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Numerical energy conservation for multi-frequency oscillatory differential equations

Cohen, David (author)
Section de Mathématiques, Université de Genève,Université de Genève,University of Geneva
Hairer, Ernst (author)
Section de Mathématiques, Université de Genève,Université de Genève,University of Geneva
Lubich, Christian (author)
Mathematisches Institut, Universität Tübingen,Eberhard Karls Universität Tübingen,Eberhard Karls University of Tübingen
 (creator_code:org_t)
Springer Science and Business Media LLC, 2005
2005
English.
In: BIT Numerical Mathematics. - : Springer Science and Business Media LLC. - 0006-3835 .- 1572-9125. ; 45:2, s. 287-305
  • Journal article (peer-reviewed)
Abstract Subject headings
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  • The long-time near-conservation of the total and oscillatory energies of numerical integrators for Hamiltonian systems with highly oscillatory solutions is studied in this paper. The numerical methods considered are symmetric trigonometric integrators and the Stormer-Verlet method. Previously obtained results for systems with a single high frequency are extended to the multi-frequency case, and new insight into the long-time behaviour of numerical solutions is gained for resonant frequencies. The results are obtained using modulated multi-frequency Fourier expansions and the Hamiltonian-like structure of the modulation system. A brief discussion of conservation properties in the continuous problem is also included.

Subject headings

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)
NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)
NATURVETENSKAP  -- Matematik (hsv//swe)
NATURAL SCIENCES  -- Mathematics (hsv//eng)

Keyword

Gautschi-type numerical methods
Stormer-Verlet method
Hamiltonian systems
modulated Fourier expansion
energy conservation
oscillatory solutions

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ref (subject category)
art (subject category)

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Hairer, Ernst
Lubich, Christia ...
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Umeå University
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