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P.W. WHITE AND J.A.C. WEIDEMAN

Abstract. We extend the well-known split-step Fourier method for solving the nonlinear Schrodinger equation to the Davey-Stewartson system. We discuss both the elliptic-hyperbolic and hyperbolicelliptic cases, as well as the implementation of boundary conditions. Numerical tests, including the simulation of rational solitons and dromions, are presented.

**1. Introduction. The nonlinear Schrodinger equation (NLS)
**

(1) with = 1, u(x; t) 2 C, x 2 IR, t > 0, and boundary conditions u(x; t) ! 0 as x ! 1, arises frequently in nonlinear dynamics. It models weakly nonlinear dispersive waves in areas such as water waves, plasmas, and optics. The NLS may be viewed as an in nite dimensional completely integrable Hamiltonian system and it is therefore solvable, at least in principle, by the inverse scattering method developed in the last two or three decades (see 1] and the references therein). However, the solution procedure for arbitrary initial data u(x; 0) = u0 (x) is no simple matter, and accurate numerical simulation remains an indispensable tool for complementing analytical studies of the NLS. Probably the most e cient numerical method for this purpose is the split-step Fourier method proposed in 9]. The aim of this paper is to extend the split-step Fourier method to the so-called Davey-Stewartson system (DS) iut + 1 (uyy uxx) + juj2u ? u x = 0 (2) 2 2 xx yy ? 2 (juj )x = 0; where (x; y ) 2 IR IR and (x; y; t) 2 IR. First derived in the context of water waves 6], this system represents the closest completely integrable analog of the NLS in two space dimensions 7]. With the upper and lower choices of sign, equations (2) are referred to as the elliptic-hyperbolic and hyperbolic-elliptic systems, respectively, or simply DSI and DSII. For a discussion of the appropriate boundary conditions in each case we refer to 2]. The inverse scattering method and other techniques have been employed to construct various solutions to the DS equations; a general reference is 1]. For example, localized exponentially decaying solitons driven by boundary conditions, also referred to as dromions, have been derived for DSI in 5, 7]. Non-localized line-solitons of DSII are given in 3]. Other solutions of DSII include rational solitons and singular solutions 4]. The list of references at the end of this paper attest to vigorous research activity in the last few years on analytical and physical aspects of the DS system. Yet, little has been done in the area of numerical approximations. The only reference we are

Department of Mathematics, Oregon State University, Corvallis, Oregon, 97331-4605 (white@math.orst.edu, weideman@math.orst.edu.) Correspondence to: P.W. White. 1

iut + 1 uxx + juj2u = 0; 2

aware of is 13], which treats the nonintegrable case in which both sign choices in (2) are taken to be positive. This leads to blow-up solutions in nite time, provided certain minimum amplitude requirements are met initially. The method of dynamic rescaling was used to study the blow-up numerically. The outline of our paper is as follows: In the next section we brie y summarize the split-step Fourier method as implemented on the NLS. In x3 we extend the method to the DSII system, and we test the scheme on a rational soliton. In x4 we discuss the DSI system, and we present what we believe to be the rst numerical simulations of dromions. 2. Review of the split-step Fourier method for the NLS. As remarked above, one of the most e cient ways of solving the NLS numerically is the splitstep method introduced in 9]. We base this assessment on the comprehensive tests reported in 16], in which split-step method proved to be superior to various other numerical approaches to the NLS. A brief summary of the method will be useful for further discussions. First, the NLS is split into a linear and nonlinear part L: iut + 1 uxx = 0; N: iut + juj2u = 0: (3) 2 Observe that the nonlinear part can be solved exactly, namely (4) u(x; t) = a exp(i jaj2t); for any a = a(x) 2 C. The time variable is discretized as tl = l t, l = 0; 1; 2; : : :. In the rst-order version of the method, the solution is advanced over any time interval tl ; tl+1 ] by rst solving the nonlinear problem (N), with step-size t, to produce an intermediate solution u. According to (4), u can be computed exactly, namely ~ ~ u(x; tl + t) = u(x; tl) exp(i ju(x; tl)j2 t): ~ This intermediate solution then becomes the initial data for the linear problem (L), which is solved by taking a discrete Fourier transform and advancing the solution in Fourier space for a time-step t. Taking the inverse Fourier transform produces the solution at time t = tl+1 , and the process is repeated. Schematically: (5) u(tl + t) = L t N t u(tl): For an analysis of this method we refer to 17]. The second-order variant of the split-step method consists of two nonlinear steps on either end with step-size 1 t, with a full linear step t in between 2 u(tl + t) = N 1 t L t N 1 t u(tl ): (6) 2 2 The second-order method is recommended, since the bulk of the work lies in solving the linear problem. It should also be observed that if output is not required at every step, two steps could be concatenated to reduce the computational work. The success of the split-step method may be attributed, at least in part, to three factors: First, the method conserves the discrete analog of the integral invariant R1 2 ?1 juj dx (see 17]). Second, the method preserves the symplectic structure of the Hamiltonian formulation (see 10, 12]). Third, the fact that the nonlinear part of the problem can be solved exactly avoids the need for any nonlinear iteration.

