This paper deals with numerical methods for the discretization of highly oscillatory systems. We approach the problem by writing the solution in terms of the Magnus expansion based on the Cayley map. The global error, obtained when the method is applied to the linear oscillator, is investigated. Moreover, we provide numerical experiments in order to validate our theoretical results.
The global error of Magnus methods based on the Cayley map for some oscillatory problems
RAGNI, Stefania
2003
Abstract
This paper deals with numerical methods for the discretization of highly oscillatory systems. We approach the problem by writing the solution in terms of the Magnus expansion based on the Cayley map. The global error, obtained when the method is applied to the linear oscillator, is investigated. Moreover, we provide numerical experiments in order to validate our theoretical results.File in questo prodotto:
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