Epoch: a Coherent P-stable Discretization Scheme for Highly Oscillatory Odes Epoch: a Coherent P -stable Discretization Scheme for Highly Oscillatory Ordinary Diierential Equations

نویسنده

  • Georg Denk
چکیده

This paper presents a new discretization scheme for the ee-cient integration of highly oscillatory second-order ordinary diierential equations. The construction of the method is based on the principle of coherence due to Hersch. The analysis proves consistency, P-stability, and a phase-lag of the order 1 for the multistep formulas. The variable step size variable order multistep code EPOCH integrates eeciently and reliably problems arising from circuit simulation and mechanics. The author thanks the Bayerische Forschungsstiftung for the support by FORTWIHR: Bayerischer Forschungsverbund f ur Technisch-Wissen-schaftliches Hochleistungsrechnen. The work is part of the project 4.4 \Numerical simulation of electric circuits and semiconductor devices".

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On second derivative 3-stage Hermite--Birkhoff--Obrechkoff methods for stiff ODEs: A-stable up to order 10 with variable stepsize

Variable-step (VS) second derivative $k$-step $3$-stage Hermite--Birkhoff--Obrechkoff (HBO) methods of order $p=(k+3)$, denoted by HBO$(p)$ are constructed as a combination of linear $k$-step methods of order $(p-2)$ and a second derivative two-step diagonally implicit $3$-stage Hermite--Birkhoff method of order 5 (DIHB5) for solving stiff ordinary differential equations. The main reason for co...

متن کامل

Think Globally, Act Locally: Solving Highly-oscillatory Ordinary Diierential Equations

In this paper we explore the solution of highly-oscillatory diierential equations, with a special reference to the linear oscillator y 00 + g(t)y = 0, where g(t) t!1 ?! +1. Commencing from a global-error formula, we explore the accumulation of the error by Runge{Kutta and Magnus methods. Motivated by our analysis, we present a modiication of the Magnus method which results in substantially bett...

متن کامل

European and American put valuation via a high-order semi-discretization scheme

Put options are commonly used in the stock market to protect against the decline of the price of a stock below a specified price. On the other hand, finite difference approach is a well-known and well-resulted numerical scheme for financial differential equations. As such in this work, a new spatial discretization based on finite difference semi-discretization procedure with high order of accur...

متن کامل

Ode Solving via Automatic Diierentiation and Rational Prediction

We consider the classical Taylor series approximation to the solution of initial value problems in ordinary diierential equations and examine implicit variants for the numerical solution of stii ODEs. The Taylor coeecients of the state vector are found to be closely related to those of the Jacobian of the right hand side along the solution trajectory. These connections between state and Jacobia...

متن کامل

On systems of differential equations with extrinsic oscillation

We present a numerical scheme for an efficient discretization of nonlinear systems of differential equations subjected to highly oscillatory perturbations. This method is superior to standard ODE numerical solvers in the presence of high frequency forcing terms, and is based on asymptotic expansions of the solution in inverse powers of the oscillatory parameter ω, featuring modulated Fourier se...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1993