Highly-oscillatory evolution equations with multiple frequencies: averaging and numerics (Q2407465)

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.