2

3. The DSII system. To extend the split-step method to the DSII system, we restrict ourselves for the moment to the boundary conditions u(x; y; t) ! 0, (x; y; t) ! 0 as x2 + y 2 ! 1. We split the DSII system into a linear and a nonlinear part, akin

to (3) and (8) (7) L: iut + 1 (uyy ? uxx ) = 0; 2

N: xx + yy ? 2 (juj2)x = 0 iut + juj2u ? u x = 0: The time integration proceeds as summarized in (5) or (6), by solving the nonlinear and linear problems sequentially. We rst focus on the linear problem (L). This is solved by the analogous procedure as in the NLS case, by taking Fourier transforms and advancing the solution in Fourier space. We sketch the details brie y. The computational domain is restricted to the square (x; y ) 2 ?P; P ] ?P; P ]. Provided P is su ciently large so that u and its derivatives are small outside of this domain, it is reasonable to approximate u by the double Fourier series XX ujk = amn ei( m xj + n yk ) ; (9) where ujk and

m=m

u(xj ; yk ),

m n

xj = j x; yk = k y; ;

n

P x = y = N;

= = P:

=n ;

Here, and below, all indices m; n; j; k range over ?N to N ? 1. In some simulations it might be advantageous to use a rectangular grid but we restrict our discussion to the 1 square case. The Fourier space equivalent of the linear problem iut + 2 (uyy ? uxx ) = 0 is 1 2 (10) i damn + 2 ( 2 ? n )amn = 0; m dt with solution 2 amn (tl + t) = exp 1 i( 2 ? n ) t amn (tl): (11) 2 m The linear problem can therefore be solved as follows: Given the data ujk (tl ), compute the coe cients amn (tl ) from (9). This requires one two-dimensional discrete Fourier Transform. Next advance the solution in Fourier space according to (11). The solution ujk (tl + t) follows by taking the inverse transform. Turning to the nonlinear problem, we need to solve for x , given u, from the rst equation in (8). To this end, consider the Fourier series representations XX XX (12) jujk j2 = bmnei( m xj + n yk ); jk = cmn ei( m xj + n yk ) :

m n

3

m n

The Fourier space equivalent of xx + yy ? 2 (juj2)x = 0 is 2 (13) ( 2 + n )cmn + 2 i mbmn = 0; m from which we can solve for the cmn in terms of the bmn . Once the cmn are known, one can compute the values of ( x )jk through (14) ( x)jk =

XX

m n

i m cmn ei(

m xj + n yk ) :

