Efficient Nonlinear Fourier Transform Algorithms of Order Four on Equispaced Grid (1903.11702v1)

Abstract: We explore two classes of exponential integrators in this letter to design nonlinear Fourier transform (NFT) algorithms with a desired accuracy-complexity trade-off and a convergence order of $4$ on an equispaced grid. The integrating factor based method in the class of Runge-Kutta methods yield algorithms with complexity $O(N\log^2N)$ (where $N$ is the number of samples of the signal) which have superior accuracy-complexity trade-off than any of the fast methods known currently. The integrators based on Magnus series expansion, namely, standard and commutator-free Magnus methods yield algorithms of complexity $O(N^2)$ that have superior error behavior even for moderately small step-sizes and higher signal strengths.