 2 , un+ 2 , ∂x un+ 2 , ∂x un+ 2 v̄dx = 0,

a

√ √ −1

suﬃces to discretize ∂t and ∂t . In [2], X. Antoine and C. Besse propose

to approximate these operators by

√

n

−1 Δt

( ∂t ϕ)(tn+1/2 ) ≈ 2

αk ϕn+1/2−k ,

k=0

√

n

2

( ∂t ϕ)(tn+1/2 ) ≈ Δt

βk ϕn+1/2−k ,

k=0

k

2j − 1

α0 = α1 = 1, and α2k = = α2k+1 , k ≥ 1,

j=1 2j

βk = (−1)k αk , k ≥ 0.

5 Numerical results

using the ﬁnite volume scheme of section 3. We take the interval ]0, 2[ as

15

computational domain. We choose the stepsizes small in order to see the errors

due to the various boundary conditions and not to the discretization: Δt =

0.01 and Δx = 0.001. We choose u0 in H 4 (R) and u1 in H 3 (R) with compact

support in ]0, 2[:

⎧

⎪

⎪ = x3 (2 − x)3 on ]0, 2[,

⎪ u0 (x)

⎪

⎪

⎪

⎪

⎪

⎨ u0 (x) = 0 on ] − ∞, 0] ∪ [2, +∞[,

(33)

⎪

⎪

⎪

⎪

⎪

u1 (x) = 3x2 (2 − x)2 (x − 1) on ]0, 2[,

⎪

⎪

⎪

⎩ u (x)

1 = 0 on ] − ∞, 0] ∪ [2, +∞[.

for instance [15]). In order to compute this solution with initial data (33) and

for t between 0 and 10, we compute the equation in ] − 10, 12[ with Dirichlet

boundary conditions.

with the absorbing boundary conditions, the support of the initial data must

be included in the computational domain. In order to implement the method

using the Dirichlet boundary conditions, the support of the solution must be

included in the computational domain on the whole time interval. Therefore,

the method using the absorbing boundary conditions approaches the semilinear

wave equation on R with a low numerical cost compared to the method using

Dirichlet boundary conditions.

√ √ c c2

u(t, x) = 2a sech( a(x − ct)) exp i (x − ct) + iθ0 exp i a + t .

2 4

(34)

To approximate this soliton, we take ] − 5, 5[ as computational domain. We ﬁx

the parameters of the soliton as a = 27, c = 15 and θ0 = π/4. This solution

is a good test because it has almost compact support in ] − 5, 5[ at t = 0

(it remains under 10−10 on the boundary), and crosses the boundary x = 5

between t = 0 and t = 1. We take the time step Δt = 0.001 and the space

step Δx = 0.025.

In the case of the nonlinear Schrödinger equation (9), we take ]0, 2[ as com-

putational domain. We take the time step Δt = 0.001 and the space step

16

Δx = 0.025. We choose u0 in H 4 (R) with support in [0, 2]:

⎧

⎪

⎨ u0 (x) = x3 (2 − x)3 in ]0, 2[,

(35)

⎪

⎩u

0 (x) = 0 in ] − ∞, 0] ∪ [2, +∞[.

u(t, .) − v(t, .)L2

,

u0L2

where v is the solution of (16), (17), (18) or (19) i.e. the solution on R that

we want to approximate, u is the solution computed with one of the vari-

ous absorbing boundary conditions, and where we take the L2 norm on the

computational domain.

pending on a parameter α coinciding with our absorbing boundary conditions

for a particular value of α, and we look for an α giving optimal results.

the solution u of:

⎧

⎪

⎪ (∂t2 − ∂x2 )u + u2 ∂t u = 0 in ]0, T [×]0, 2[,

⎪

⎪

⎪

⎨

3

⎪ ∂x u − ∂t u − αu = 0 at x = 0, (36)

⎪

⎪

⎪

⎪

⎩ 3

∂x u + ∂t u + αu = 0 at x = 2.

order absorbing boundary conditions obtained with the potential strategy cor-

respond to α = 1/2, and the ﬁrst order absorbing boundary conditions ob-

tained with the paralinear strategy correspond to α = 1/6.