Note that (13) does not determine c00 uniquely, but this coe cient vanishes in the computation of (14). To solve the second equation in the nonlinear problem (8), we follow the suggestion in 1, p. 247] and use the strong coupling limit of the DS equations derived in 15]. Substituting u = r exp(i ) into (8), with both r and assumed to be real functions of x; y, and t, yields

rt = 0; and t = r2 ? x : From the rst equation one gets r = r0(x; y ), a time-independent quantity, and from 2 xx + yy ? 2 (r0 )x = 0 we conclude that is time-independent too. Thus 2 = ( r0 ? x )t + 0 ;

and we have solved the nonlinear problem (8) explicitly. Over one time-step this solution can be expressed as (15)

u(x; y; tl + t) = u(x; y; tl) exp i( ju(x; y; tl)j2 ? x (x; y; tl)) t :

Summarizing, the rst order split-step method for the DSII system proceeds as follows: Given the data ujk at any time-step t = tl , rst solve for ( x )jk as indicated by (12){(14). Then advance the solution according to the nonlinear part, namely (15). This becomes the initial data for the linear problem which is solved by Fourier transforms as indicated by (10){(11). Over a single time-step the process requires four two-dimensional Fast Fourier Transforms (FFT2s). The rst computes the coe cients bmn in (12), the second computes the values of ( x)jk in (14), and the third and fourth advance the linear part. The remaining work, namely the computation of (11), (13), and (15), is of lower computational complexity than the FFTs. We remark that the FFT2 on an N N matrix can be implemented as N FFT1s on the rows, followed by N FFT1s on the columns of the result. In both cases the FFT1s can be preformed simultaneously via either parallel processing or a vector processor and the proper coding. In this manner the number of operations is reduced to O(N log N ) per FFT2. The extension of the rst-order split-step method to the second-order method (6) is straightforward. This adds only two extra FFT2s, corresponding to the additional application of the nonlinear operator. We test the second-order scheme on a rational 1-soliton. With = ?1, the DSII system admits the solution 2 i y )) u(x; y; t) = 1 + (xexp(22(+ ?yt? 2t)2 ; (16) + 1) (

4

t=-3.5 2 2

t=0 2

t=3.5

0 10

0 -10

0 10 -10

0 10

0 -10

0 10 -10

0 10

0 -10

0 10 -10

Fig. 1. Numerical simulation of the rational 1-soliton (16) of the DSII system, as computed by the second-order split-step Fourier method. Here N = 32, x = y = 0:5, x; y 2 ?16; 16], t = 0:01.

which is a special case of the more general soliton solutions obtained in 4]. The pro le juj represents a single hump, traveling with speed 2 along the line x = ?1. We should point out that rational solitons like these are notoriously hard to simulate numerically, even in the case of one space dimension. (Such solitons arise for example in the Benjamin-Ono equation; see 11]). The reason for the di culty is that these solutions decay much slower than the standard solitons with exponential decay, and therefore a very wide computational domain is required, causing a lack of resolution. Nevertheless, our scheme did not have any di culty in producing a satisfactory approximation. In Fig. 1 we show the computed pro le of juj as a function of x and y , at times t = ?3:5; 0; 3:5. The initial data was picked from the exact solution (16), at t = ?3:5. We have used 64 gridpoints in both x and y directions, over the square ?16; 16] ?16; 16], i.e., x = y = 0:5, using a time-step t = 0:01. Even with this relatively coarse grid, the computed soliton preserves its integrity to an acceptable degree. A comparison with the true solution is presented in Fig. 2, where we show contour levels of the solutions. Note that the speed of the soliton is also approximated accurately. As an additional check, we quote from 8] the following two conserved quantities of DSII (17) (18)

Z?1 Z?1 1 1 I2 = ?1 ?1

I1 =

Z1Z1

juj2 dx dy;

1 juy j2 ? juxj2 ? juj4 + 2 ( 2 + 2 ) dx dy: x y

The integral I2 is related to the Hamiltonian (see 1]). It is easy to show that our scheme preserves the discrete analog of the integral I1 , and this was veri ed for the simulation shown in Fig. 1. On the other hand, our method does not conserve the integral I2 . In practice, however, its discrete analog was found to be constant to at least six signi cant digits over the period of the simulation, namely t 2 ?3:5; 3:5]. We should point out that our method as described here is not yet applicable to the simulation of the line-solitons presented in 3]. Those solutions do not satisfy the boundary conditions u ! 0 as x2 + y 2 ! 1 and our scheme needs to be modi ed accordingly. Such modi cations will be addressed in 18].

