The Accurate Numerical Solution of Highly Oscillatory Ordinary Differential Equations*

نویسنده

  • Robert E. Scheid
چکیده

An asymptotic theory for weakly nonlinear, highly oscillatory systems of ordinary differential equations leads to methods which are suitable for accurate computation with large time steps. The theory is developed for systems of the form Z = (A(t)/e)Z + H(Z,t). Z(0, f) = Z„, 0</< 7\0<e« 1, where the diagonal matrix A(t) has smooth, purely imaginary eigenvalues and the components of H(Z, i) are polynomial in the components of Z with smooth (-dependent coefficients. Computational examples are presented.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Chebyshev Spectral Collocation Method for Computing Numerical Solution of Telegraph Equation

In this paper, the Chebyshev spectral collocation method(CSCM) for one-dimensional linear hyperbolic telegraph equation is presented. Chebyshev spectral collocation method have become very useful in providing highly accurate solutions to partial differential equations. A straightforward implementation of these methods involves the use of spectral differentiation matrices. Firstly, we transform ...

متن کامل

Numerical solution and simulation of random differential equations with Wiener and compound Poisson Processes

Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...

متن کامل

Numerical method for singularly perturbed fourth order ordinary differential equations of convection-diffusion type

In this paper, we have proposed a numerical method for singularly perturbed  fourth order ordinary differential equations of convection-diffusion type. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and  finite difference method. In order to get a numerical solution for the derivative of the solution, the given interval is divided  in...

متن کامل

High Order Numerical Methods for Highly Oscillatory Problems

This paper is concerned with the numerical solution of nonlinear Hamiltonian oscillatory systems of second-order differential equations of a special form. We present numerical methods of high asymptotic as well as time stepping order based on the modulated Fourier expansion of the exact solution. Furthermore, numerical experiments on the modified Fermi-Pasta-Ulam problem support our investigati...

متن کامل

On the numerical analysis of rapid oscillation

This paper surveys recent advances in the allied challenges of discretizing highly oscillatory ordinary differential equations and computing numerical quadrature of highly oscillatory integrals, and attempts to sketch the mathematical foundations of a general approach to these issues. Having described the Magnus, Cayley and Neumann methods for highly oscillatory ordinary differential equations ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2010