Skip to main content

Trigonometric Collocation Methods for Multi-frequency and Multidimensional Oscillatory Systems

  • Chapter
  • First Online:
  • 504 Accesses

Abstract

This chapter presents a class of trigonometric collocation methods based on Lagrange basis polynomials for solving multi-frequency and multidimensional oscillatory systems \(q^{\prime \prime }(t)+Mq(t)=f\big (q(t)\big )\). The properties of the collocation methods are investigated in detail. It is shown that the convergence condition of these methods is independent of \(\left\| M\right\| \), which is crucial for solving multi-frequency oscillatory systems.

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

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   99.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   129.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   129.00
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

References

  1. Brugnano, L., Iavernaro, F., Trigiante, D.: A simple framework for the derivation and analysis of effective one-step methods for ODEs. Appl. Math. Comput. 218, 8475–8485 (2012)

    MathSciNet  MATH  Google Scholar 

  2. Brugnano, L., Iavernaro, F.: Line Integral Methods for Conservative Problems. CRC Press, Boca Raton (2016)

    MATH  Google Scholar 

  3. Cohen, D., Hairer, E., Lubich, C.: Numerical energy conservation for multi-frequency oscillatory differential equations. BIT 45, 287–305 (2005)

    Article  MathSciNet  Google Scholar 

  4. Cohen, D.: Conservation properties of numerical integrators for highly oscillatory Hamiltonian systems. IMA J. Numer. Anal. 26, 34–59 (2006)

    Article  MathSciNet  Google Scholar 

  5. Cohen, D., Jahnke, T., Lorenz, K., Lubich, C.: Numerical integrators for highly oscillatory Hamiltonian systems: a review. In: Mielke, A. (ed.) Analysis, Modeling and Simulation of Multiscale Problems, pp. 553–576. Springer, Berlin (2006)

    Chapter  Google Scholar 

  6. García-Archilla, B., Sanz-Serna, J.M., Skeel, R.D.: Long-time-step methods for oscillatory differential equations. SIAM J. Sci. Comput. 20, 930–963 (1999)

    Article  MathSciNet  Google Scholar 

  7. Hairer, E., Nørsett, S.P., Wanner, G.: Solving Ordinary Differential Equations I, Nonstiff Problems. Springer Series in Computational Mathematics, 2nd edn. Springer, Berlin (1993)

    MATH  Google Scholar 

  8. Hairer, E., Lubich, C.: Long-time energy conservation of numerical methods for oscillatory differential equations. SIAM J. Numer. Anal. 38, 414–441 (2000)

    Article  MathSciNet  Google Scholar 

  9. Hairer, E., Lubich, C., Wanner, G.: Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations, 2nd edn. Springer, Berlin (2006)

    MATH  Google Scholar 

  10. Hairer, E.: Energy-preserving variant of collocation methods. JNAIAM J. Numer. Anal. Ind. Appl. Math. 5, 73–84 (2010)

    MathSciNet  MATH  Google Scholar 

  11. Hale, J.K.: Ordinary Differential Equations. Roberte E. Krieger Publishing company, Huntington, New York (1980)

    MATH  Google Scholar 

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

    Article  MathSciNet  Google Scholar 

  13. Hochbruck, M., Ostermann, A.: Explicit exponential Runge–Kutta methods for semilineal parabolic problems. SIAM J. Numer. Anal. 43, 1069–1090 (2005)

    Article  MathSciNet  Google Scholar 

  14. Hochbruck, M., Ostermann, A., Schweitzer, J.: Exponential Rosenbrock-type methods. SIAM J. Numer. Anal. 47, 786–803 (2009)

    Article  MathSciNet  Google Scholar 

  15. Iavernaro, F., Trigiante, D.: High-order symmetric schemes for the energy conservation of polynomial Hamiltonian problems. NAIAM J. Numer. Anal. Ind. Appl. Math. 4(1), 87–101 (2009)

    MathSciNet  MATH  Google Scholar 

  16. Iserles, A.: A First Course in the Numerical Analysis of Differential Equations, 2nd edn. Cambridge University Press, Cambridge (2008)

    Book  Google Scholar 

  17. Jiménez, S., Vázquez, L.: Analysis of four numerical schemes for a nonlinear Klein–Gordon equation. Appl. Math. Comput. 35, 61–93 (1990)