5

Theoretical Solution

Numerical Solution

10 t=3.5 0 t=0 t=-3.5 -10 -10 0 10

10 t=3.5 0 t=0 t=-3.5 -10 -10 0 10

Fig. 2. Comparison of the theoretical and numerical solutions corresponding to Fig. 1. Level curves of juj are shown.

to the DSI system. The key distinction lies in the fact that the operator in the second equation in (2) is now hyperbolic rather than elliptic. Also, the boundary conditions x ! 0, x2 + y 2 ! 1, do not give rise to any interesting solutions: all initial pro les simply disperse away (see 7]). To obtain coherent structures like solitons or dromions, non-trivial boundary conditions on need to be speci ed at in nity. We will continue to assume the conditions u ! 0, x2 + y 2 ! 1, however. Perhaps the simplest way to prepare the DSI system for split-step solution is to change variables to the characteristic coordinates x = x + y , y = x ? y . This is the same approach used in 7] to prepare the DSI system for the inverse scattering procedure. The system (2) is thus transformed into (19) iut + (uxx + uyy ) ? uV = 0; where Zy Zx (20) V = 1 (juj2)x dy + x (x; ?1; t) + y (?1; y; t): (juj2)y dx + 2 ?1 ?1 Note: at the risk of confusing the reader we have replaced (x; y) with (x; y ) for notational simplicity. The last two terms on the right are boundary conditions that need to be supplied. The linear part associated with (19), namely iut + (uxx + uyy ) = 0, can be solved as before: take the two-dimensional Fourier transform, advance in time in coe cient space, and return to physical space by an inverse transform. Likewise, the nonlinear problem, namely iut ? uV = 0, can be solved as before, by substituting u = r exp(i ). This leads to the system rt = 0, t = ?V , with solution

4. The DSI system. It is less straightforward to extend the split-step method

r = r0(x; y);

=?

Zt

**Over a single time-step the nonlinear part may therefore be advanced according to (21) u(x; y; tl + t) = u(x; y; tl) exp(?V (x; y; tl) t);
**

6

0

V dt + 0 :

**where we have used the approximation
**

Z tl+1 V tl

dt = V (tl) t + O( t2 ):

It remains to discuss the computation of V from (20) when u and boundary conditions x (x; ?1; t), y (?1; y; t), are supplied. Continuing to assume boundary conditions u ! 0 as x2 + y 2 ! 1, we consider the computational domain ?P; P ] ?P; P ] as approximation to IR IR. Thus the boundary conditions x(x; ?1; t), y (?1; y; t) are assumed to be supplied at x; y = ?P , rather than x; y = ?1. Next we consider the Fourier series representation of juj2 given in (12). Di erentiation of juj2 with respect to y, and integration with respect to x, yield

