Numerical wave optics and the lensing of gravitational waves by globular clusters

We consider the possible effects of gravitational lensing by globular clusters on gravitational waves from asymmetric neutron stars in our galaxy. In the lensing of gravitational waves, the long wavelength, compared with the usual case of optical lensing, can lead to the geometrical optics approximation being invalid, in which case a wave optical solution is necessary. In general, wave optical solutions can only be obtained numerically. We describe a computational method that is particularly well suited to numerical wave optics. This method enables us to compare the properties of several lens models for globular clusters without ever calling upon the geometrical optics approximation, though that approximation would sometimes have been valid. Finally, we estimate the probability that lensing by a globular cluster will significantly affect the detection, by ground-based laser interferometer detectors such as LIGO, of gravitational waves from an asymmetric neutron star in our galaxy, finding that the probability is insignificantly small.Comment: To appear in: Proceedings of the Eleventh Marcel Grossmann Meetin

The Magnus expansion and some of its applications

Approximate resolution of linear systems of differential equations with varying coefficients is a recurrent problem shared by a number of scientific and engineering areas, ranging from Quantum Mechanics to Control Theory. When formulated in operator or matrix form, the Magnus expansion furnishes an elegant setting to built up approximate exponential representations of the solution of the system. It provides a power series expansion for the corresponding exponent and is sometimes referred to as Time-Dependent Exponential Perturbation Theory. Every Magnus approximant corresponds in Perturbation Theory to a partial re-summation of infinite terms with the important additional property of preserving at any order certain symmetries of the exact solution. The goal of this review is threefold. First, to collect a number of developments scattered through half a century of scientific literature on Magnus expansion. They concern the methods for the generation of terms in the expansion, estimates of the radius of convergence of the series, generalizations and related non-perturbative expansions. Second, to provide a bridge with its implementation as generator of especial purpose numerical integration methods, a field of intense activity during the last decade. Third, to illustrate with examples the kind of results one can expect from Magnus expansion in comparison with those from both perturbative schemes and standard numerical integrators. We buttress this issue with a revision of the wide range of physical applications found by Magnus expansion in the literature.Comment: Report on the Magnus expansion for differential equations and its applications to several physical problem

Stability of Runge–Kutta methods for the alternately advanced and retarded differential equations with piecewise continuous arguments

AbstractThis paper deals with the numerical properties of Runge–Kutta methods for the solution of u′(t)=au(t)+a0u([t+12]). It is shown that the Runge–Kutta method can preserve the convergence order. The necessary and sufficient conditions under which the analytical stability region is contained in the numerical stability region are obtained. It is interesting that the θ-methods with 0⩽θ<12 are asymptotically stable. Some numerical experiments are given

Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review

A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances

Magnus integrators for solving linear-quadratic differential games

We consider Magnus integrators to solve linear-quadratic N-player differential games. These problems require to solve, backward in time, non-autonomous matrix Riccati differential equations which are coupled with the linear differential equations for the dynamic state of the game, to be integrated forward in time. We analyze different Magnus integrators which can provide either analytical or numerical approximations to the equations. They can be considered as time-averaging methods and frequently are used as exponential integrators. We show that they preserve some of the most relevant qualitative properties of the solution for the matrix Riccati differential equations as well as for the remaining equations. The analytical approximations allow us to study the problem in terms of the parameters involved. Some numerical examples are also considered which show that exponential methods are, in general, superior to standard methods.The authors acknowledge the support of the Generalitat Valenciana through the project GV/2009/032. The work of SB has also been partially supported by Ministerio de Ciencia e Innovacion (Spain) under the coordinated project MTM2010-18246-C03 (co-financed by the ERDF of the European Union) and the work of EP has also been partially supported by Ministerio de Ciencia e Innvacion of Spain, by the project MTM2009-08587.Blanes Zamora, S.; Ponsoda Miralles, E. (2012). Magnus integrators for solving linear-quadratic differential games. Journal of Computational and Applied Mathematics. 236(14):3394-3408. https://doi.org/10.1016/j.cam.2012.03.008S339434082361

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

Ordnungssterne und Ordnungspfeile

Die Literatur von den Autoren Hairer, Wanner, Nørsett und Butcher, die der Arbeit als wichtige Quellen zugrunde lag, beschäftigt sich auch intensiv mit Mehrschrittverfahren. Hier wird jeweils nur ein kurzer Ausblick auf Ordnungssterne bzw. Ordnungspfeile bei Mehrschrittverfahren mit einem Beispiel gegeben. Auch auf eine Behandlung der Ordnungssterne im Gebiet der Approximationstheorie wird mit einem Beispiel kurz hingewiesen