RCMS: Right correction Magnus series approach for oscillatory ODEs. We consider the right correction Magnus series (RCMS), a method for integrating ordinary differential equations (ODEs) of the form y ’ =[λA+A 1 (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 A 1 (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 Frénet-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.
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References in zbMATH (referenced in 5 articles , 1 standard article )
Showing results 1 to 5 of 5.
- Ledoux, Veerle; Van Daele, Marnix: Interpolatory quadrature rules for oscillatory integrals (2012)
- Ledoux, Veerle; Van Daele, Marnix: On CP, LP and other piecewise perturbation methods for the numerical solution of the Schrödinger equation (2011)
- Ledoux, Veerle; Van Daele, Marnix: Solution of Sturm-Liouville problems using modified Neumann schemes (2010)
- Malham, Simon; Niesen, Jitse: Evaluating the Evans function: order reduction in numerical methods (2008)
- Degani, Ilan; Schiff, Jeremy: RCMS: Right correction Magnus series approach for oscillatory ODEs (2006)