Z xj

?P

(ju2j)y dx =

h i XX n X bmn ei nyk ei m xj ? e?i m P + (xj + P ) i n b0nei n yk : n m6=0 n m

This represents the approximation to the rst term on the right side of (20). A similar formula approximates the second term. Each of these formulas can be computed with one FFT2 and two FFT1s. Together with the prescribed boundary conditions x (x; ?P; t), y (?P; y; t), they enable one to compute V . Summarizing, the rst-order split-step method for the DSI system proceeds as follows: For given data ujk at any time-level tl , the corresponding Vjk is computed as described in the previous paragraph. Once Vjk is known, the solution can be advanced according to the nonlinear part iut ? uV = 0, namely (21). This provides the initial data for the linear problem iut + (uxx + uyy ) = 0, which is advanced in the usual manner through Fourier transforms. The algorithm for the DSI system is somewhat more expensive than the one for the DSII scheme: the di erence lies in the fact that the computation of V in (20) requires three FFT2s, whereas the computation of x in (14) requires only two. Thus, one step of the rst- and second-order split-step schemes (5) and (6) requires respectively ve and eight FFT2s for DSI. The corresponding gures for DSII are four and six. It is thus advisable to reorder the second-order scheme (6) for DSI so as to do two linear steps and one nonlinear step. This saves one FFT2 per time step. We rst tested the second-order method on the dromion solution 4i exp ( + + 4 ) ? y u(x; y; t) = (1 + exp(?2x?(x t))y(1 + texp(i(xy+? ))t)) + 1 ; (22) ?4 ?2 4 with = ?1. It represents a localized hump, moving with speed 2 2 in the negative direction of the line y = x. The boundary conditions associated with are

x (x; ?1; t) = ?2 sech2 (x + 2t); y (?1; y; t) = ?2 sech2 (y + 2t):

p

This solution is a special case of the general formula for (1; 1)-dromions presented in 7]. In our simulation we have picked the initial condition from the theoretical solution, corresponding to t = ?3. We used a domain x; y 2 ?12; 12], with 64 gridpoints in each direction, and t = 0:01, t 2 ?3; 3]. In plots such as those in Figs. 1 and 2, we could not see the di erence in the numerical and theoretical solutions. Since the pictures are not very interesting, we do not reproduce them here.

7

t=-3

t=-1

4 2 0 0 -10 t=0 -10

4 2 0 5

0

0

-5

-10 -10 t=3

-5

0

5

4 2 0 5 0 -5 -5 0 5

4 2 0 10 y 0 0 x 10

Fig. 3. Numerical simulation of a (2; 2)-dromion of the DSI system, as computed by the secondorder split-step Fourier method. Here N = 128, x = y = 11=64, x; y 2 ?22; 22], t = 0:01.

As a more stringent test, we also attempted the simulation of a (2; 2)-dromion. We chose the same set of parameter values as the dromion pictured in Fig. 1{3 of 7], and also Fig. 1 (a){(f) of 14]. The pictures in these two references were not generated by numerical simulation of course, but from the theoretical solution. We computed this solution, which is much too complicated to reproduce here, from the formulas in 14] using Mathematica. We have picked the initial condition from true solution, at t = ?3. We also picked the boundary conditions on from the true solution. The computational domain was the square x; y 2 ?22; 22], with 256 gridpoints in each direction. The time-step was t = 0:01. Fig. 3 shows the result of this simulation. At t = ?3, the initial pro le juj consists of four exponentially decaying humps, localized in the third quadrant of the (x; y ) plane. They move toward the origin, where they collide around t = 0. After the collision four localized coherent structures continue to move into the rst quadrant. Note that energy is exchanged during the interaction. In this respect dromions di er from solitons, which do not exchange energy during collision 14]. A comparison of our Fig. 3 with the pictures in 7] and 14] con rms that our numerical results are accurate. As a further check on the accuracy, we present in Fig. 4 level curves of juj corresponding to the theoretical and numerical solutions. The di erence is hardly noticeable.

8

Theoretical Solution (t=0) 5

Numerical Solution (t=0) 5

0

0

-5 -5

0

5

-5 -5

0

5

Theoretical Solution (t=3) 15

Numerical Solution (t=3) 15

10

10

5

5

0 0

5

10

15

0 0

5

10

15

Fig. 4. Comparison of the theoretical and numerical solutions corresponding to Fig. 3. Level curves of juj are shown.

