Long-Time-Step Methods for Oscillatory Differential Equations
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The authors consider numerical integration schemes for nondissipative dynamical systems with multiple time scales. It is assumed that the right-hand sides of the second-order differential equations describing such systems can be separated into two kind of terms: fast forces and slow forces, where the fast forces, which are conservative, contain the high frequency of the solution. Since the known Verlet method for solving such equations appears to suffer a loss of accuracy (if the step size is near a multiple of the period of a normal mode) and is unstable (if the step size is near a multiple of half the period of normal mode), the authors propose another method called ``mollified impulse method, which error is bounded independently of the frequency of the fast forces and which possesses stability properties. The paper is organized in several sections containing a description of the algorithm, stability and accuracy analysis, a derivation of the method, and an analysis of error bounds and convergence. The theoretical part of the paper contains an important theorem about the global error of the mollified method and three interesting propositions concerning stability analysis. All theoretical results are supplemented by numerical examples.
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