Multi-revolution composition methods for highly oscillatory differential equations

Philippe Chartier (1, 2) , Joseba Makazaga (3) , Ander Murua (3) , Gilles Vilmart (1, 2)

1 IPSO - Invariant Preserving SOlvers
2 IRMAR - Institut de Recherche Mathématique de Rennes
3 Konputazio Zientziak eta A.A. Saila [Spain]

We introduce a new class of multi-revolution composition methods (MRCM) for the approximation of the $N$th-iterate of a given near-identity map. When applied to the numerical integration of highly oscillatory systems of differential equations, the technique benefits from the properties of standard composition methods: it is intrinsically geometric and well-suited for Hamiltonian or divergence-free equations for instance. We prove error estimates with error constants that are independent of the oscillatory frequency. Numerical experiments, in particular for the nonlinear Schrödinger equation, illustrate the theoretical results, as well as the efficiency and versatility of the methods.

Mots clés: near-identity map; highly-oscillatory; averaging; differential equation; composition method; geometric integration; asymptotic preserving.; asymptotic preserving

Domaines: Analyse numérique [math.NA]

Philippe Chartier, Joseba Makazaga, Ander Murua, Gilles Vilmart. Multi-revolution composition methods for highly oscillatory differential equations. Numerische Mathematik, 2014, 128 (1), pp.167-192. ⟨10.1007/s00211-013-0602-0⟩. ⟨hal-00796581v2⟩