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

Formal series and numerical integrators: some history and some new techniques

This paper provides a brief history of B-series and the associated Butcher group and presents the new theory of word series and extended word series. B-series (Hairer and Wanner 1976) are formal series of functions parameterized by rooted trees. They greatly simplify the study of Runge-Kutta schemes and other numerical integrators. We examine the problems that led to the introduction of B-series and survey a number of more recent developments, including applications outside numerical mathematics. Word series (series of functions parameterized by words from an alphabet) provide in some cases a very convenient alternative to B-series. Associated with word series is a group G of coefficients with a composition rule simpler than the corresponding rule in the Butcher group. From a more mathematical point of view, integrators, like Runge-Kutta schemes, that are affine equivariant are represented by elements of the Butcher group, integrators that are equivariant with respect to arbitrary changes of variables are represented by elements of the word group G.Comment: arXiv admin note: text overlap with arXiv:1502.0552

Palindromic 3-stage splitting integrators, a roadmap

The implementation of multi-stage splitting integrators is essentially the same as the implementation of the familiar Strang/Verlet method. Therefore multi-stage formulas may be easily incorporated into software that now uses the Strang/Verlet integrator. We study in detail the two-parameter family of palindromic, three-stage splitting formulas and identify choices of parameters that may outperform the Strang/Verlet method. One of these choices leads to a method of effective order four suitable to integrate in time some partial differential equations. Other choices may be seen as perturbations of the Strang method that increase efficiency in molecular dynamics simulations and in Hybrid Monte Carlo sampling.Comment: 20 pages, 8 figures, 2 table

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