2012 | OriginalPaper | Chapter
A Stroboscopic Numerical Method for Highly Oscillatory Problems
Authors : Mari Paz Calvo, Philippe Chartier, Ander Murua, Jesús María Sanz-Serna
Published in: Numerical Analysis of Multiscale Computations
Publisher: Springer Berlin Heidelberg
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We suggest a method for the integration of highly oscillatory systems with a single high frequency. The new method may be seen as a purely numerical way of implementing the analytical technique of stroboscopic averaging. The technique may be easily implemented in combination with standard software and may be applied with variable step sizes. Numerical experiments show that the suggested algorithms may be substantially more efficient than standard numerical integrators.