ing the NLS equation to the DS system. In the process we have presented various simulations of solitons, and in particular, dromions. We are not aware of any other numerical simulations of dromions in the literature. The numerical tests reported here suggest that our scheme is accurate and reliable. It is also relatively fast: the cpu time on a VAX 9000 with 64 element vector processor ranged from around 3 minutes for the simulation of Fig. 1, to just under 1.5 hours for the simulation of Fig. 3. The scheme was coded in Fortran 77 in double precision, and the vector capabilities were exploited in computing the FFT2s. We want to point out that our test examples are somewhat special in the sense that they correspond to pure solitons and dromions. (In the language of inverse scattering, all potentials are re ectionless.) These solutions are known to be very stable. No other explicit solutions could be found in the literature however. Of course, we expect that the main use of our code would be to complement analytical studies when closed form solutions are not readily obtainable. Thus further numerical tests are in the o ng. Also planned for future investigation is a closer examination of the theoretical properties of our scheme. For example, it would be interesting to know whether our version of the split-step method is a symplectic scheme, as is the case for the NLS equation (see 10, 12]). A convergence proof of our scheme is also lacking at this stage, but so is one for the NLS equation as far as we know. Some of these issues will be reported on in 18].

5. Conclusions. We have extended the well-known split-step method for solv-

9

REFERENCES 1] M. J. Ablowitz and P. A. Clarkson, Solitons, Nonlinear Evolution Equations, and Inverse Scattering (Cambridge University Press, Cambridge, 1991.) 2] M. J. Ablowitz, S. V. Manakov, and C. L. Schultz, On the boundary conditions of the DaveyStewartson equation, Phys. Lett. A 148 (1990) 50{52. 3] D. Anker and N. C. Freeman, On the soliton solution of the Davey-Stewartson system for long waves, Proc. Roy. Soc. London A 360 (1978) 529{540. 4] V. A. Arkadiev, A. K. Pogrebkov, and M. C. Polivanov, Inverse scattering transform method and soliton solutions for Davey-Stewartson II equation, Physica D 36 (1989) 189-197. 5] M. Boiti, J. J. Leon, L. Martina, and F. Pempinelli, Scattering of localized solitons in the plane, Phys. Lett. A 132 (1988) 432{439. 6] A. Davey and K. Stewartson, On three-dimensional packets of surface waves, Proc. Roy. Soc. London A 338 (1974) 101{110. 7] A. S. Fokas and P. M. Santini, Dromions and a boundary value problem of the Davey-Stewartson I equation, Physica D 44 (1990) 99{130. 8] J. M. Ghidaglia and J. C. Saut, On the initial value problem for the Davey-Stewartson systems, Nonlinearity 3 (1990) 475{506. 9] R. H. Hardin and F. D. Tappert, Applications of the split-step Fourier method to the numerical solution of nonlinear and variable coe cient wave equations, SIAM Review, Chronicle 15 (1973) 423. 10] B. M. Herbst and F. Varadi, Symplectic methods for the nonlinear Schrodinger equation, preprint. 11] R. L. James and J. A. C. Weideman, Pseudospectral methods for the Benjamin-Ono equation, in: R. Vichnevestky, K. Doyle, and G. Richter (eds.), Advances in Computer Methods for Partial Di erential Equations VII (IMACS, 1992.) 12] R. McLachlan, Symplectic integration of Hamiltonian wave equations, to appear in Numer. Math. 13] G. C. Papanicolaou, C. Sulem, P. L. Sulem, X. P. Wang, Focusing singularities of DaveyStewartson equations for gravity-capillary waves, preprint. 14] P. M. Santini, Energy exchange of interacting coherent structures in multidimensions, Physica D 41 (1990) 26{54. 15] C. L. Schultz and M. J. Ablowitz, Strong coupling limit of certain multidimensional nonlinear wave equations, Stud. Appl. Math. 80 (1989) 229{238. 16] T. R. Taha and M. J. Ablowitz, Analytical and numerical aspects of certain nonlinear evolution equations II. Numerical, nonlinear Schrodinger equation, J. Comp. Phys. 55 (1984) 203-230. 17] J. A. C. Weideman and B. M. Herbst, Split-step methods for the solution of the nonlinear Schrodinger equation, SIAM J. Numer. Anal. 23 (1986) 485-507. 18] P. W. White, Numerical solution of the Davey-Stewartson system, Ph.D. Thesis, Oregon State University, in preparation.

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