Think globally, act locally: Solving highly-oscillatory ordinary differential equations (Q1862012)
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scientific article; zbMATH DE number 1879056
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| English | Think globally, act locally: Solving highly-oscillatory ordinary differential equations |
scientific article; zbMATH DE number 1879056 |
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Think globally, act locally: Solving highly-oscillatory ordinary differential equations (English)
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10 March 2003
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In a number of applications we are faced with the problem of finding a numerical solution of an ordinary differential equation whose exact solution is strongly oscillatory. For problems of this type, the author first discusses the issue of error propagation. Special attention is paid to Runge-Kutta and Magnus methods. As a result of the analysis, a modified Magnus method is constructed that exhibits a very good performance.
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highly-oscillatory equations
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Runge-Kutta methods
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Lie-group methods
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WKB analysis
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Magnus methods
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performance
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0.904521644115448
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0.7833438515663147
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