Uniformly accurate multiscale time integrators for second order oscillatory differential equations with large initial data

作者：Zhao Xiaofei^*

来源：BIT Numerical Mathematics, 2017, 57(3): 649-683.

DOI：10.1007/s10543-017-0646-0

• Multiscale time integrator
• Oscillatory equations
• Large data
• Unbounded energy
• Error estimate
• Uniform accuracy
• Exponential integrator

We apply the modulated Fourier expansion to a class of second order differential equations which consists of an oscillatory linear part and a nonoscillatory nonlinear part, with the total energy of the system possibly unbounded when the oscillation frequency grows. We comment on the difference between this model problem and the classical energy bounded oscillatory equations. Based on the expansion, we propose the multiscale time integrators to solve the ODEs under two cases: the nonlinearity is a polynomial or the frequencies in the linear part are integer multiples of a single generic frequency. The proposed schemes are explicit and efficient. The schemes have been shown from both theoretical and numerical sides to converge with a uniform second order rate for all frequencies. Comparisons with popular exponential integrators in the literature are done.

• 出版日期2017-9