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Highly Oscillatory Problems by Björn Engquist

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1Implicit-Explicit Variational Integration Of Highly Oscillatory Problems

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In this paper, we derive a variational integrator for certain highly oscillatory problems in mechanics. To do this, we take a new approach to the splitting of fast and slow potential forces: rather than splitting these forces at the level of the differential equations or the Hamiltonian, we split the two potentials with respect to the Lagrangian action integral. By using a different quadrature rule to approximate the contribution of each potential to the action, we arrive at a geometric integrator that is implicit in the fast force and explicit in the slow force. This can allow for significantly longer time steps to be taken (compared to standard explicit methods, such as St\"ormer/Verlet) at the cost of only a linear solve rather than a full nonlinear solve. We also analyze the stability of this method, in particular proving that it eliminates the linear resonance instabilities that can arise with explicit multiple-time-stepping methods. Next, we perform some numerical experiments, studying the behavior of this integrator for two test problems: a system of coupled linear oscillators, for which we compare against the resonance behavior of the r-RESPA method; and slow energy exchange in the Fermi--Pasta--Ulam problem, which couples fast linear oscillators with slow nonlinear oscillators. Finally, we prove that this integrator accurately preserves the slow energy exchange between the fast oscillatory components, which explains the numerical behavior observed for the Fermi--Pasta--Ulam problem.

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  • Title: ➤  Implicit-Explicit Variational Integration Of Highly Oscillatory Problems
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  • Language: English

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The book is available for download in "texts" format, the size of the file-s is: 12.13 Mbs, the file-s for this book were downloaded 95 times, the file-s went public at Sat Sep 21 2013.

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2A Stroboscopic Averaging Algorithm For Highly Oscillatory Delay Problems

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We propose and analyze a heterogenous multiscale method for the efficient integration of constant-delay differential equations subject to fast periodic forcing. The stroboscopic averaging method (SAM) suggested here may provide approximations with \(\mathcal{O}(H^2+1/\Omega^2)\) errors with a computational effort that grows like \(H^{-1}\) (the inverse of the stepsize), uniformly in the forcing frequency \(\Omega\).

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The book is available for download in "texts" format, the size of the file-s is: 0.26 Mbs, the file-s for this book were downloaded 19 times, the file-s went public at Sat Jun 30 2018.

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