Schrödinger 方程的有限差分方法(笔记)
复值函数预备知识
u = u 1 + u 2 i u ˉ = u 1 − u 2 i u ⋅ u ˉ = u ˉ ⋅ u = u 1 2 + u 2 2 = ∣ u ∣ 2 ∣ u ∣ 1 2 = ∫ L ∣ u x ∣ 2 d x ∥ u ∥ 2 = ( u , u ) = ∫ L u ⋅ u ˉ d x = ∫ L ∣ u ∣ 2 d x . \begin{aligned} &u=u_{1}+u_{2} i\\ &\bar{u}=u_{1}-u_{2} i \\ &u \cdot \bar{u}=\bar{u} \cdot u=u_{1}^{2}+u_{2}^{2}=|u|^{2} \\ &|u|_{1}^{2}=\int_{L}\left|u_{x}\right|^{2} d x \\ &\|u\|^{2}=(u, u)=\int_{L} u \cdot \bar{u} d x=\int_{L}|u|^{2} d x . \end{aligned} u=u1+u2iuˉ=u1−u2iu⋅uˉ=uˉ⋅u=u12+u22=∣u∣2∣u∣12=∫L∣ux∣2dx∥u∥2=(u,u)=∫Lu⋅uˉdx=∫L∣u∣2dx.
经典不等式
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Hölder
Ho¨lder 不等式(离散形式)
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\sum_{i=1}^{n} a_{i} b_{i} \leqslant\left(\sum_{i=1}^{n} a_{i}^{p}\right)^{\frac{1}{p}}\left(\sum_{i=1}^{n} b_{i}^{q}\right)^{\frac{1}{q}}
i=1∑naibi⩽(i=1∑naip)p1(i=1∑nbiq)q1
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Hölder
Ho¨lder 不等式(连续形式)
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\int_{\Omega} f(x) \cdot g(x) d x \leqslant\left(\int_{\Omega}|f(x)|^{p} d x\right)^{\frac{1}{p}} \cdot\left(\int_{\Omega}|g(x)|^{q} d x\right)^{\frac{1}{q}}
∫Ωf(x)⋅g(x)dx⩽(∫Ω∣f(x)∣pdx)p1⋅(∫Ω∣g(x)∣qdx)q1
柯西-斯瓦茨不等式
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引理
通过泰勒展开式建立差分格式的过程中, 不可避免的需要讨论余项 R j k R_{j}^{k} Rjk 的阶. 有时为了完成收敛性的证明, 还需要讨论余项的一阶差商 δ t R j k + 1 2 \delta_{t} R_{j}^{k+\frac{1}{2}} δtRjk+21 的阶.
例如: 在点
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\left(x_{j}, t_{k+\frac{1}{2}}\right)
(xj,tk+21) 处考虑控制方程, 有
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\begin{gathered} \mathrm{i} u_{t}\left(x_{j}, t_{k+\frac{1}{2}}\right)+u_{x x}\left(x_{j}, t_{k+\frac{1}{2}}\right)+q\left|u\left(x_{j}, t_{k+\frac{1}{2}}\right)\right|^{2} u\left(x_{j}, t_{k+\frac{1}{2}}\right)=0, \\ 1 \leqslant j \leqslant m-1, \quad 0 \leqslant k \leqslant n-1 . \end{gathered}
iut(xj,tk+21)+uxx(xj,tk+21)+q∣∣∣u(xj,tk+21)∣∣∣2u(xj,tk+21)=0,1⩽j⩽m−1,0⩽k⩽n−1.
应用 Taylor 展开式及微分公式, 有
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\begin{array}{r} \mathrm{i} \delta_{t} U_{j}^{k+\frac{1}{2}}+\delta_{x}^{2} U_{j}^{k+\frac{1}{2}}+\frac{q}{2}\left(\left|U_{j}^{k}\right|^{2}+\left|U_{j}^{k+1}\right|^{2}\right) U_{j}^{k+\frac{1}{2}}=R_{j}^{k}, \\ 1 \leqslant j \leqslant m-1, \quad 0 \leqslant k \leqslant n-1, \end{array}
iδtUjk+21+δx2Ujk+21+2q(∣∣Ujk∣∣2+∣∣Ujk+1∣∣2)Ujk+21=Rjk,1⩽j⩽m−1,0⩽k⩽n−1,
且存在正常数
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c1 使得
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\begin{aligned} &\left|R_{j}^{k}\right| \leqslant c_{1}\left(\tau^{2}+h^{2}\right), \quad 1 \leqslant j \leqslant m-1,0 \leqslant k \leqslant n-1, \\ &\left|\delta_{t} R_{j}^{k+\frac{1}{2}}\right| \leqslant c_{1}\left(\tau^{2}+h^{2}\right), \quad 1 \leqslant j \leqslant m-1,0 \leqslant k \leqslant n-2 . \end{aligned}
∣∣Rjk∣∣⩽c1(τ2+h2),1⩽j⩽m−1,0⩽k⩽n−1,∣∣∣δtRjk+21∣∣∣⩽c1(τ2+h2),1⩽j⩽m−1,0⩽k⩽n−2.
要得到余项一阶差商的阶, 需要用到带积分余项的 Taylor 展开式.