In table 5, we give the maximum of the relative error in the L2 norm for times

between 0 and T for various T and various choices of α. We notice that for all

choices of T , the ﬁrst order absorbing boundary conditions obtained with the

paralinear strategy give the best results, except for T = 10 where it is only

slightly improved by α = 1/12. The results given by the paralinear ﬁrst order

condition are very satisfactory: the error remains under 1.7% on the whole

time interval [0, 10].

17

1 1 1 1

T α=0 α= 12 α= 6 α= 3 α= 2 α=1 α=2 α=5 α = − 16 α = − 12

1 0.0015 0.0007 9.73e-06 0.0015 0.0029 0.0070 0.0145 0.0331 0.0030 0.0061

2 0.0188 0.0088 0.0008 0.0192 0.0364 0.0824 0.1561 0.3005 0.0399 0.0875

5 0.0362 0.0158 0.0086 0.0460 0.0806 0.1711 0.3088 0.5468 0.0804 0.1855

10 0.0362 0.0158 0.0170 0.0544 0.0886 0.1788 0.3108 0.5468 0.0804 0.2032

Table 5

Maximum of the relative error in the L2 norm for times between 0 and T for various

T and various choices of α in (36).

the solution u of:

⎧

⎪

⎪ 2

− ∂x2 )u − u2 ∂x u = 0 in ]0, T [×]0, 2[,

⎪ (∂t

⎪

⎪

⎨

3

⎪ ∂x u − ∂t u + αu = 0 at x = 0, (37)

⎪

⎪

⎪

⎪

⎩ ∂ u + ∂ u + αu3 = 0 at x = 2.

x t

order absorbing boundary conditions obtained with the potential strategy cor-

respond to α = 1/2, and the ﬁrst order absorbing boundary conditions ob-

tained with the paralinear strategy correspond to α = 1/6.

In table 6, we give the maximum of the relative error in the L2 norm for times

between 0 and T for various T and various choices of α. We notice that for all

choices of T , the ﬁrst order absorbing boundary conditions obtained with the

paralinear strategy give the best results. The results given by this ﬁrst order

condition are very satisfactory: the error remains under 1.5% on the whole

time interval [0, 10].

1 1 1 1

T α=0 α= 12 α= 6 α= 3 α= 2 α=1 α=2 α=5 α = − 16 α = − 12

1 0.0015 0.0007 1.29e-05 0.0014 0.0028 0.0067 0.0139 0.0311 0.0029 0.0060

2 0.0181 0.0093 0.0008 0.0153 0.0302 0.0695 0.1300 0.2343 0.0368 0.0796

5 0.0421 0.0245 0.0077 0.0276 0.0562 0.1298 0.2366 0.3862 0.0800 0.1700

10 0.0498 0.0322 0.0154 0.0276 0.0562 0.1298 0.2366 0.4651 0.0877 0.1778

Table 6

Maximum of the relative error in the L2 norm for times between 0 and T for various

T and various choices of α in (37).

18

5.3.3 The case of the equation (i∂t + ∂x2 )u + |u|2u = 0

tion (18) by the solution u of:

⎧

⎪

⎪ (i∂t2+ ∂x2 )u + |u|2u = 0 in ]0, T [×] − 5, 5[,

⎪

⎪

⎪

⎨ √ 2

√ −1

⎪ ∂x u − −i∂ t u + α|u| −i∂t u = 0 at x = −5, (38)

⎪

⎪

⎩ ∂ u + √−i∂ u − α|u|2 √−i∂ −1 u = 0 at x = 5.

⎪

⎪

x t t

second order absorbing boundary conditions obtained with the potential strat-

egy correspond to α = 1/2.

In table 7, we give the maximum of the relative error in the L2 norm for times

between 0 and 10 and for various choices of α. The maximum of the relative

error in the L2 norm occurs before T = 1, so we do not display the results

obtained for T = 1, T = 2 or T = 5 since they are identical with those obtained

for T = 10. We notice that the second order absorbing boundary conditions

obtained with the potential strategy give the best results. The results given by

this second order condition are satisfactory: the error remains under 12% on

the whole time interval [0, 10]. However, further improvements are possible.

One could for instance use the third order condition given by the potential

strategy (see [21]).

1 1

T α=0 α= 4 α= 2 α=1 α=2 α=5 α = − 14 α = − 12 α = −1

Table 7

Maximum of the relative error in the L2 norm for times between 0 and 10 and for

various choices of α in (38).

