Abstract
In this paper, we propose an approach of combination of asymptotic and numerical techniques to solve highly oscillatory second-order initial value problems. An asymptotic expansion of the solution is derived in inverse of powers of the oscillatory parameter, which develops on two time scales, a slow time t and a fast time τ=ωt. The truncation with the first few terms of the expansion results in a very effective method of discretizing the highly oscillatory differential equation and becomes more accurate when the oscillatory parameter increases. Numerical examples show that our proposed asymptotic-numerical solver is efficient and accurate for highly oscillatory problems.
| Original language | English |
|---|---|
| Pages (from-to) | 184-202 |
| Number of pages | 19 |
| Journal | Applied Numerical Mathematics |
| Volume | 137 |
| DOIs | |
| Publication status | Published - 1 Mar 2019 |
Keywords
- Asymptotic expansion
- Highly oscillatory problem
- Modulated Fourier expansion
- Multiple time scales
- Second-order ordinary differential equation