A stroboscopic averaging algorithm for highly oscillatory delay problems

DOI10.1093/IMANUM/DRY020MaRDI QIDQ5854349zbMATH OpenOpenAlexFDO

Authors BeiBei Zhu, Jesús María Sanz-Serna

Publication date 16 March 2021

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.07300

zbMATH Keywords

convergence analysisdelay differential equationserror boundshighly oscillatory problemsstroboscopic averaging

Mathematics Subject Classification ID

Numerical methods for functional-differential equations (65L03) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)

Abstract: We propose and analyze a heterogenous multiscale method for the efficient integration of constant-delay differential equations subject to fast periodic forcing. The stroboscopic averaging method (SAM) suggested here may provide approximations with $(mathcalO(H^2+1/Omeg{a}^2))$ errors with a computational effort that grows like $(H^{-1})$ (the inverse of the stepsize), uniformly in the forcing frequency Omega.

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(6)

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• High-order stroboscopic averaging methods for highly oscillatory delay problems
• Word series high-order averaging of highly oscillatory differential equations with delay
• Stroboscopic averaging of highly oscillatory nonlinear wave equations
• Stroboscopic averaging methods to study autoresonance and other problems with slowly varying forcing frequencies
• Numerical stroboscopic averaging for ODEs and DAEs

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