High-order Lagrange multiplier schemes for general Hamiltonian PDEs

Abstract: In this paper, we introduce a Lagrange multiplier approach to construct linearly implicit energy-preserving schemes of arbitrary order for general Hamiltonian PDEs. Unlike the widely used auxiliary variable methods, this novel approach does not require the nonlinear part of the energy to be bounded from below, thereby offering broader applicability. Moreover, this approach preserves the original energy exactly at both the continuous and discrete levels, as opposed to a modified energy preserved by the auxiliary variable methods. Rigorous proofs are provided for the energy conservation and numerical accuracy of all derived schemes. The trade-off for these advantages is the need to solve a nonlinear algebraic equation to determine the Lagrange multiplier. Nevertheless, numerical experiments show that the associated computational cost is generally not dominant, indicating that the new schemes retain computational efficiency comparable to the auxiliary variable-based schemes. Numerical results demonstrate the efficiency, accuracy, and structure-preserving properties of the proposed schemes.