Scalar auxiliary variable approach for conservative/dissipative partial differential equations with unbounded energy

Abstract

In this paper, we present a novel investigation of the so-called SAV approach, which is a framework to construct linearly implicit geometric numerical integrators for partial differential equations with variational structure. SAV approach was originally proposed for the gradient flows that have lower-bounded nonlinear potentials such as the Allen-Cahn and Cahn-Hilliard equations, and this assumption on the energy was essential. In this paper, we propose a novel approach to address gradient flows with unbounded energy such as the KdV equation by a decomposition of energy functionals. Further, we will show that the equation of the SAV approach, which is a system of equations with scalar auxiliary variables, is expressed as another gradient system that inherits the variational structure of the original system. This expression allows us to construct novel higher-order integrators by a certain class of Runge-Kutta methods. We will propose second and fourth order schemes for conservative systems in our framework and present several numerical examples.

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