A stroboscopic averaging algorithm for highly oscillatory delay problems

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

Vibrational resonance: a study with high-order word-series averaging

We study a model problem describing vibrational resonance by means of a high-order averaging technique based on so-called word series. With the technique applied here, the tasks of constructing the averaged system and the associated change of variables are divided into two parts. It is first necessary to build recursively a set of so-called word basis functions and, after that, all the required manipulations involve only scalar coefficients that are computed by means of simple recursions. As distinct from the situation with other approaches, with word-series, high-order averaged systems may be derived without having to compute the associated change of variables. In the system considered here, the construction of high-order averaged systems makes it possible to obtain very precise approximations to the true dynamics.Ministerio de Economía, Industria y Competitividad, proyectos MTM2013-46553-C3-1-P y MTM2013-46553-C3-2-

From efficient symplectic exponentiation of matrices to symplectic integration of high-dimensional Hamiltonian systems with slowly varying quadratic stiff potentials

We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based on the highly-non-trivial introduction of two efficient symplectic schemes for exponentiations of matrices that only require O(n) matrix multiplications operations at each coarse time step for a preset small number n. The proposed integrator is shown to be (i) uniformly convergent on positions; (ii) symplectic in both slow and fast variables; (iii) well adapted to high dimensional systems. Our framework also provides a general method for iteratively exponentiating a slowly varying sequence of (possibly high dimensional) matrices in an efficient way

Structure preserving Stochastic Impulse Methods for stiff Langevin systems with a uniform global error of order 1 or 1/2 on position

Impulse methods are generalized to a family of integrators for Langevin systems with quadratic stiff potentials and arbitrary soft potentials. Uniform error bounds (independent from stiff parameters) are obtained on integrated positions allowing for coarse integration steps. The resulting integrators are explicit and structure preserving (quasi-symplectic for Langevin systems)

Exterior complex scaling as a perfect absorber in time-dependent problems

It is shown that exterior complex scaling provides for complete absorption of outgoing flux in numerical solutions of the time-dependent Schr\"odinger equation with strong infrared fields. This is demonstrated by computing high harmonic spectra and wave-function overlaps with the exact solution for a one-dimensional model system and by three-dimensional calculations for the H atom and a Ne atom model. We lay out the key ingredients for correct implementation and identify criteria for efficient discretization

A stroboscopic averaging algorithm for highly oscillatory delay problems

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.J.M. Sanz-Serna has been supported by projects MTM2013-46553-C3-1-P from Ministerio de Economía y Comercio, and MTM2016-77660-P(AEI/FEDER, UE) from Ministerio de Economía, Industria y Competitividad, Spain. Beibei Zhu has been supported by the National Natural Science Foundation of China (Grant No. 11371357 and No. 11771438). She is grateful to Universidad Carlos III de Madrid for hosting the stay in Spain that made this work possible and to the Chinese Scholarship Council for providing the necessary funds. The authors are thankful to M. A. F. Sanjuán and A. Daza for bringing to their attention the vibrational resonance phenomenon, the toggle switch problem and other highly-oscillatory systems with delay

Spectral methods in fluid dynamics

Fundamental aspects of spectral methods are introduced. Recent developments in spectral methods are reviewed with an emphasis on collocation techniques. Their applications to both compressible and incompressible flows, to viscous as well as inviscid flows, and also to chemically reacting flows are surveyed. The key role that these methods play in the simulation of stability, transition, and turbulence is brought out. A perspective is provided on some of the obstacles that prohibit a wider use of these methods, and how these obstacles are being overcome

Non-intrusive and structure preserving multiscale integration of stiff ODEs, SDEs and Hamiltonian systems with hidden slow dynamics via flow averaging

We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by slow variables (ii) {\it Versatile}: the method is based on averaging the flows of the given dynamical system (which may have hidden slow and fast processes) instead of averaging the instantaneous drift of assumed separated slow and fast processes. This bypasses the need for identifying explicitly (or numerically) the slow or fast variables (iii) {\it Nonintrusive}: A pre-existing numerical scheme resolving the microscopic time scale can be used as a black box and easily turned into one of the integrators in this paper by turning the large coefficients on over a microscopic timescale and off during a mesoscopic timescale (iv) {\it Convergent over two scales}: strongly over slow processes and in the sense of measures over fast ones. We introduce the related notion of two-scale flow convergence and analyze the convergence of these integrators under the induced topology (v) {\it Structure preserving}: for stiff Hamiltonian systems (possibly on manifolds), they can be made to be symplectic, time-reversible, and symmetry preserving (symmetries are group actions that leave the system invariant) in all variables. They are explicit and applicable to arbitrary stiff potentials (that need not be quadratic). Their application to the Fermi-Pasta-Ulam problems shows accuracy and stability over four orders of magnitude of time scales. For stiff Langevin equations, they are symmetry preserving, time-reversible and Boltzmann-Gibbs reversible, quasi-symplectic on all variables and conformally symplectic with isotropic friction.Comment: 69 pages, 21 figure