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
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsReferences
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)
Brugnano, L., Iavernaro, F.: Line Integral Methods for Conservative Problems. CRC Press, Boca Raton (2016)
Cohen, D., Hairer, E., Lubich, C.: Numerical energy conservation for multi-frequency oscillatory differential equations. BIT 45, 287–305 (2005)
Cohen, D.: Conservation properties of numerical integrators for highly oscillatory Hamiltonian systems. IMA J. Numer. Anal. 26, 34–59 (2006)
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)
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)
Hairer, E., Nørsett, S.P., Wanner, G.: Solving Ordinary Differential Equations I, Nonstiff Problems. Springer Series in Computational Mathematics, 2nd edn. Springer, Berlin (1993)
Hairer, E., Lubich, C.: Long-time energy conservation of numerical methods for oscillatory differential equations. SIAM J. Numer. Anal. 38, 414–441 (2000)
Hairer, E., Lubich, C., Wanner, G.: Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations, 2nd edn. Springer, Berlin (2006)
Hairer, E.: Energy-preserving variant of collocation methods. JNAIAM J. Numer. Anal. Ind. Appl. Math. 5, 73–84 (2010)
Hale, J.K.: Ordinary Differential Equations. Roberte E. Krieger Publishing company, Huntington, New York (1980)
Hochbruck, M., Lubich, C.: A Gautschi-type method for oscillatory second-order differential equations. Numer. Math. 83, 403–426 (1999)
Hochbruck, M., Ostermann, A.: Explicit exponential Runge–Kutta methods for semilineal parabolic problems. SIAM J. Numer. Anal. 43, 1069–1090 (2005)
Hochbruck, M., Ostermann, A., Schweitzer, J.: Exponential Rosenbrock-type methods. SIAM J. Numer. Anal. 47, 786–803 (2009)
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)
Iserles, A.: A First Course in the Numerical Analysis of Differential Equations, 2nd edn. Cambridge University Press, Cambridge (2008)
Jiménez, S., Vázquez, L.: Analysis of four numerical schemes for a nonlinear Klein–Gordon equation. Appl. Math. Comput. 35, 61–93 (1990)
Li, J., Wu, X.Y.: Adapted Falkner-type methods solving oscillatory second-order differential equations. Numer. Algorithm 62, 355–381 (2013)
Stiefel, E.L., Scheifele, G.: Linear and regular celestial mechanics. Springer, New York (1971)
Sun, G.: Construction of high order symplectic Runge–Kutta methods. J. Comput. Math. 11, 250–260 (1993)
Wang, B., Li, G.: Bounds on asymptotic-numerical solvers for ordinary differential equations with extrinsic oscillation. Appl. Math. Modell. 39, 2528–2538 (2015)
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)
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)
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)
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
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)
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)
Wright, K.: Some relationships between implicit Runge-Kutta, collocation and Lanczos \(\tau \) methods, and their stability properties. BIT 10, 217–227 (1970)
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)
Wu, X.Y.: A note on stability of multidimensional adapted Runge–Kutta–Nyström methods for oscillatory systems. Appl. Math. Modell. 36, 6331–6337 (2012)
Wu, X.Y., Wang, B., Xia, J.: Explicit symplectic multidimensional exponential fitting modified Runge–Kutta–Nyström methods. BIT 52, 773–795 (2012)
Wu, X.Y., Wang, B., Shi, W.: Efficient energy-preserving integrators for oscillatory Hamiltonian systems. J. Comput. Phys. 235, 587–605 (2013)
Wu, X.Y., You, X., Wang, B.: Structure-Preserving Algorithms for Oscillatory Differential Equations. Springer, Berlin (2013)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2018 Springer Nature Singapore Pte Ltd. And Science Press
About this chapter
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
DOI: https://doi.org/10.1007/978-981-10-9004-2_7
Published:
Publisher Name: Springer, Singapore
Print ISBN: 978-981-10-9003-5
Online ISBN: 978-981-10-9004-2
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)