    MathSciNet  MATH  Google Scholar 

  18. Li, J., Wu, X.Y.: Adapted Falkner-type methods solving oscillatory second-order differential equations. Numer. Algorithm 62, 355–381 (2013)

    Article  MathSciNet  Google Scholar 

  19. Stiefel, E.L., Scheifele, G.: Linear and regular celestial mechanics. Springer, New York (1971)

    Book  Google Scholar 

  20. Sun, G.: Construction of high order symplectic Runge–Kutta methods. J. Comput. Math. 11, 250–260 (1993)

    MathSciNet  MATH  Google Scholar 

  21. Wang, B., Li, G.: Bounds on asymptotic-numerical solvers for ordinary differential equations with extrinsic oscillation. Appl. Math. Modell. 39, 2528–2538 (2015)

    Article  MathSciNet  Google Scholar 

  22. Wang, B., Liu, K., Wu, X.Y.: A Filon-type asymptotic approach to solving highly oscillatory second-order initial value problems. J. Comput. Phys. 243, 210–223 (2013)

    Article  MathSciNet  Google Scholar 

  23. Wang, B., Wu, X.Y.: A new high precision energy-preserving integrator for system of oscillatory second-order differential equations. Phys. Lett. A 376, 1185–1190 (2012)

    Article  MathSciNet  Google Scholar 

  24. Wang, B., Wu, X.Y., Zhao, H.: Novel improved multidimensional Störmer-Verlet formulas with applications to four aspects in scientific computation. Math. Comput. Modell. 57, 857–872 (2013)

    Article  Google Scholar 

  25. Wang, B., Yang, H., Meng, F.: Sixth-order symplectic and symmetric explicit ERKN schemes for solving multi-frequency oscillatory nonlinear Hamiltonian equations. Calcolo (2016). https://doi.org/10.1007/s10092-016-0179-y

  26. Wang, B., Iserles, A., Wu, X.Y.: Arbitrary-order trigonometric fourier collocation methods for multi-frequency oscillatory systems. Found. Comput. Math. 16, 151–181 (2016)

    Article  MathSciNet  Google Scholar 

  27. Wang, B., Wu, X.Y., Meng, F.: Trigonometric collocation methods based on Lagrange basis polynomials for multi-frequency oscillatory second-order differential equations. J. Comput. Appl. Math. 313, 185–201 (2017)

    Article  MathSciNet  Google Scholar 

  28. Wright, K.: Some relationships between implicit Runge-Kutta, collocation and Lanczos \(\tau \) methods, and their stability properties. BIT 10, 217–227 (1970)

    Article  MathSciNet  Google Scholar 

  29. Wu, X.Y., You, X., Shi, W., Wang, B.: ERKN integrators for systems of oscillatory second-order differential equations. Comput. Phys. Comm. 181, 1873–1887 (2010)

    Article  MathSciNet  Google Scholar 

  30. Wu, X.Y.: A note on stability of multidimensional adapted Runge–Kutta–Nyström methods for oscillatory systems. Appl. Math. Modell. 36, 6331–6337 (2012)

    Article  Google Scholar 

  31. Wu, X.Y., Wang, B., Xia, J.: Explicit symplectic multidimensional exponential fitting modified Runge–Kutta–Nyström methods. BIT 52, 773–795 (2012)

    Article  MathSciNet  Google Scholar 

  32. Wu, X.Y., Wang, B., Shi, W.: Efficient energy-preserving integrators for oscillatory Hamiltonian systems. J. Comput. Phys. 235, 587–605 (2013)

    Article  MathSciNet  Google Scholar 

  33. Wu, X.Y., You, X., Wang, B.: Structure-Preserving Algorithms for Oscillatory Differential Equations. Springer, Berlin (2013)

    Book  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Xinyuan Wu .

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer Nature Singapore Pte Ltd. And Science Press

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Wu, X., Wang, B. (2018). Trigonometric Collocation Methods for Multi-frequency and Multidimensional Oscillatory Systems. In: Recent Developments in Structure-Preserving Algorithms for Oscillatory Differential Equations. Springer, Singapore. https://doi.org/10.1007/978-981-10-9004-2_7

Download citation

Publish with us

Policies and ethics