Adiabatic Integrators for Highly Oscillatory Second-Order Linear Differential Equations with Time-Varying Eigendecomposition

Numerical integrators for second-order differential equations with time-dependent high frequencies are proposed and analysed. We derive two such methods, called the adiabatic midpoint rule and the adiabatic Magnus method. The integrators are based on a transformation of the problem to adiabatic variables and an expansion technique for the oscillatory integrals. They can be used with far larger step sizes than those required by traditional schemes, as is illustrated by numerical experiments. We prove second-order error bounds with step sizes significantly larger than the almost-period of the fastest oscillations.

[1]  Tobias Jahnke,et al.  Numerical integrators for quantum dynamics close to the adiabatic limit , 2003, Numerische Mathematik.

[2]  W. Magnus On the exponential solution of differential equations for a linear operator , 1954 .

[3]  Volker Grimm,et al.  Exponentielle Integratoren als Lange-Zeitschritt-Verfahren für oszillatorsiche Differentialgleichungen zweiter Ordnung , 2002 .

[4]  Tobias Jahnke,et al.  Long-Time-Step Integrators for Almost-Adiabatic Quantum Dynamics , 2004, SIAM J. Sci. Comput..

[5]  Linda R. Petzold,et al.  Numerical solution of highly oscillatory ordinary differential equations , 1997, Acta Numerica.

[6]  Michael Valášek,et al.  Kinematics and Dynamics of Machinery , 1996 .

[7]  W. Gautschi Numerical integration of ordinary differential equations based on trigonometric polynomials , 1961 .

[8]  Robert D. Skeel,et al.  Long-Time-Step Methods for Oscillatory Differential Equations , 1998, SIAM J. Sci. Comput..

[9]  A. Iserles On the numerical quadrature of highly‐oscillating integrals I: Fourier transforms , 2004 .

[10]  Marlis Hochbruck,et al.  A Gautschi-type method for oscillatory second-order differential equations , 1999, Numerische Mathematik.

[11]  Tobias Jahnke,et al.  Numerische Verfahren für fast adiabatische Quantendynamik , 2003 .

[12]  A. Iserles,et al.  Lie-group methods , 2000, Acta Numerica.

[13]  V. Fock,et al.  Beweis des Adiabatensatzes , 1928 .

[14]  E. Hairer,et al.  Geometric Numerical Integration , 2022, Oberwolfach Reports.

[15]  Arieh Iserles,et al.  On the Global Error of Discretization Methods for Highly-Oscillatory Ordinary Differential Equations , 2002 .