On second-order differential equations with highly oscillatory forcing terms

被引:26
|
作者
Condon, Marissa [2 ]
Deano, Alfredo [1 ]
Iserles, Arieh [3 ]
机构
[1] Univ Carlos III Madrid, Dept Matemat, Madrid 28911, Spain
[2] Dublin City Univ, Sch Elect Engn, Dublin 9, Ireland
[3] Univ Cambridge, DAMTP, Cambridge CB3 0WA, England
关键词
highly oscillatory problems; ordinary differential equations; modulated Fourier expansions; numerical analysis; MODULATED FOURIER EXPANSIONS;
D O I
10.1098/rspa.2009.0481
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
We present a method to compute efficiently solutions of systems of ordinary differential equations (ODEs) that possess highly oscillatory forcing terms. This approach is based on asymptotic expansions in inverse powers of the oscillatory parameter, and features two fundamental advantages with respect to standard numerical ODE solvers: first, the construction of the numerical solution is more efficient when the system is highly oscillatory, and, second, the cost of the computation is essentially independent of the oscillatory parameter. Numerical examples are provided, featuring the Van der Pol and Duffing oscillators and motivated by problems in electronic engineering.
引用
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页码:1809 / 1828
页数:20
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