(19) by the solution u of:

⎧

⎪

⎪ (i∂t2+ ∂x2 )u + u∂x u = 0 in ]0, T [×]0, 2[,

⎪

⎪

⎪

⎨ √

⎪ ∂x u − −i∂t u + αu2 = 0 at x = 0, (39)

⎪

⎪

⎩ ∂ u + √−i∂ u + αu2 = 0 at x = 2.

⎪

⎪

x t

order absorbing boundary conditions obtained with the potential strategy cor-

19

respond to α = 1/2, and the ﬁrst order absorbing boundary conditions ob-

tained with the paralinear strategy correspond to α = 1/4.

In table 8, we give the maximum of the relative error in the L2 norm for times

between 0 and 10 and for various choices of α. The maximum of the relative

error in the L2 norm occurs before T = 1, so we do not display the results

obtained for T = 1, T = 2 or T = 5 since they are identical with those obtained

for T = 10. We notice that the ﬁrst order absorbing boundary conditions

obtained with the paralinear strategy give the best results. The results given

by this ﬁrst order condition are very satisfactory: the error remains under 0.4%

on the whole time interval [0, 10].

1 1 1

T α=0 α= 8 α= 4 α= 2 α=1 α=2 α=5 α = − 14 α = − 12 α = −1

10 0.0231 0.0136 0.0042 0.0155 0.0551 0.1390 0.3463 0.0418 0.0601 0.0949

Table 8

Maximum of the relative error in the L2 norm for times between 0 and 10 and for

various choices of α in (39).

the ﬁrst order condition with respect to the zero order condition. There is an

improvement of a factor 2 in table 5, a factor 3 in table 6, a factor 2.5 in

table 7 and a factor 55 in table 8 for T = 10. There is an improvement of

more than a factor 100 in table 5 and in table 6 for T = 1. Moreover, our

numerical computations indicate that these improved results are obtained at

no additional cost in numerical stability or eﬃciency. Finally, we notice that

the ﬁrst order conditions are as easy to implement as the zero order conditions

(see tables 1, 2, 3 and 4).

6 Conclusion

The potential and the paralinear strategies are two ways of designing absorb-

ing boundary conditions for nonlinear scalar partial diﬀerential equations. We

have derived a ﬁnite volume scheme well-suited to these absorbing bound-

ary conditions in the case of semilinear wave equations. We have also shown

that these absorbing boundary conditions give optimal results within a large

class of boundary conditions in the case of semilinear wave equations and of

nonlinear Schrödinger equations. Therefore, these two strategies are eﬃcient

to approximate nonlinear scalar partial diﬀerential equations on unbounded

domains with a low numerical cost.

All the results in this work are for the one dimensional case only. The mul-

tidimensional study contains in addition diﬃculties due to the geometry and

should be the heart of a forthcoming paper.

20

References

boundary kernels for time-domain wave propagation. SIAM J. Numer. Anal.

37 (2000) 1138-1164.

reﬂecting boundary conditions for the one-dimensional Schrödinger equation.

J. Comput. Phys. 188 (2002) 157-175.

waves. J. Comput. Phys. 114 (1994) 185-200.

[4] J. M. Bony, Calcul symbolique et propagation des singularités pour les équations

aux dérivées partielles non linéaires. Ann. Sci. Ec. Norm. Sup (4 ème série). 14

(1981) 209-246.

solutions. The nonlinear Schrödinger equation. IMA J. Numer. Anal. 20 (2000)

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[6] B. Engquist, A. Majda, Radiation boundary conditions for acoustic and elastic

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the one dimensional wave equation. SIAM J. Numer. Anal. 41 (2003) 1643-1681.

Equation and Parallel Computing. Math. Comp. 74 (2005) 153-176.

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A. Carpinteri and F. Mainardi. Springer Verlag, Wien, 1997.

[10] M. Grote, J. Keller, Exact nonreﬂecting boundary conditions for the time

dependent wave equation. SIAM J. Appl. Math. 55 (1995) 280-297.

waves. Acta Numer. 8 (1999) 47-106.

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[13] E. L. Lindmann, Free-space boundary conditions for the time dependent wave

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[14] C. Lubich, A. Schädle, Fast convolution for non reﬂecting boundary conditions

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[16] J. Szeftel, Absorbing boundary conditions for reaction diﬀusion equation. IMA

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22

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