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Gautschi-type exponential integrators as long-time-step methods for oscillatory differential equations

Volker Grimm

Mathematisches Institut, University of Düsseldorf, 40225 Düsseldorf, Germany
grimm@am.uni-duesseldorf.de
http://www.am.uni-duesseldorf.de/~grimm
Contributed talk


The Gautschi-type exponential integrators, which are discussed in the talk, are proposed in [1] and [2] for oscillatory differential equations. These integrators are studied for second-order differential equations in which high-frequency oscillations are generated by a linear time- or solution-dependent part. The presented results show that the methods admit second-order error bounds which are independent of the product of the step-size with the frequencies. Methods with this property are called long-time-step methods in [3]. Applications for which long-time-step methods are intended include molecular dynamics. The appearing systems of ordinary differential equations often allow a splitting of the right-hand-side in fast forces, which generate the high frequencies, and slow forces. If the fast forces can be evaluated more cheaply than the full right-hand-side, long-time-step methods are superior to other integration schemes. Some results of numerical experiments are included.




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Ernst Hairer
2002-05-21