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arxiv: 1806.07771 · v2 · pith:B7MI3VUXnew · submitted 2018-06-20 · 🧮 math.NA · cs.NA

Symmetrized local error estimators for time-reversible one-step methods in nonlinear evolution equations

classification 🧮 math.NA cs.NA
keywords estimatorserrorlocalequationsevolutionasymptoticdefect-basedimproved
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Prior work on computable defect-based local error estimators for (linear) time-reversible integrators is extended to nonlinear and nonautonomous evolution equations. We prove that the asymptotic results from the linear case [W. Auzinger and O. Koch, An improved local error estimator for symmetric time-stepping schemes, Appl.Math.Lett. 82 (2018), pp. 106-110] remain valid, i.e., the modified estimators yield an improved asymptotic order as the step size goes to zero. Typically, the computational effort is only slightly higher than for conventional defect-based estimators, and it may even be lower in some cases. We illustrate this by some examples and present numerical results for evolution equations of Schr\"odinger type, solved by either time-splitting or Magnus-type integrators. Finally, we demonstrate that adaptive time-stepping schemes can be successfully based on our local error estimators.

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