A high-order scheme for solving wave propagation problems via the direct construction of an approximate time-evolution operator

ArticleThis is a pre-copyedited, author-produced PDF of an article accepted for publication in IMA Journal of Numerical Analysis following peer review. The version of record IMA J Numer Anal (2015) is available online at http://imajna.oxfordjournals.org/content/early/2015/06/16/imanum.drv021The manuscript presents a technique for efficiently solving the classical wave equation, the shallow water equations, and, more generally, equations of the form ∂u/∂t=Lu∂u/∂t=Lu, where LL is a skew-Hermitian differential operator. The idea is to explicitly construct an approximation to the time-evolution operator exp(τL)exp⁡(τL) for a relatively large time-step ττ. Recently developed techniques for approximating oscillatory scalar functions by rational functions, and accelerated algorithms for computing functions of discretized differential operators are exploited. Principal advantages of the proposed method include: stability even for large time-steps, the possibility to parallelize in time over many characteristic wavelengths and large speed-ups over existing methods in situations where simulation over long times are required. Numerical examples involving the 2D rotating shallow water equations and the 2D wave equation in an inhomogenous medium are presented, and the method is compared to the 4th order Runge–Kutta (RK4) method and to the use of Chebyshev polynomials. The new method achieved high accuracy over long-time intervals, and with speeds that are orders of magnitude faster than both RK4 and the use of Chebyshev polynomials

Long-term analysis of numerical integrators for oscillatory Hamiltonian systems under minimal non-resonance conditions

For trigonometric and modified trigonometric integrators applied to oscillatory Hamiltonian differential equations with one or several constant high frequencies, near-conservation of the total and oscillatory energies are shown over time scales that cover arbitrary negative powers of the step size. This requires non-resonance conditions between the step size and the frequencies, but in contrast to previous results the results do not require any non-resonance conditions among the frequencies. The proof uses modulated Fourier expansions with appropriately modified frequencies.Comment: 26 page