Long-Time Energy Conservation of Numerical Methods for Oscillatory Differential Equations
Author(s) -
Ernst Hairer,
Christian Lubich
Publication year - 2000
Publication title -
siam journal on numerical analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.78
H-Index - 134
eISSN - 1095-7170
pISSN - 0036-1429
DOI - 10.1137/s0036142999353594
Subject(s) - mathematics , discretization , energy (signal processing) , numerical analysis , mathematical analysis , conservation of energy , differential equation , energy conservation , harmonic , physics , statistics , ecology , biology , thermodynamics , quantum mechanics
We consider second-order differential systems where high-frequency oscillations are generated by a linear part. We present a frequency expansion of the solution, and we discuss two invariants of the system that determine the coefficients of the frequency expansion. These invariants are related to the total energy and the oscillatory harmonic energy of the original system.For the numerical solution we study a class of symmetric methods that discretize the linear part without error. We are interested in the case where the product of the step size with the highest frequency can be large. In the sense of backward error analysis we represent the numerical solution by a frequency expansion where the coefficients are the solution of a modified system. This allows us to prove the near-conservation of the total and the oscillatory energy over very long time intervals.
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