A New Class of Uniformly Accurate Numerical Schemes for Highly Oscillatory Evolution Equations

We introduce a new methodology to design uniformly accurate methods for oscillatory evolution equations. The targeted models are envisaged in a wide spectrum of regimes, from non-stiff to highly oscillatory. Thanks to an averaging transformation, the stiffness of the problem is softened, allowing fo...

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Vydané v:Foundations of computational mathematics Ročník 20; číslo 1; s. 1 - 33
Hlavní autori: Chartier, Philippe, Lemou, Mohammed, Méhats, Florian, Vilmart, Gilles
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: New York Springer US 01.02.2020
Springer Nature B.V
Springer Verlag
Predmet:
Applications of Mathematics
Computer Science
Economics
Evolution
Linear and Multilinear Algebras
Math Applications in Computer Science
Mathematics
Mathematics and Statistics
Matrix Theory
Numerical Analysis
Stiffness
Standard averaging
Uniform accuracy
Highly oscillatory problems
Stroboscopic averaging
65L20
35K15
Pullback method
74Q10
Micro–macro method
uniform accuracy AMS subject classification : 65L20
pullback method
standard averaging
uniform accuracy
micro-macro method
stroboscopic averaging
highly-oscillatory problems
ISSN:1615-3375, 1615-3383
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Shrnutí:We introduce a new methodology to design uniformly accurate methods for oscillatory evolution equations. The targeted models are envisaged in a wide spectrum of regimes, from non-stiff to highly oscillatory. Thanks to an averaging transformation, the stiffness of the problem is softened, allowing for standard schemes to retain their usual orders of convergence. Overall, high-order numerical approximations are obtained with errors and at a cost independent of the regime.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:1615-3375
1615-3383
DOI:10.1007/s10208-019-09413-3