Skip to main content
Log in

Efficient numerical integrators for highly oscillatory dynamic systems based on modified magnus integrator method

  • Published:
Applied Mathematics and Mechanics Aims and scope Submit manuscript

Abstract

Based on the Magnus integrator method established in linear dynamic systems, an efficiently improved modified Magnus integrator method was proposed for the second-order dynamic systems with time-dependent high frequencies. Firstly, the second-order dynamic system was reformulated as the first-order system and the frame of reference was transfered by introducing new variables so that highly oscillatory behaviour inherits from the entries in the meantime. Then the modified Magnus integrator method based on local linearization was appropriately designed for solving the above new form and some improved also were presented. Finally, numerical examples show that the proposed methods appear to be quite adequate for integration for highly oscillatory dynamic systems including Hamiltonian systems problem with long time and effectiveness

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Petzold L R, Jay L O, Yen J. Numerical solution of highly oscillatory ordinary differential equations[J]. Acta Numerica, 1997, 6:437–483.

    Article  MATH  MathSciNet  Google Scholar 

  2. Hairer E, Lubich C and Wanner G. Geometric Numerical Integration[M]. Springer Verlag, Berlin, 2002, Ch. XIII.

    Google Scholar 

  3. Gautschi W. Numerical integration of ordinary differential equations based on trigonometric polynomials[J]. Numer Math, 1961, 3(1):381–397.

    Article  MATH  MathSciNet  Google Scholar 

  4. García-Archilla B, Sanz-Serna J M, Skeel R D. Long-time-step methods for oscillatory differential equations[J]. SIAM J Sci Comput, 1998, 20(3):930–963.

    Article  Google Scholar 

  5. Hochbruck M, Lubich C. A Gautschi-type method for oscillatory second-order differential equations[J]. Numer Math, 1999, 83(3):403–426.

    Article  MATH  MathSciNet  Google Scholar 

  6. Iserles A, Nørsett S P. On the solution of linear differential equations in Lie groups[J]. Phil Trans Royal Society A, 1999, 357(1754):983–1020.

    Article  MATH  Google Scholar 

  7. Iserles A, Munthe Kaas H Z, Nørsett S P, et al. Lie-groups methods[J]. Acta Numerica, 2000, 9:215–365.

    Article  MATH  Google Scholar 

  8. Iserles A. On the global error of discretization methods for highly-oscillatory ordinary differential equations[J]. BIT, 2002, 42(3):561–599.

    Article  MATH  MathSciNet  Google Scholar 

  9. Iserles A. Think globally, act locally: Solving highly-oscillatory ordinary differential equations[J]. Appld Num Anal, 2002, 43(1):145–160.

    MATH  MathSciNet  Google Scholar 

  10. Iserles A. On Cayley-transform methods for the discretization of Lie-group equations[J]. Found Comp Maths, 2001, 1(2):129–160.

    Article  MATH  MathSciNet  Google Scholar 

  11. Hairer E, Nørsett S P and Wanner G. Solving Ordinary Differential Equations I: Nonstiff Problems[M]. Springer-Verlag, Berlin, 1987.

    Google Scholar 

  12. Vigo-Aguiar J, Ferrádiz J M. A general procedure for the adaptation of multistep algorithms to the integration of oscillatory problems[J]. SIAM J Numer Anal, 1998, 35(4):1684–1708.

    Article  MATH  MathSciNet  Google Scholar 

  13. Zhang S, Deng Z. A simple and efficient fourth-order approximation solution for nonlinear dynamical systems[J]. Mech Res Commun, 2004, 31(2):221–228.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Li Wen-cheng Doctor  (李文成).

Additional information

Communicated by YUE Zhu-feng

Project supported by the National Natural Science Foundation of China (No.10572119), Program for New Century Excellent Talent of Ministry of Education of China (No.NCET-04-0958), the Open Foundation of State Key Laboratory of Structural Analysis of Industrial Equipment and the Doctorate Foundation of Northwestern Polytechnical University

Rights and permissions

Reprints and permissions

About this article

Cite this article

Li, Wc., Deng, Zc. & Huang, Ya. Efficient numerical integrators for highly oscillatory dynamic systems based on modified magnus integrator method. Appl Math Mech 27, 1383–1390 (2006). https://doi.org/10.1007/s10483-006-1010-z

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10483-006-1010-z

Key words

Chinese Library Classification

2000 Mathematics Subject Classification

Navigation