出于简明及通用性的考虑, 此处仅讨论空间方向 n n n 阶泰勒展开式的余项.
证明
首先给出在
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\begin{aligned} R_{n}(x)&=\frac{1}{n !} \int_{x_0}^{x} f^{(n+1)}(s)(x-s)^{n} ds\\ R_{n}(x)&=\frac{1}{(n+1) !} f^{(n+1)}(\xi) (x-x_0)^{n+1}, \quad \xi\ \text{在}\ x_0 \text{与}\ x\ \text{之间}\\ R_{n}(x)&=\frac{1}{n !} f^{(n+1)}(\theta x)(1-\theta)^{n} (x-x_0)^{n+1}, \quad 0 \leqslant \theta \leqslant 1 \end{aligned}
Rn(x)Rn(x)Rn(x)=n!1∫x0xf(n+1)(s)(x−s)nds=(n+1)!1f(n+1)(ξ)(x−x0)n+1,ξ 在 x0与 x 之间=n!1f(n+1)(θx)(1−θ)n(x−x0)n+1,0⩽θ⩽1
于是, 将
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\begin{aligned} R_{j}&=\frac{1}{n !} \int_{x_{j}}^{x_{j}+h} f^{(n+1)}\left(s^{\prime}\right)\left(x_{j}+h-s^{\prime}\right)^{n} d s^{\prime} .\quad \text{令}\ s^{\prime}=s h+x_{j} .\\ R_{j+1}&=\frac{1}{n !} \int_{x_{j}+h}^{x_{j}+2 h} f^{(n+1)}\left(s^{\prime}\right)\left(x_{j}+2 h-s^{\prime}\right)^{n} d s^{\prime} . \quad \text{令}\ s^{\prime}=s h+x_{j}+h .\\ \end{aligned}
RjRj+1=n!1∫xjxj+hf(n+1)(s′)(xj+h−s′)nds′.令 s′=sh+xj.=n!1∫xj+hxj+2hf(n+1)(s′)(xj+2h−s′)nds′.令 s′=sh+xj+h.
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\begin{aligned} R_{j}&=\frac{1}{n !} \int_{0}^{1} f^{(n+1)}\left(s h+x_{j}\right)(1-s)^{n} h^{n+1} d s .\\ R_{j+1}&=\frac{1}{n !} \int_{0}^{1} f^{(n+1)}\left(s h+x_{j}+h\right)(1-s)^{n} h^{n+1} d s. \end{aligned}
RjRj+1=n!1∫01f(n+1)(sh+xj)(1−s)nhn+1ds.=n!1∫01f(n+1)(sh+xj+h)(1−s)nhn+1ds.
于是有
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R_{i+1}-R_{j} =\frac{1}{n !} \int_{0}^{1}\left[f^{(n+1)}\left(s h+x_{j}+h\right)-f^{(n+1)}\left(s h+x_{j}\right)\right](1-s)^{n} h^{n+1} d s . \tag{1}
Ri+1−Rj=n!1∫01[f(n+1)(sh+xj+h)−f(n+1)(sh+xj)](1−s)nhn+1ds.(1)
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f^{(n+1)}\left(s h+x_{j}+h\right)=f^{(n+1)}\left(s h+x_{j}\right)+hf^{(n+2)}\left(s h+x_{j}\right)+o\left(h^{2}\right)
f(n+1)(sh+xj+h)=f(n+1)(sh+xj)+hf(n+2)(sh+xj)+o(h2)
移项得
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f^{(n+1)}\left(s h+x_{j}+h\right)-f^{(n+1)}\left(s h+x_{j}\right)=h f^{(n+2)}\left(s h+x_{j}\right)+o\left(h^{2}\right)\tag{2}
f(n+1)(sh+xj+h)−f(n+1)(sh+xj)=hf(n+2)(sh+xj)+o(h2)(2)
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\begin{aligned} R_{i+1}-R_{j} &=\frac{1}{n !} \int_{0}^{1}\left[h f^{(n+2)}\left(s h+x_{j}\right)+o\left(h^{2}\right)\right](1-s)^{n} h^{n+1} d s \\ &=\frac{1}{n !} \int_{0}^{1}h f^{(n+2)}\left(s h+x_{j}\right)(1-s)^{n} h^{n+1} d s + \frac{1}{n !} \int_{0}^{1}o\left(h^{2}\right)(1-s)^{n} h^{n+1} d s \\ &=o\left(h^{n+2}\right)+o\left(h^{n+3}\right)\\ &=o\left(h^{n+2}\right) \end{aligned}.
Ri+1−Rj=n!1∫01[hf(n+2)(sh+xj)+o(h2)](1−s)nhn+1ds=n!1∫01hf(n+2)(sh+xj)(1−s)nhn+1ds+n!1∫01o(h2)(1−s)nhn+1ds=o(hn+2)+o(hn+3)=o(hn+2).
于是
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\delta_{x} R_{j+\frac{1}{2}}=\frac{R_{j+1}-R_{j}}{h}=\frac{o\left(h^{n+2}\right)}{h}=o\left(h^{n+1}\right)
δxRj+21=hRj+1−Rj=ho(hn+2)=o(hn+1)
综上所述, 余项与其一阶差商同阶.
证明完毕.