Highly-oscillatory evolution equations with multiple frequencies: averaging and numerics
Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Averaging method for ordinary differential equations (34C29) Singular perturbations for ordinary differential equations (34E15) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Let \(\{A_i: i=1,\ldots, d\}\) be mutually commuting matrices on \(\mathbb{R}^n\), \(\omega_1 < \ldots < \omega_d=1\) be constant frequencies and \(B=\sum_{i=1}^d \omega_iA_i\). The authors consider the highly-oscillatory first order evolution equation \[ u'(t)= \frac{1}{\epsilon}Bu(t)+g(u(t)) \] with a given initial condition \(u(0)=u_0\). Here \(g\) is a possibly nonlinear map on \(\mathbb{R}^n\). This equation is known to be a difficult problem to be solved numerically. Standard numerical procedures suffer from step size restrictions for small values of \(\epsilon\) and hence cannot be applied in practice. A reformulation of the problem as an equivalent mono-frequency equation, is proposed, which allows for applying the recently developed multi-revolution composition methods in conjunction with two-scale methods. Outcomes of numerical experiments are presented.
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