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A stroboscopic averaging algorithm for highly oscillatory delay problems

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URI: https://hdl.handle.net/10016/32524
ISSN: 0272-4979
DOI: https://doi.org/10.1093/imanum/dry020
UXXI: AR/0000026336
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Stroboscopic_IMAJNA_2019_ps.pdf (676.12 KB)
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2019-07
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Oxford University Press
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Abstract
We propose and analyse a heterogeneous multiscale method for the efficient integration of constant-delay differential equations subject to fast periodic forcing. The stroboscopic averaging method suggested here may provide approximations with O(H2+1/Ω2) errors with a computational effort that grows like H−1 (the inverse of the step size), uniformly in the forcing frequency Ω⁠.
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Delay differential equations, Stroboscopic averaging, Highly oscillatory problems
Bibliographic citation
Sanz-Serna, J. M. & Zhu, B. (2019). A stroboscopic averaging algorithm for highly oscillatory delay problems. IMA Journal of Numerical Analysis, 39(3), 1110–1133.
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