Adiabatic Filon-type methods for highly oscillatory second-order ordinary differential equations

摘要

In this paper, we study efficient numerical integrators for linear and nonlinear systems of highly oscillatory second-order ordinary differential equations. The systems are reformulated as a first-order system, which is then transformed to adiabatic variables. The solution of the transformed system is a smoother function which is more accessible to numerical approximation than the original system. We develop Filon-type methods for linear systems by approximating the integral as a linear combination of function values and derivatives. We then present a special combination of Filon-type methods and waveform relaxation methods for nonlinear systems. Both types of methods can be used with far larger step sizes than those required by traditional schemes and their performance drastically improves as frequency grows, as are illustrated by numerical experiments.