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Error analysis of exponential integrators for oscillatory second-order differential equations

Volker Grimm and Marlis Hochbruck

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In this paper, we analyse a family of exponential integrators for second-order differential equations in which high-frequency oscillations in the solution are generated by a linear part. Conditions are given which guarantee that the integrators allow second-order error bounds independent of the product of the step size with the frequencies. Our convergence analysis generalizes known results on the mollified impulse method by García-Archilla, Sanz-Serna and Skeel (1998, SIAM J. Sci. Comput. 30 930–63) and on Gautschi-type exponential integrators (Hairer E, Lubich Ch and Wanner G 2002 Geometric Numerical Integration (Berlin: Springer), Hochbruck M and Lubich Ch 1999 Numer. Math. 83 403–26).


PACS

02.60.Lj Ordinary and partial differential equations; boundary value problems

02.30.Cj Measure and integration

02.60.Cb Numerical simulation; solution of equations

MSC

65L70 Error bounds

65M12 Stability and convergence of numerical methods

Subjects

Mathematical physics

Computational physics

Dates

Issue 19 (12 May 2006)

Received 16 September 2005, in final form 11 December 2005

Published 24 April 2006



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