RCMS: Right Correction Magnus Series approach for oscillatory ODEs

摘要

We consider RCMS, a method for integrating differential equations of the form y′=[λA+A1(t)]y with highly oscillatory solution. It is shown analytically and numerically that RCMS can accurately integrate problems using stepsizes determined only by the characteristic scales of A1(t), typically much larger than the solution “wavelength”. In fact, for a given t grid the error decays with, or is independent of, increasing solution oscillation. RCMS consists of two basic steps, a transformation which we call the right correction and solution of the right correction equation using a Magnus series. With suitable methods of approximating the highly oscillatory integrals appearing therein, RCMS has high order of accuracy with little computational work. Moreover, RCMS respects evolution on a Lie group. We illustrate with application to the 1D Schrödinger equation and to Frenet–Serret equations. The concept of right correction integral series schemes is suggested and right correction Neumann schemes are discussed. Asymptotic analysis for a large class of ODEs is included which gives certain numerical integrators converging to exact asymptotic behaviour.