Asymptotic-numerical solvers for highly oscillatory second-order differential equations

Abstract

In this paper, we propose an approach of combination of asymptotic and numerical techniques to solve highly oscillatory second-order initial value problems. An asymptotic expansion of the solution is derived in inverse of powers of the oscillatory parameter, which develops on two time scales, a slow time t and a fast time τ=ωt. The truncation with the first few terms of the expansion results in a very effective method of discretizing the highly oscillatory differential equation and becomes more accurate when the oscillatory parameter increases. Numerical examples show that our proposed asymptotic-numerical solver is efficient and accurate for highly oscillatory problems.